Timeline for What is the rate of convergence of the observed autocorrelation?
Current License: CC BY-SA 3.0
5 events
| when toggle format | what | by | license | comment | |
|---|---|---|---|---|---|
| Sep 17, 2018 at 11:50 | comment | added | Christoph Hanck | See also stats.stackexchange.com/questions/207264/… | |
| Nov 20, 2017 at 20:27 | vote | accept | Candamir | ||
| Nov 20, 2017 at 20:26 | comment | added | Alecos Papadopoulos | @Candamir In the sense that $[\hat \rho(j) - \rho(j)] = O_p(n^{-1/2})$, yes. | |
| Nov 20, 2017 at 19:43 | comment | added | Candamir | Thank you! Does this imply a convergence rate of $n^{-1/2}$? Apologies if this is obvious to you. | |
| Nov 20, 2017 at 19:01 | history | answered | Alecos Papadopoulos | CC BY-SA 3.0 |