{
  "id": "1011.0175",
  "version": "v1",
  "published": "2010-10-31T16:16:30.000Z",
  "updated": "2010-10-31T16:16:30.000Z",
  "title": "A Comparison of Methods for Computing Autocorrelation Time",
  "authors": [
    "Madeleine B. Thompson"
  ],
  "categories": [
    "stat.CO"
  ],
  "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.",
  "revisions": [
    {
      "version": "v1",
      "updated": "2010-10-31T16:16:30.000Z"
    }
  ],
  "analyses": {
    "subjects": [
      "G.3"
    ],
    "keywords": [
      "computing autocorrelation time",
      "comparison",
      "test series",
      "accurate method",
      "estimating autocorrelation time"
    ],
    "note": {
      "typesetting": "TeX",
      "pages": 0,
      "language": "en",
      "license": "arXiv",
      "status": "editable",
      "adsabs": "2010arXiv1011.0175T"
    }
  }
}