I wonder why there is no W.S.S.(wide sense stationary) process with autocorrelation function $$R(t) = \textbf{1}(-1\leq t\leq 1).$$ It says the process cannot exist, and the reason can be explained in in time-domain and frequency-domain, but with different concepts.
I solved in frequency-domain that the power spectral density exist at infinite frequency, which is not practical. However, I do not know how can I find a reason in time-domain.
One of my friend mentioned about m.s. differentiable thing, but, to the best of my knowledge, not all W.S.S. process has m.s. differentiable autocorrelation.