| Publication | Date of Publication | Type |
|---|
| Seasonal changes in central England temperatures | 2025-01-13 | Paper |
| Efficient nonparametric estimation of generalised autocovariances | 2024-03-06 | Paper |
| Modelling cycles in climate series: the fractional sinusoidal waveform process | 2024-03-06 | Paper |
| Peaks, gaps, and time‐reversibility of economic time series | 2023-08-24 | Paper |
| Spurious periodic autoregressions | 2023-07-07 | Paper |
| Extracting the Cyclical Component in Hours Worked | 2023-03-13 | Paper |
| The Multistep Beveridge–Nelson Decomposition | 2022-06-07 | Paper |
| Predictability, real time estimation, and the formulation of unobserved components models | 2022-03-09 | Paper |
| Discussion of ``The class of CUB models: statistical foundations, inferential issues and empirical evidence | 2020-03-10 | Paper |
| Generalised Linear Cepstral Models for the Spectrum of a Time Series | 2019-08-01 | Paper |
| A Durbin–Levinson regularized estimator of high-dimensional autocovariance matrices | 2018-12-18 | Paper |
| Fractionally differenced Gegenbauer processes with long memory: a review | 2018-12-10 | Paper |
| Characterising economic trends by Bayesian stochastic model specification search | 2018-11-08 | Paper |
| State space modeling of Gegenbauer processes with long memory | 2018-08-15 | Paper |
| Generalised Partial Autocorrelations and the Mutual Information Between Past and Future | 2017-01-16 | Paper |
| The generalised autocovariance function | 2015-05-29 | Paper |
| Has the Volatility of U.S. Inflation Changed and How? | 2013-06-14 | Paper |
| The Variance Profile | 2013-04-22 | Paper |
| Bayesian stochastic model specification search for seasonal and calendar effects | 2012-09-05 | Paper |
| Estimation of common factors under cross-sectional and temporal aggregation constraints | 2012-06-08 | Paper |
| On the equivalence of the weighted least squares and the generalised least squares estimators, with applications to kernel smoothing | 2011-12-14 | Paper |
| Multivariate temporal disaggregation with cross-sectional constraints | 2011-07-28 | Paper |
| New proposals for the quantification of qualitative survey data | 2011-07-27 | Paper |
| Hyper-spherical and elliptical stochastic cycles | 2011-04-06 | Paper |
| Transformations and seasonal adjustment | 2011-02-22 | Paper |
| Survey data as coincident or leading indicators | 2011-01-06 | Paper |
| Low-pass filter design using locally weighted polynomial regression and discrete prolate spheroidal sequences | 2010-11-19 | Paper |
| On the spectral properties of matrices associated with trend filters | 2010-08-13 | Paper |
| Signal extraction and filtering by linear semiparametric methods | 2009-06-02 | Paper |
| On the Model-Based Interpretation of Filters and the Reliability of Trend–Cycle Estimates | 2009-03-17 | Paper |
| Real time estimation in local polynomial regression, with application to trend-cycle analysis | 2009-02-10 | Paper |
| The beveridge-nelson decomposition: Properties and extensions | 2009-02-03 | Paper |
| New algorithms for dating the business cycle | 2008-11-26 | Paper |
| Estimation of common factors under cross-sectional and temporal aggregation constraints: Nowcasting monthly GDP and its main components | 2008-11-24 | Paper |
| Forecasting the US unemployment rate | 2008-11-04 | Paper |
| Missing data in time series: a note on the equivalence of the dummy variable and the skipping approaches | 2008-03-06 | Paper |
| Dynamic Factor Analysis with Non-Linear Temporal Aggregation Constraints | 2007-09-07 | Paper |
| Measuring core inflation by multivariate structural time series models | 2007-07-18 | Paper |
| LEAVE-K -OUT DIAGNOSTICS IN STATE-SPACE MODELS | 2007-05-29 | Paper |
| Temporal disaggregation by state space methods: Dynamic regression methods revisited | 2007-02-13 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5474885 | 2006-06-26 | Paper |
| Trend–Cycle Decompositions with Correlated Components | 2006-05-22 | Paper |
| Characterizing Asymmetries in Business Cycles Using Smooth-Transition Structural Time-Series Models | 2006-01-27 | Paper |
| Seasonal Specific Structural Time Series | 2006-01-27 | Paper |
| Unobserved components models with correlated disturbances | 2005-03-03 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4259407 | 1999-12-14 | Paper |
