Tucker S. McElroy, Ph.D.
Affiliations: | 2001 | University of California, San Diego, La Jolla, CA |
Area:
Mathematics, GeneticsGoogle:
"Tucker McElroy"Parents
Sign in to add mentorDimitris N. Politis | grad student | 2001 | UCSD | |
(Statistical inference for parameters of time series exhibiting the Noah and Joseph effects.) |
BETA: Related publications
See more...
Publications
You can help our author matching system! If you notice any publications incorrectly attributed to this author, please sign in and mark matches as correct or incorrect. |
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 |