Let $\{X_t\}$ be a zero-mean stationary process with absolutely summable autocovariance function satisfying $\sum_{-\infty}^{\infty}\gamma(h)=0$.
Show that $\sum_{t=1}^nX_t=\mathcal{O(\sqrt{n})}$.
Let $\{X_t\}$ be a zero-mean stationary process with absolutely summable autocovariance function satisfying $\sum_{-\infty}^{\infty}\gamma(h)=0$.
Show that $\sum_{t=1}^nX_t=\mathcal{O(\sqrt{n})}$.
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