The autocorrelation parameter of AR(1) model is estimated very often by the
ordinary least squares estimator (OLSE) due to its simplicity. The present in-
vestigation aims at deriving the algebraic expression of the covariance between
two OLSE’s obtainable from two overlapping (OS) or non-overlapping (NOS) or
gapping (GS) series whatsoever choosing from the given whole series. Such ex-
pression is used to obtain the expressions of bias, mean square error and variance
of Quenouille’s estimator (1956). Based on OS splitting, a Quenouille-type fam-
ily and another competent family of estimators are suggested. Their comparative
performances are discussed in respect of bias and mean square error.