The asymptotic variance of the BLUE for the mean in stationary processes is determined solely by the spectrum near the origin, showing hyperbolic decay for nondeterministic models and exponential decay for deterministic ones when the spectrum vanishes near zero.
unsch, H. (1985) Location estimates for processes with long range dependence. Research Report No. 40, Seminar f\
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Asymptotic behavior of the variance of the BLUE for the mean of stationary processes
The asymptotic variance of the BLUE for the mean in stationary processes is determined solely by the spectrum near the origin, showing hyperbolic decay for nondeterministic models and exponential decay for deterministic ones when the spectrum vanishes near zero.