Let Y1, Y2, … be a covariance-stationary process. For the method of batch means, let
and let b(n, k) be such that
Show that ρi(k) → 0 (for i = 1, 2, …, n – 1) as k → ∞ implies that
Hint: First show that

We need at least 10 more requests to produce the solution.
0 / 10 have requested this problem solution
The more requests, the faster the answer.