Geodesic
On estimation of the mean and correlation function of a~stationary process from discrete data
Teoriâ veroâtnostej i ee primeneniâ, Tome 16 (1971) no. 2, pp. 367-369

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In [1], it is stated that there exists such a number $n$ that the variance of $m_n$ is less than that of $m_T$ where $m_n$ and $m_T$ are defined in (1) and (1$'$) respectively ($\xi(t)$ is a stationary process). In the present paper, thes assertion is proved to be wrong. 
@article{TVP_1971_16_2_a15,
     author = {Yu. M. Ry\v{z}ov},
     title = {On estimation of the mean and correlation function of a~stationary process from discrete data},
     journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
     pages = {367--369},
     publisher = {mathdoc},
     volume = {16},
     number = {2},
     year = {1971},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/TVP_1971_16_2_a15/}
}
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Yu. M. Ryžov. On estimation of the mean and correlation function of a~stationary process from discrete data. Teoriâ veroâtnostej i ee primeneniâ, Tome 16 (1971) no. 2, pp. 367-369. http://geodesic.mathdoc.fr/item/TVP_1971_16_2_a15/