The following pages link to Tucker S. McElroy (Q993803):
Displaying 13 items.
- Exact formulas for the Hodrick-Prescott filter (Q73810) (← links)
- Tail index estimation in the presence of long-memory dynamics (Q425381) (← links)
- The perils of inferring serial dependence from sample autocorrelations of moving average series (Q452867) (← links)
- On the measurement and treatment of extremes in time series (Q508717) (← links)
- Computation of vector ARMA autocovariances (Q514119) (← links)
- Spectral domain diagnostics for testing model proximity and disparity in time series data (Q537343) (← links)
- Testing for adequacy of seasonal adjustment in the frequency domain (Q826978) (← links)
- Moment-based tail index estimation (Q872094) (← links)
- Tail index estimation with a fixed tuning parameter fraction (Q899351) (← links)
- An iterated parametric approach to nonstationary signal extraction (Q959309) (← links)
- Selection between models through multi-step-ahead forecasting (Q993804) (← links)
- Tail exponent estimation via broadband log density-quantile regression (Q993809) (← links)
- A local spectral approach for assessing time series model misspecification (Q1002344) (← links)