On Estimating the Variance of Time Averages

Richard H. Jones Department of Biometrics, University of Colorado Medical Center, Denver 80220

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Abstract

This note corrects two misprints and a degrees of freedom error in a recent paper on estimating the variance of time averages, and suggests an alternative method for estimating the spectral density near zero frequency on which the variance depends.

Abstract

This note corrects two misprints and a degrees of freedom error in a recent paper on estimating the variance of time averages, and suggests an alternative method for estimating the spectral density near zero frequency on which the variance depends.

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