There are iids, $X_1,X_2,\dots$ and $\mathbb E\left[X^4_1\right]$ has an finite value.
$\theta = \mathbb E[X_1]$, and $\overline{X}$ is a sample mean.
When $n\rightarrow \infty$, is $\left(\overline{X}\right)^2$ a consistent estimator of $\theta^2$?
There are iids, $X_1,X_2,\dots$ and $\mathbb E\left[X^4_1\right]$ has an finite value.
$\theta = \mathbb E[X_1]$, and $\overline{X}$ is a sample mean.
When $n\rightarrow \infty$, is $\left(\overline{X}\right)^2$ a consistent estimator of $\theta^2$?
Because $E(X_1^4)$ is finite the conditions for both the weak and strong law of large numbers apply. Applying the weak law $\bar{X} \overset{p}{\rightarrow} E(X_1)$ as $n \rightarrow \infty$. Because $x^2$ is a continuous function:
$$(\bar{X})^2 \overset{p}{\rightarrow} E(X_1)^2=\theta^2$$
so yes it is a consistent estimator.