Neville Davies

zbMath Opendavies.nevilleMaRDI QIDQ3591805

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
Warren G. Gilchrist, 1932--2015 Journal of the Royal Statistical Society. Series A. Statistics in Society	2025-01-10	Paper
Combining Forecasts via Simulations Communications in Statistics. Simulation and Computation	2014-05-30	Paper
A new Bayesian approach to quantile autoregressive time series model estimation and forecasting Journal of Time Series Analysis	2014-02-25	Paper
A simple bootstrap method for time series Communications in Statistics. Simulation and Computation	2013-02-11	Paper
A simple diagnostic method of outlier detection for stationary Gaussian time series Journal of Applied Statistics	2007-09-11	Paper
Monitoring the parameter changes in general ARIMA time series models Journal of Applied Statistics	2007-09-11	Paper
Algorithm AS 232: Computation of Population and Sample Correlation and Partial Correlation Matrices in MARMA(P, Q) Time Series Applied Statistics	1988-01-01	Paper
A portmanteau test for self-exciting threshold autoregressive-type nonlinearity in time series Biometrika	1986-01-01	Paper
scientific article; zbMATH DE number 3954110 (Why is no real title available?)	1985-01-01	Paper
Forecasting with Misspecified Models Applied Statistics	1980-01-01	Paper
Sample moments of the autocorrelations of moving average processes and a modification to bartlett'sasymptotic variance formula Communications in Statistics: Theory and Methods	1980-01-01	Paper
Error Mis-Specification and Spurious Regressions International Economic Review	1978-01-01	Paper
Significance levels of the Box-Pierce portmanteau statistic in finite samples Biometrika	1977-01-01	Paper
Maximum autocorrelations for moving average processes Biometrika	1974-01-01	Paper

Research outcomes over time

This page was built for person: Neville Davies