Neville Davies

Available identifiers

Publication	Date of Publication	Type
Warren G. Gilchrist, 1932--2015	2025-01-10	Paper
Combining Forecasts via Simulations	2014-05-30	Paper
A new Bayesian approach to quantile autoregressive time series model estimation and forecasting	2014-02-25	Paper
A simple bootstrap method for time series	2013-02-11	Paper
A simple diagnostic method of outlier detection for stationary Gaussian time series	2007-09-11	Paper
Monitoring the parameter changes in general ARIMA time series models	2007-09-11	Paper
Algorithm AS 232: Computation of Population and Sample Correlation and Partial Correlation Matrices in MARMA(P, Q) Time Series	1988-01-01	Paper
A portmanteau test for self-exciting threshold autoregressive-type nonlinearity in time series	1986-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3723539	1985-01-01	Paper
Forecasting with Misspecified Models	1980-01-01	Paper
Sample moments of the autocorrelations of moving average processes and a modification to bartlett'sasymptotic variance formula	1980-01-01	Paper
Error Mis-Specification and Spurious Regressions	1978-01-01	Paper
Significance levels of the Box-Pierce portmanteau statistic in finite samples	1977-01-01	Paper
Maximum autocorrelations for moving average processes	1974-01-01	Paper

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