In [1, p. 94 exercise 4.2] we are asked to consider the estimator
\hat{P}_{AVPER}(0)=\frac{1}{N}\sum\limits_{m=0}^{N-1}\hat{P}_{PER}^{m}(0) (1)

\hat{P}_{PER}^{m}(0)= x^{2}[m] (2)

for the process of Problem 4.1. We are informed that this estimator may be viewed as an averaged periodogram. In this point of view the data record is sectioned into blocks (in this case, of length 1) and the periodograms for each block are averaged. We are asked to find the mean and variance of  \hat{P}_{AVPER}(0) and compare the result to that obtained in [2]. read the conclusion >