HIGHLIGHTS
- who: Kreutzer Lars T. et al. from the Department of Applied Mathematics and Theoretical Physics, University of Cambridge, Cambridge , OWA, UK have published the paper: S-ACF: a selective estimator for the autocorrelation function of irregularly sampled time series, in the Journal: (JOURNAL)
- what: The authors show that the S-ACF reduces to the standard ACF estimator for regularly sampled time series. Using a large number of synthetic time series the authors demonstrate that the performance of the S-ACF is as good or better than commonly used Gaussian and rectangular kernel estimators and is . . .
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