Question: A simple model (in degrees Celsius) for the daily temperature process C(t) of Example 13.3 is where X1, X2, .... is an iid random sequence

A simple model (in degrees Celsius) for the daily temperature process C(t) of Example 13.3 is

where X1, X2, .... is an iid random sequence of Gaussian (0, 1) random variables.
(a) What is E[Cn]?
(b) Find the auto-covariance function CC[m, k].
(c) Why is this model overly simple?

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