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The small sample properties of 6 autocorrelation estimators were investigated in an extensive Monte Carlo study. It was demonstrated that conventional estimators yield problems of estimation and inference in the form of(a) inconsistencies between theoretical and empirical expectations, (b) inconsistencies between theoretical and empirical error variances, and (c) dramatic differences between nominal and empirical Type I errors
Huitema et al. (Sun,) studied this question.