A. Ian McLeod

Available identifiers

zbMath Open mcleod.angus-ianMaRDI QIDQ1010523

List of research outcomes

Publication	Date of Publication	Type
Parameter estimation for ARTFIMA time series	2019-08-09	Paper
Models for Dependent Time Series, by Granville Tunnicliffe Wilson, Marco Reale and John Haywood Published by CRC Press, 2016. Total number of pages: 323. ISBN 978‐1‐58488‐650‐1	2017-05-26	Paper
Power Computations for Intervention Analysis	2016-11-04	Paper
Improved multivariate portmanteau test	2014-11-20	Paper
Further asymptotic properties of the generalized information criterion	2013-05-28	Paper
Developments in maximum likelihood unit root tests	2013-05-13	Paper
Portmanteau tests for ARMA models with infinite variance	2010-04-22	Paper
Faster ARMA maximum likelihood estimation	2009-06-12	Paper
Improved Peňa-Rodriguez portmanteau test	2009-04-06	Paper
Partial autocorrelation parameterization for subset autoregression	2007-05-29	Paper
Computer Algebra Derivation of the Bias of Linear Estimators of Autoregressive Models	2007-05-29	Paper
Fitting MA(\(q\)) models in the closed invertible region	2006-08-04	Paper
Parsimony, Model Adequacy and Periodic Correlation in Time Series Forecasting	1999-11-08	Paper
Hyperbolic Decay Time Series	1999-01-25	Paper
Diagnostic check for monotone spread.	1998-08-13	Paper
Comparison of two modified portmanteau tests for model adequacy	1997-11-10	Paper
Exploratory spectral analysis of hydrological times series	1996-08-22	Paper
Cumulant generating function and tail probability approximations for Kendall's score with tied rankings	1995-10-18	Paper
DIAGNOSTIC CHECKING OF PERIODIC AUTOREGRESSION MODELS WITH APPLICATION	1994-06-29	Paper
https://portal.mardi4nfdi.de/entity/Q3489234	1989-01-01	Paper
Multivariate contemporaneous ARMA model with hydrological applications	1987-01-01	Paper
Contemporaneous bivariate time series	1987-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3326666	1984-01-01	Paper
A Convenient Algorithm for Drawing a Simple Random Sample	1983-01-01	Paper
Transfer Function-Noise Modelling For Powerhouse Inflow Forecasting	1983-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3893191	1980-01-01	Paper
Distribution of the Residual Cross-Correlation in Univariate ARMA Time Series Models	1979-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q4194329	1978-01-01	Paper
Improved Box-Jenkins Estimators	1977-01-01	Paper

Research outcomes over time

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