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Suppose {X+} is a stationary process with acvf y() and mean 0. We estimate y(.) with the un-centered sample acvf n-h 7 ( h )

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Suppose {X+} is a stationary process with acvf y() and mean 0. We estimate y(.) with the un-centered sample acvf n-h 7 ( h ) = 1 n Xtth Xt, t=1 for a sample of size n and 0 _ _ n - 1. Express the answer in terms of y(.). What is the bias of 7(h)

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