Question: 3. Let {et} be a sequence of independent, identically distributed random variables with mean zero and variance one. Define a stochastic process by Ct= Et

3. Let {et} be a sequence of independent, identically distributed random

3. Let {et} be a sequence of independent, identically distributed random variables with mean zero and variance one. Define a stochastic process by Ct= Et - Et-1, t = 1, 2, ... Provide its autocorrelation function

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