autocovariance function

Let $\\{X_{t}\\mid t\\in T\\}$ be a stochastic process such that $\\operatorname{Var}[X_{t}]<\\infty$ $\\forall t\\in T$ . The autocovariance function of $\\{X_{t}\\}$ is

	$\\displaystyle\\gamma_{X}(r,s)$	$\\displaystyle:=$	$\\displaystyle\\operatorname{Cov}(X_{r},X_{s})$
		$\\displaystyle=$	$\\displaystyle{E}\\big{[}(X_{r}-{E}[X_{r}])(X_{s}-{E}[X_{s}])\\big{]}\\hskip 28.45%2756pt\\forall r,s\\in T.$

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