BIRS Workshop 06w5073 Statistics at the Frontiers of Science

My Current Research in Time Series, Ian McLeod

  1. McLeod, A.I. and Krougly, Z. (2006, to appear),  Trench Algorithm for Time Series Analysis: With R Package.  Journal of Statistical Software. 
  2. Lin, J.W. and McLeod, A.I. (2006 to appear),  Improved Peňa-Rodriguez Portmanteau Test.  Computational Statistics and Data Analysis.  PDF  Companion Webpage  Presentation (pdf)
  3. McLeod, A.I. and Zhang, Y.  (2006), Partial Autocorrelation Parameterization for Subset Autoregression,  Journal of Time Series Analysis  27.  PDF  Companion Webpage
    4.   (slideshow: Mathematica Notebook or pdf; AR(3) Admissible Region Notebook)
  4. Zhang, Y. and McLeod, A.I. (2006), Computer Algebra Derivation of the Bias of Burg Estimators,  Journal of Time Series Analysis 27, 157-165.   Companion Webpage   PDF
    5.  Presentation (pdf)
  5. McLeod, A.I. and Vingilis, E.R. (2005), Power Computations for Intervention Analysis, Technometrics. 47, 174-180.    PDF  Companion Webpage   Presentation pdf

Last Update: 06/26/2006