ljmartin
commented
3 years ago A Comparison of Methods for Computing Autocorrelation Time https://arxiv.org/pdf/1011.0175.pdf
Open ljmartin opened 4 years ago
ljmartin
commented
3 years ago A Comparison of Methods for Computing Autocorrelation Time https://arxiv.org/pdf/1011.0175.pdf
ljmartin
commented
3 years ago journals:
https://journals.sagepub.com/home/smj# <- maybe best option
https://projecteuclid.org/euclid.ejs https://imstat.org/journals-and-publications/electronic-journal-of-statistics/
https://imstat.org/journals-and-publications/statistical-science/ <- this one has some amazing authors but only a few papers and theyre locked
https://www.springer.com/journal/11222 <- statistics and computing would be great because its about analysis of intractable problems.
https://projecteuclid.org/euclid.aoas
ljmartin
commented
3 years ago
Performing T-tests to Compare Autocorrelated Time Series Data Collected from Direct-Reading Instruments Patrick O’Shaughnessy & Joseph E. Cavanaugh
A unified view of linear AR(1) models G.K. Grunwald∗, R.J. Hyndman†and L.M. Tedesco https://robjhyndman.com/papers/ar1.pdf
Chapter 26 Time Series So far, we have assumed that all data... https://www.stat.cmu.edu/~cshalizi/uADA/12/lectures/ch26.pdf
Estimating the steady-state mean from short transient simulations Pieter A. Sheth-Voss a,*, Thomas R. Willemain b, Jorge Haddock b
Statsmodels statespace time series estimation: http://www.chadfulton.com/fulton_statsmodels_2017/sections/5-posterior_simulation.html#markov-chain-monte-carlo-algorithms
Estimation of the Accuracy of Mean and Variance of Correlated Data Piet M. T. Broersen
Time Series Analysis With Application to Velocity Fluctuation Data Measured in a Wind Tunnel Atmospheric Boundary Layer Cesar Farell
Analysis of Short Time Series: Correcting for Autocorrelation Author(s): James R. Bence
Calculation of the uncertainty of the mean of autocorrelated measurements Nien Fan Zhang