In this brief second chapter, some results concerning asymptotic properties of the sample mean and the sample ACVF are collected. Throughout, $$(X_t\colon t\in\mathbb{Z})$$ denotes a weakly stationary stochastic process with mean $$\mu$$ and ACVF $$\gamma$$. In Section 1.2 it was shown that such a process is completely characterized by these two quantities. The mean $$\mu$$ was estimated by the sample mean $$\bar{x}$$, and the ACVF $$\gamma$$ by the sample ACVF $$\hat{\gamma}$$ defined in (1.2.1). In the following, some properties of these estimators are discussed in more detail.