The following pages link to Tucker S. McElroy (Q993803):
Displaying 7 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)
