Assume that Z(t) = X(t) + Y(t), where X(t) and Y(t) are jointly stationaryrandom processes.

A、Z(t) is a stationary process ;
B、Sz(f) = Sx(f) + Sy(f)
;
C、Sz(f) = Sx(f) + Sy(f) + Sxy(f) + Syx(f) ;
D、If the two processes X(t) and Y(t) are uncorelated and at least one of the processes is zero mean，then
Sz(f) = Sx(f) + Sy(f)