Question: Assume that {????????} is a stationary, zero mean, Gaussian process with autocovariance function ????????(????) and autocorrelation function ????????(????). Use the property that for zero mean

Assume that {????????} is a stationary, zero mean, Gaussian process with autocovariance function ????????(????) and autocorrelation function ????????(????). Use the property that for zero mean Gaussian variates, ????[????????????????+????????????+????????????+????] = ????[????????????????+????]????[????????+????????????+????] + ????[????????????????+????]????[????????+????????????+????]
+????[????????????????+????] ????[????????+????????????+????]
to show that cov[????2 ???? , ????2 ????+????]=2????2 ????(????) and hence that the autocorrelation function of the process of squared values ???????? = ????2 ???? is ????????(????) = ????2 ????(????).

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