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

 Please see the second image for form A.43-A.44 1.30 Let x

Please see the second image for form A.43-A.44

be a linear process of the form (A.43)-(A.44). If we define ny (h) = n-1 (Xtth - Hx) (Xt - Hx), t=1 show

1.30 Let x be a linear process of the form (A.43)-(A.44). If we define n y (h) = n-1 (Xtth - Hx) (Xt - Hx), t=1 show that n1/2 (x(h) - y(h)) = op(1). Hint: The Markov Inequality Ex Pr{|x| Z E}

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