Tucker S. McElroy, Ph.D.

Affiliations: 
2001 University of California, San Diego, La Jolla, CA 
Area:
Mathematics, Genetics
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"Tucker McElroy"

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Dimitris N. Politis grad student 2001 UCSD
 (Statistical inference for parameters of time series exhibiting the Noah and Joseph effects.)
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Publications

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McElroy T, Roy A. (2021) Testing for adequacy of seasonal adjustment in the frequency domain Journal of Statistical Planning and Inference. 211: 241-255
Lin W, Huang JZ, McElroy T. (2020) Time Series Seasonal Adjustment Using Regularized Singular Value Decomposition Journal of Business & Economic Statistics. 38: 487-501
McElroy TS, Wildi M. (2020) The multivariate linear prediction problem : model-based and direct filtering solutions Econometrics and Statistics. 14: 112-130
Roy A, McElroy T, Linton P. (2019) Constrained Estimation of Causal Invertible VARMA Statistica Sinica
McElroy TS, Jach A. (2019) Testing collinearity of vector time series Econometrics Journal. 22: 97-116
McElroy T, Pang O, Sheldon G. (2019) Custom Epoch Estimation for Surveys Journal of Applied Statistics. 46: 638-663
Wildi M, McElroy TS. (2019) The trilemma between accuracy, timeliness and smoothness in real-time signal extraction International Journal of Forecasting. 35: 1072-1084
McElroy T, Roy A. (2018) The Inverse Kullback–Leibler Method for Fitting Vector Moving Averages Journal of Time Series Analysis. 39: 172-191
McElroy T. (2018) Recursive Computation for Block-Nested Covariance Matrices: COMPUTATION FOR BLOCK-NESTED COVARIANCE MATRICES Journal of Time Series Analysis. 39: 299-312
Holan SH, McElroy TS, Wu G. (2017) The Cepstral Model for Multivariate Time Series: The Vector Exponential Model Statistica Sinica
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