Question: Please see the image for the question 1.30 Let xt be a linear process of the form (A.43)-(A.44). If we define n y ( h)

Please see the image for the question

1.30 Let xt be a linear process of the form (A.43)-(A.44). If we define n y ( h) = n-l (Xt th - Hx) (Xt - Hx), t=1 show that n1/2 (7 (h) - y(h)) = op(1). Hint: The Markov Inequality Ex Prix| 2 0)

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