Exercise 6.9.11. Show that the spectral density f () = | | 2 determines the covariance
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Exercise 6.9.11. Show that the spectral density f (ν) =
π −|ν |
π2 determines the covariance function
σ (k) =
σ 2 if k = 0 4σ 2/(π|k|)2 if k is odd 0 otherwise.
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