%0 Generic %1 thompson2010comparison %A Thompson, Madeleine B. %D 2010 %K statistics %T A Comparison of Methods for Computing Autocorrelation Time %U http://arxiv.org/abs/1011.0175 %X This paper describes four methods for estimating autocorrelation time and evaluates these methods with a test set of seven series. Fitting an autoregressive process appears to be the most accurate method of the four. An R package is provided for extending the comparison to more methods and test series.

@misc{thompson2010comparison, abstract = {This paper describes four methods for estimating autocorrelation time and evaluates these methods with a test set of seven series. Fitting an autoregressive process appears to be the most accurate method of the four. An R package is provided for extending the comparison to more methods and test series.}, added-at = {2020-07-08T14:55:04.000+0200}, author = {Thompson, Madeleine B.}, biburl = {https://www.bibsonomy.org/bibtex/2b2ad67740ea84d098baee8986307c48d/cmcneile}, description = {A Comparison of Methods for Computing Autocorrelation Time}, interhash = {60e40fb0c94d4b96e095d044b847d415}, intrahash = {b2ad67740ea84d098baee8986307c48d}, keywords = {statistics}, note = {cite arxiv:1011.0175}, timestamp = {2020-07-08T14:55:04.000+0200}, title = {A Comparison of Methods for Computing Autocorrelation Time}, url = {http://arxiv.org/abs/1011.0175}, year = 2010 }