Let xnnbspbe a wide sense stationary random sequence with
Let Xn be a wide sense stationary random sequence with expected value µX and autocovariance CX [k]. For m = 0, 1,..., we define
As the sample mean process. Prove that if is an unbiased consistent sequence of estimates of µX.
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let xnnbspbe a wide sense stationary random sequence with expected value microxnbspand autocovariance cxnbspk for m 0
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is an unbiased consistent sequence of estimates of µX.