# Question: Using the expression for Var XX found in Exercise 10 26

Using the expression for Var (ṘXX (τ))found in Exercise 10.26, show that as | τ | → 2t o, Var (ṘXX (τ)) > Var (X(t)), and therefore, the estimate of the autocorrelation function is at least as noisy as the process itself as | τ | → 2t o.

## Answer to relevant Questions

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