Consider the differentiability of a mean-zero stationary stochastic process \{X (t)\} with autocorrelation function R_{XX} (\tau) = e^{-a \left|\tau \right| } in which a is a positive constant.
Consider the differentiability of a mean-zero stationary stochastic process \{X (t)\} with autocorrelation function R_{XX} (\tau) = e^{-a \left|\tau \right| } in which a is a positive constant.