| Publication | Date of Publication | Type |
|---|
Authors' reply to the discussion of: ``New tools for network time series with an application to Covid-19 hospitalisations'' Journal of the Royal Statistical Society. Series A. Statistics in Society | 2026-02-12 | Paper |
New tools for network time series with an application to Covid-19 hospitalizations Journal of the Royal Statistical Society. Series A. Statistics in Society | 2026-02-12 | Paper |
Continuous-time locally stationary wavelet processes Biometrika | 2025-10-15 | Paper |
A multiscale method for data collected from network edges via the line graph Statistics and Computing | 2025-09-29 | Paper |
Fully nonparametric MIDAS: a new approach for nonparametric mixed frequency time series regression Electronic Journal of Statistics | 2025-09-26 | Paper |
Guy Nason's invited discussion contribution to the papers in session 2 of the Royal Statistical Society's special topic meeting on Covid-19 transmission: 11 June 2021 Journal of the Royal Statistical Society. Series A. Statistics in Society | 2025-06-02 | Paper |
Nason and Wei's reply to the discussion of ``The first discussion meeting on statistical aspects of the COVID-19 pandemic'' Journal of the Royal Statistical Society. Series A. Statistics in Society | 2025-04-04 | Paper |
Quantifying the economic response to COVID-19 mitigations and death rates via forecasting purchasing managers' indices using generalised network autoregressive models with exogenous variables Journal of the Royal Statistical Society. Series A. Statistics in Society | 2025-04-04 | Paper |
Automatic locally stationary time series forecasting with application to predicting UK gross value added time series Journal of the Royal Statistical Society. Series C. Applied Statistics | 2025-03-25 | Paper |
Should we sample a time series more frequently?: decision support via multirate spectrum estimation Journal of the Royal Statistical Society. Series A. Statistics in Society | 2025-01-13 | Paper |
Tracking and modelling prices using web-scraped price microdata: towards automated daily consumer price index forecasting Journal of the Royal Statistical Society. Series A. Statistics in Society | 2025-01-13 | Paper |
| GNAR | 2024-10-02 | Software |
White noise testing using wavelets Stat | 2024-05-14 | Paper |
Measuring the degree of non-stationarity of a time series Stat | 2024-05-14 | Paper |
| Continuous Time Locally Stationary Wavelet Processes | 2023-10-19 | Paper |
A test for the absence of aliasing or white noise in two-dimensional locally stationary wavelet processes Statistics and Computing | 2023-08-16 | Paper |
| BootWPTOS | 2022-05-20 | Software |
Case study: shipping trend estimation and prediction via multiscale variance stabilisation Journal of Applied Statistics | 2020-12-04 | Paper |
The local partial autocorrelation function and some applications Electronic Journal of Statistics | 2020-09-14 | Paper |
The local partial autocorrelation function and some applications Electronic Journal of Statistics | 2020-09-14 | Paper |
The local partial autocorrelation function and some applications Electronic Journal of Statistics | 2020-01-01 | Paper |
The local partial autocorrelation function and some applications Electronic Journal of Statistics | 2020-01-01 | Paper |
A Test for Second-Order Stationarity and Approximate Confidence Intervals for Localized Autocovariances for Locally Stationary Time Series Journal of the Royal Statistical Society Series B: Statistical Methodology | 2019-04-30 | Paper |
A test for the absence of aliasing or local white noise in locally stationary wavelet time series Biometrika | 2018-12-18 | Paper |
Practical powerful wavelet packet tests for second-order stationarity Applied and Computational Harmonic Analysis | 2018-05-01 | Paper |
Practical powerful wavelet packet tests for second-order stationarity Applied and Computational Harmonic Analysis | 2018-04-12 | Paper |
A wavelet lifting approach to long-memory estimation Statistics and Computing | 2018-03-07 | Paper |
Image Denoising With 2D Scale-Mixing Complex Wavelet Transforms IEEE Transactions on Image Processing | 2017-11-20 | Paper |
