Using the expression for Var (XX ())found in Exercise 10 26, show that as 2t o, Var (XX ()) Var (X(t)), and therefore, the estimate of the autocorrelation function is at least as noisy as the process itself as 2t o

Question: Using the expression for Var (XX ())found in Exercise 10.26, show that as | | 2t o, Var (XX ()) > Var (X(t)),

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.

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