Triangular spectral density of a stationary time series
= Triangular spectral density of a stationary time series
{title2=$f(\lambda)=\pi-|\lambda|\quad(-\pi\le\lambda\le\pi)$}
Under angular-frequency normalization, the displayed <time-series spectral density> gives $\gamma_0=\pi^2$ and $\gamma_k=2(1-(-1)^k)/k^2$ for nonzero integer $k$. This follows from the even integral $2\int_0^\pi(\pi-\lambda)\cos(k\lambda)d\lambda$. All nonzero even-lag covariances vanish while the odd-lag covariances are positive.