Locally stationary wavelet packet processes: basis selection and model fitting Journal of Time Series Analysis | 2017-03-16 | Paper |
Locally stationary wavelet packet processes: basis selection and model fitting Journal of Time Series Analysis | 2017-02-08 | Paper |
A wavelet lifting approach to long-memory estimation Statistics and Computing | 2016-09-03 | Paper |
Multiscale variance stabilization via maximum likelihood Biometrika | 2014-08-13 | Paper |
Spectral correction for locally stationary Shannon wavelet processes Electronic Journal of Statistics | 2014-03-21 | Paper |
Costationarity of locally stationary time series Journal of Time Series Econometrics | 2013-06-14 | Paper |
Spectral estimation for locally stationary time series with missing observations Statistics and Computing | 2012-12-07 | Paper |
Wavelet packet transfer function modelling of nonstationary time series Statistics and Computing | 2012-09-23 | Paper |
| scientific article; zbMATH DE number 5769383 (Why is no real title available?) | 2010-08-12 | Paper |
| Some new methods for wavelet density estimation | 2010-08-12 | Paper |
A wavelet-Fisz approach to spectrum estimation Journal of Time Series Analysis | 2010-04-22 | Paper |
Multiscale methods for data on graphs and irregular multidimensional situations Journal of the Royal Statistical Society Series B: Statistical Methodology | 2010-04-08 | Paper |
| A multiscale variance stabilization for binomial sequence proportion estimation | 2009-11-11 | Paper |
A Bayesian analysis of moving average processes with time-varying parameters Computational Statistics and Data Analysis | 2009-06-02 | Paper |
A note on state space representations of locally stationary wavelet time series Statistics & Probability Letters | 2009-01-21 | Paper |
A note on state space representations of locally stationary wavelet time series Statistics & Probability Letters | 2009-01-21 | Paper |
| Wavelet methods in statistics with R | 2008-06-04 | Paper |
GOES-8 X-Ray Sensor Variance Stabilization Using the Multiscale Data-Driven Haar–Fisz Transform Journal of the Royal Statistical Society Series C: Applied Statistics | 2007-09-07 | Paper |
Haar–Fisz Estimation of Evolutionary Wavelet Spectra Journal of the Royal Statistical Society Series B: Statistical Methodology | 2006-11-14 | Paper |
On the sum of t and Gaussian random variables Statistics & Probability Letters | 2006-06-30 | Paper |
Improving Prediction of Hydrophobic Segments along a Transmembrane Protein Sequence using Adaptive Multiscale Lifting Multiscale Modeling & Simulation | 2006-06-30 | Paper |
Posterior Probability Intervals for Wavelet Thresholding Journal of the Royal Statistical Society Series B: Statistical Methodology | 2005-04-22 | Paper |
Real Nonparametric Regression Using Complex Wavelets Journal of the Royal Statistical Society Series B: Statistical Methodology | 2005-04-22 | Paper |
| scientific article; zbMATH DE number 1551797 (Why is no real title available?) | 2002-06-10 | Paper |
Robust projection indices Journal of the Royal Statistical Society. Series B. Statistical Methodology | 2002-04-22 | Paper |
| Spectral representation and estimation for locally stationary wavelet processes | 2001-05-29 | Paper |
Density and Hazard Rate Estimation for Right-Censored Data by Using Wavelet Methods Journal of the Royal Statistical Society Series B: Statistical Methodology | 1999-07-04 | Paper |
Wavelets in time-series analysis Philosophical Transactions of the Royal Society of London. Series A: Mathematical, Physical and Engineering Sciences | 1999-01-01 | Paper |
On choosing a non-integer resolution level when using wavelet methods Statistics & Probability Letters | 1998-11-15 | Paper |
Three-Dimensional Projection Pursuit Applied Statistics | 1998-08-24 | Paper |
| scientific article; zbMATH DE number 802865 (Why is no real title available?) | 1997-10-26 | Paper |
| scientific article; zbMATH DE number 927333 (Why is no real title available?) | 1996-09-15 | Paper |
| scientific article; zbMATH DE number 802866 (Why is no real title available?) | 1995-10-04 | Paper |