(Solution) - Let Xn be a wide sense stationary random sequence with -(2025 Original AI-Free Solution)

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Let Xn be a wide sense stationary random sequence with expected value ?X and auto-covariance CX[k]. For m = 0,1,..., we define,

as the sample mean process. Prove that if ??k = -? CX[k] < ?, then 0, 1,... is an unbiased consistent sequence of estimates of ?X.