| Publication | Date of Publication | Type |
|---|
Seasonal changes in central England temperatures
Journal of the Royal Statistical Society. Series A. Statistics in Society | 2025-01-13 | Paper |
Efficient nonparametric estimation of generalised autocovariances
Journal of Nonparametric Statistics | 2024-03-06 | Paper |
Modelling cycles in climate series: the fractional sinusoidal waveform process
Journal of Econometrics | 2024-03-06 | Paper |
Peaks, gaps, and time‐reversibility of economic time series
Journal of Time Series Analysis | 2023-08-24 | Paper |
Spurious periodic autoregressions
Econometrics Journal | 2023-07-07 | Paper |
Extracting the Cyclical Component in Hours Worked
Studies in Nonlinear Dynamics & Econometrics | 2023-03-13 | Paper |
The multistep Beveridge-Nelson decomposition
Econometric Reviews | 2022-06-07 | Paper |
Predictability, real time estimation, and the formulation of unobserved components models
Econometric Reviews | 2022-03-09 | Paper |
Discussion of ``The class of CUB models: statistical foundations, inferential issues and empirical evidence
Statistical Methods and Applications | 2020-03-10 | Paper |
Generalised Linear Cepstral Models for the Spectrum of a Time Series
STATISTICA SINICA | 2019-08-01 | Paper |
A Durbin-Levinson regularized estimator of high-dimensional autocovariance matrices
Biometrika | 2018-12-18 | Paper |
Fractionally differenced Gegenbauer processes with long memory: a review
Statistical Science | 2018-12-10 | Paper |
Characterising economic trends by Bayesian stochastic model specification search
Computational Statistics and Data Analysis | 2018-11-08 | Paper |
State space modeling of Gegenbauer processes with long memory
Computational Statistics and Data Analysis | 2018-08-15 | Paper |
Generalised partial autocorrelations and the mutual information between past and future
The Fascination of Probability, Statistics and their Applications | 2017-01-16 | Paper |
The generalised autocovariance function
Journal of Econometrics | 2015-05-29 | Paper |
Has the volatility of U.S. inflation changed and how?
Journal of Time Series Econometrics | 2013-06-14 | Paper |
The variance profile
Journal of the American Statistical Association | 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
International Statistical Review | 2012-06-08 | Paper |
On the equivalence of the weighted least squares and the generalised least squares estimators, with applications to kernel smoothing
Annals of the Institute of Statistical Mathematics | 2011-12-14 | Paper |
Multivariate temporal disaggregation with cross-sectional constraints
Journal of Applied Statistics | 2011-07-28 | Paper |
New proposals for the quantification of qualitative survey data
Journal of Forecasting | 2011-07-27 | Paper |
Hyper-spherical and elliptical stochastic cycles
Journal of Time Series Analysis | 2011-04-06 | Paper |
Transformations and seasonal adjustment
Journal of Time Series Analysis | 2011-02-22 | Paper |
Survey data as coincident or leading indicators
Journal of Forecasting | 2011-01-06 | Paper |
Low-pass filter design using locally weighted polynomial regression and discrete prolate spheroidal sequences
Journal of Statistical Planning and Inference | 2010-11-19 | Paper |
On the spectral properties of matrices associated with trend filters
Econometric Theory | 2010-08-13 | Paper |
Signal extraction and filtering by linear semiparametric methods
Computational Statistics and Data Analysis | 2009-06-02 | Paper |
On the Model-Based Interpretation of Filters and the Reliability of Trend–Cycle Estimates
Econometric Reviews | 2009-03-17 | Paper |
Real time estimation in local polynomial regression, with application to trend-cycle analysis
The Annals of Applied Statistics | 2009-02-10 | Paper |
The beveridge-nelson decomposition: Properties and extensions
Journal of the Italian Statistical Society | 2009-02-03 | Paper |
New algorithms for dating the business cycle
Computational Statistics and Data Analysis | 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
Computational Statistics and Data Analysis | 2008-11-04 | Paper |
Missing data in time series: a note on the equivalence of the dummy variable and the skipping approaches
Statistics & Probability Letters | 2008-03-06 | Paper |
Dynamic Factor Analysis with Non-Linear Temporal Aggregation Constraints
Journal of the Royal Statistical Society Series C: Applied Statistics | 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
Journal of Time Series Analysis | 2007-05-29 | Paper |
Temporal disaggregation by state space methods: Dynamic regression methods revisited
Econometrics Journal | 2007-02-13 | Paper |
| scientific article; zbMATH DE number 5035827 (Why is no real title available?) | 2006-06-26 | Paper |
Trend–Cycle Decompositions with Correlated Components
Econometric Reviews | 2006-05-22 | Paper |
Characterizing Asymmetries in Business Cycles Using Smooth-Transition Structural Time-Series Models
Studies in Nonlinear Dynamics & Econometrics | 2006-01-27 | Paper |
Seasonal Specific Structural Time Series
Studies in Nonlinear Dynamics & Econometrics | 2006-01-27 | Paper |
Unobserved components models with correlated disturbances
Statistical Methods and Applications | 2005-03-03 | Paper |
| scientific article; zbMATH DE number 1327257 (Why is no real title available?) | 1999-12-14 | Paper |
