where M is the largest value of m for which Γm,[n 0 ,N ] > 0, m ≤ M . Chodera used a similar method where the autocovariance sum is truncated at the first negative autocovariance term. Of the methods discussed, these estimators tend to produce the largest estimates of autocorrelation and hence the largest and most realistic estimates of the variance of the mean. While many other schemes exist to estimate the autocovariance function and variance of the mean, a detailed comparison is beyond the scope of this study.