The following pages link to Neville Davies (Q3591805):
Displaying 13 items.
- A simple diagnostic method of outlier detection for stationary Gaussian time series (Q3591806) (← links)
- Monitoring the parameter changes in general ARIMA time series models (Q3591875) (← links)
- (Q3723539) (← links)
- A portmanteau test for self-exciting threshold autoregressive-type nonlinearity in time series (Q3753349) (← links)
- Algorithm AS 232: Computation of Population and Sample Correlation and Partial Correlation Matrices in MARMA(P, Q) Time Series (Q3779619) (← links)
- Forecasting with Misspecified Models (Q3870192) (← links)
- Sample moments of the autocorrelations of moving average processes and a modification to bartlett'sasymptotic variance formula (Q3886709) (← links)
- Significance levels of the Box-Pierce portmanteau statistic in finite samples (Q4172825) (← links)
- Error Mis-Specification and Spurious Regressions (Q4181164) (← links)
- Maximum autocorrelations for moving average processes (Q4403613) (← links)
- A Simple Bootstrap Method for Time Series (Q4906443) (← links)
- A new Bayesian approach to quantile autoregressive time series model estimation and forecasting (Q5397942) (← links)
- Combining Forecasts via Simulations (Q5418875) (← links)
