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Suppose that {Xt} be an MA(q) process Xt = µ + εt + β1εt−1 + · · · + βqvarεt−q and define Xbarn to be the sample mean of X1, · · · , Xn. Find the limit of nVar(Xbarn). For what...

Suppose that {Xt} be an MA(q) process Xt = µ + εt + β1εt−1 + · · · + βqσ2εt−q and define Xbar to be the sample mean of X1, · · · , Xn. Find the limit of nVar(Xbarn). For what...

Suppose that {Xt} be an MA(q) process Xt = µ + εt + β1εt−1 + · · · + βqσ2εt−q and define Xbar to be the sample mean of X1, · · · , Xn. Find the limit of nVar(Xbarn). For what...

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