Real_Timing

Suppose $\{Z_t\}$ is i.i.d. $(\mu,\sigma^2)$, and$ \bar{Z}_n=n^{-1}\sum_{t=1}^n Z_t$, then as $n\rightarrow\infty$,\[\frac{\bar{Z}_n-E(\bar{Z}_n)}{\sqrt{var(\bar{Z}_n)}}=\frac{\bar{Z}_n-\mu}{\sqrt{\sigma^2/n}}\]\[=\frac{\sqrt{n}(\bar{Z}_n-\mu)}{\sigma}\]\[\rightarrow^d N(0,1)\]证明：设 $Y_t=\frac{Z_t-\m Read More