User's Guide to MTS Package
Mean likelihood estimators,
McLeod, A.I. and Quenneville, B. (2000),
Statistics and Computing 11, 417-426.
Necessary and sufficient condition for nonsingular Fisher information matrix in ARMA and fractional ARMA models
McLeod, A.I., (1999),
The American Statistician 53, 71-72.
Improved Spread-Level Visualization
McLeod, A.I. (1999),
Journal of Computational and Graphical Statistics 8, 135--141.
Diagnostic checking for monotone spread
McLeod, A.I., (1996),
Computational Statistics \& Data Analysis 26, 437--443.
Hyperbolic decay time series
McLeod, A.I. (1996),
The Journal of Time Series Analysis 19, 473-484.
Exploratory spectral analysis of hydrological time series
McLeod, A.I. & Hipel, K.W. (1995),
Journal of Stochastic Hydrology and Hydraulics 9, 171-205.
Cumulant Generating Function and Tail Probability Approximations for Kendall's Score with Tied Rankings (in
Non-parametric Inference) Paul D. Valz, A. Ian McLeod, Mary E. Thompson Annals of Statistics, Vol. 23, No. 1. (Feb.,
1995), pp. 144-160.
Diagnostic Checking Periodic Autoregression Models with Application
McLeod, A.I. (1994)
The Journal of Time Series Analysis, Vol. 15, No. 2, pp.221-233.
Parsimony, Model Adequacy and Periodic Correlation in Forecasting Time Series
McLeod, A.I., (1993),
International Statistical Review, Vol. 61, No. 3, pp.387--393.
A simplified derivation of the variance of Kendall's tau,
Valz, P.D. & McLeod, A.I. (1990),
The American Statistician V.44, pp.39--40.
Contemporaneous Bivariate Time Series F. Camacho, A. I. McLeod, K. W. Hipel Biometrika, Vol. 74, No. 1. (Mar., 1987),
pp. 103-113.
Fractional Time Series Modelling (in Miscellanea) W. K. Li, A. I. McLeod Biometrika, Vol. 73, No. 1. (Apr., 1986),
pp. 217-221.
Remark AS R58: A Remark on Algorithm AS 183. An Efficient and Portable Pseudo-Random Number Generator (in Statistical
Algorithms) A. Ian McLeod Applied Statistics, Vol. 34, No. 2. (1985), pp. 198-200.
Duality and other Properties of Multiplicative Seasonal Autoregressive- Moving Average Models (in Miscellanea)
A. I. McLeod Biometrika, Vol. 71, No. 1. (Apr., 1984), pp. 207-211.
A Convenient Algorithm for Drawing a Simple Random Sample (in Miscellanea) A. I. McLeod, D. R. Bellhouse
Applied Statistics, Vol. 32, No. 2. (1983), pp. 182-184.
Algorithm AS 191: An Algorithm for Approximate Likelihood Calculation of ARMA and Seasonal ARMA Models (in
Statistical Algorithms) A. I. McLeod, P. R. Holanda Sales Applied Statistics, Vol. 32, No. 2. (1983), pp. 211-223.
Distribution of the Residual Autocorrelations in Multivariate ARMA Time Series Models W. K. Li, A. I. McLeod
Journal of the Royal Statistical Society. Series B (Methodological), Vol. 43, No. 2. (1981), pp. 231-239.
Distribution of the Residual Cross-Correlation in Univariate ARMA Time Series Models
(in Theory and Methods)
A. Ian McLeod Journal of the American Statistical Association, Vol. 74, No. 368. (Dec., 1979), pp. 849-855.
On the Distribution of Residual Autocorrelations in Box-Jenkins Models A. I. McLeod Journal of the Royal Statistical
Society. Series B (Methodological), Vol. 40, No. 3. (1978), pp. 296-302.
Improved Box-Jenkins Estimators A. I. McLeod Biometrika, Vol. 64, No. 3. (Dec., 1977), pp. 531-534.
Correction: Derivation of the Theoretical Autocovariance Function of Autoregressive-Moving Average Time Series Ian
McLeod Applied Statistics, Vol. 26, No. 2. (1977), p. 194.
Derivation of the Theoretical Autocovariance Function of Autoregressive Moving Average Time Series (in Miscellanea)
Ian McLeod Applied Statistics, Vol. 24, No. 2. (1975), pp. 255-256.