Suppose that is a stationary process with unknown mean m, known variance and correlation function The mean m is estimated with Suppose that N is large and approximate the variance of the...

Suppose that

is a stationary process with unknown mean m, known variance

and correlation function

The mean m is estimated with

Suppose that N is large and approximate the variance of the estimator. Also, find the number of elements that would have been necessary in order to achieve the same variance, if the elements of

had been uncorrelated.