Say we have $\displaystyle X_t$ = $\displaystyle \sum_{j=1}^{q}(A_j cos\lambda_jt + B_j sin\lambda_jt)$ for t = 0,1,2...

where $\displaystyle \lambda_1,....\lambda_q$ are constants and $\displaystyle A_1,...A_q,B_1,...B_q$ are independent, zero mean r.v's all with variance $\displaystyle \sigma^2$.

I need to show that $\displaystyle X_t$ is a stationary process. I've already worked out the mean, but now I just need to show that Cov($\displaystyle X_t,X_{t+k}$) depends only on k, and is independent of t.

Any help would be much appreciated.