Table 2.
Summary of the regularisation methods for autocorrelation function of time series X.
Method | Cut off lag | Window Type | Reference |
---|---|---|---|
Truncation |
& |
N/A |
Anderson (1983) & Pyper and Peterman (1998) |
Adaptive Truncation | N/A | N/A | |
Tapering |
& |
Parzen & Single Tukey |
Chatfield (2016) & Woolrich et al. (2001) |