Let Y1, Y2, … be a covariance-stationary process. For the method of batch means, let  and...

Let Y₁, Y₂, … be a covariance-stationary process. For the method of batch means, let  and let b(n, k) be such that   Show that ρ_i(k) → 0 (for i = 1, 2, …, n – 1) as k → ∞ implies that  Hint: First show that