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Author ID: mcelroy.tucker-s Recent zbMATH articles by "McElroy, Tucker S."
Published as: McElroy, Tucker S.; McElroy, Tucker; Mcelroy, Tucker S.; McElroy, T. S.

Publications by Year

Citations contained in zbMATH Open

52 Publications have been cited 185 times in 112 Documents Cited by Year
Moment-based tail index estimation. Zbl 1107.62039
McElroy, Tucker; Politis, Dimitris N.
12
2007
Computer-intensive rate estimation, diverging statistics and scanning. Zbl 1209.62050
McElroy, Tucker; Politis, Dimitris N.
12
2007
Matrix formulas for nonstationary ARIMA signal extraction. Zbl 1284.62585
McElroy, Tucker
12
2008
Subsampling inference for the mean of heavy-tailed long-memory time series. Zbl 1300.62075
Jach, Agnieszka; McElroy, Tucker; Politis, Dimitris N.
12
2012
Self-normalization for heavy-tailed time series with long memory. Zbl 1145.62073
McElroy, Tucker; Politis, Dimitris
11
2007
Fixed-\(b\) asymptotics for the Studentized mean from time series with short, long, or negative memory. Zbl 1292.62128
McElroy, Tucker; Politis, Dimitris N.
10
2012
A local spectral approach for assessing time series model misspecification. Zbl 1169.62076
McElroy, Tucker; Holan, Scott
9
2009
On the computation of autocovariances for generalized Gegenbauer processes. Zbl 1253.62062
McElroy, Tucker S.; Holan, Scott H.
9
2012
Robust inference for the mean in the presence of serial correlation and heavy-tailed distributions. Zbl 1023.62088
McElroy, Tucker; Politis, Dimitris N.
8
2002
Time series. A first course with bootstrap starter. Zbl 1455.62002
McElroy, Tucker S.; Politis, Dimitris N.
7
2020
Spectral density and spectral distribution inference for long memory time series via fixed-b asymptotics. Zbl 1311.62151
McElroy, Tucker S.; Politis, Dimitris N.
7
2014
Distribution theory for the Studentized mean for long, short, and negative memory time series. Zbl 1285.62108
McElroy, Tucker; Politis, Dimitris N.
7
2013
Bayesian seasonal adjustment of long memory time series. Zbl 1260.91194
Holan, Scott H.; McElroy, Tucker S.
6
2012
A review of some modern approaches to the problem of trend extraction. Zbl 1491.62081
Alexandrov, Theodore; Bianconcini, Silvia; Dagum, Estela Bee; Maass, Peter; McElroy, Tucker S.
6
2012
Selection between models through multi-step-ahead forecasting. Zbl 1404.62089
McElroy, Tucker S.; Findley, David F.
6
2010
Exact formulas for the Hodrick-Prescott filter. Zbl 1135.91412
McElroy, Tucker
5
2008
An iterated parametric approach to nonstationary signal extraction. Zbl 1445.62247
McElroy, Tucker; Sutcliffe, Andrew
5
2006
A Bayesian approach to estimating the long memory parameter. Zbl 1330.62136
Holan, Scott; McElroy, Tucker; Chakraborty, Sounak
5
2009
On joint Fourier-Laplace transforms. Zbl 1318.62046
Fitzsimmons, Patrick; McElroy, Tucker
5
2010
Statistical properties of model-based signal extraction diagnostic tests. Zbl 1274.62606
McElroy, Tucker
4
2008
Economic time series. Modeling and seasonality. Zbl 1237.91005
4
2012
Tail index estimation in the presence of long-memory dynamics. Zbl 1318.62276
McElroy, Tucker; Jach, Agnieszka
4
2012
On the measurement and treatment of extremes in time series. Zbl 1359.62378
McElroy, Tucker
4
2016
Constrained estimation of causal invertible VARMA. Zbl 1412.62123
Roy, Anindya; Mcelroy, Tucker S.; Linton, Peter
4
2019
Tail exponent estimation via broadband log density-quantile regression. Zbl 1233.62110
Holan, Scott H.; McElroy, Tucker S.
4
2010
Asymptotic theory of cepstral random fields. Zbl 1294.62044
McElroy, Tucker S.; Holan, Scott H.
4
2014
Stable marked point processes. Zbl 1114.62101
McElroy, Tucker; Politis, Dimitris N.
3
2007
Subsampling inference for the autocovariances and autocorrelations of long-memory heavy-tailed linear time series. Zbl 1281.62201
McElroy, Tucker; Jach, Agnieszka
3
2012
Corrigendum to: “Subsampling inference for the mean of heavy-tailed long-memory time series”. Zbl 1416.62499
Jach, Agnieszka; McElroy, Tucker S.; Politis, Dimitris N.
3
2016
Forecasting continuous-time processes with applications to signal extraction. Zbl 1396.60042
McElroy, Tucker S.
3
2013
Computation of the autocovariances for time series with multiple long-range persistencies. Zbl 1466.62163
McElroy, Tucker S.; Holan, Scott H.
3
2016
On the discretization of continuous-time filters for nonstationary stock and flow time series. Zbl 1218.62098
McElroy, Tucker; Trimbur, Thomas M.
2
2011
A nonparametric method for asymmetrically extending signal extraction filters. Zbl 1225.91052
McElroy, Tucker
2
2011
Recursive computation for block-nested covariance matrices. Zbl 1392.62271
McElroy, Tucker
2
2018
Incompatibility of trends in multi-year estimates from the American community survey. Zbl 1185.62199
McElroy, Tucker
2
2009
Model estimation, prediction, and signal extraction for nonstationary stock and flow time series observed at mixed frequencies. Zbl 1373.62572
McElroy, Tucker; Monsell, Brian
2
2015
Optimal real-time filters for linear prediction problems. Zbl 1499.62331
Wildi, Marc; McElroy, Tucker
2
2016
Signal extraction for non-stationary multivariate time series with illustrations for trend inflation. Zbl 1320.62202
McElroy, Tucker; Trimbur, Thomas
2
2015
The cepstral model for multivariate time series: the vector exponential model. Zbl 1356.62139
Holan, Scott H.; McElroy, Tucker S.; Wu, Guohui
2
2017
Hermite expansion and estimation of monotonic transformations of Gaussian data. Zbl 1338.62086
Janicki, Ryan; McElroy, Tucker S.
2
2016
Testing for adequacy of seasonal adjustment in the frequency domain. Zbl 1455.62179
McElroy, Tucker; Roy, Anindya
2
2021
A nonlinear algorithm for seasonal adjustment in multiplicative component decompositions. Zbl 1202.62121
McElroy, Tucker S.
2
2010
Spectral domain diagnostics for testing model proximity and disparity in time series data. Zbl 1220.62108
McElroy, Tucker; Holan, Scott
1
2009
Large sample theory for statistics of stable moving averages. Zbl 1074.62059
McElroy, Tucker; Politis, Dimitris N.
1
2004
Optimal signal extraction with correlated components. Zbl 1499.62340
McElroy, Tucker S.; Maravall, Agustin
1
2014
Computation of vector ARMA autocovariances. Zbl 1417.62253
McElroy, Tucker
1
2017
Signal extraction revision variances as a goodness-of-fit measure. Zbl 1266.62073
McElroy, Tucker; Wildi, Marc
1
2010
Signal extraction goodness-of-fit diagnostic tests under model parameter uncertainty: formulations and empirical evaluation. Zbl 1524.62411
Blakely, Chris; McElroy, Tucker
1
2017
Multistep ahead forecasting of vector time series. Zbl 1524.62446
McElroy, Tucker; McCracken, Michael W.
1
2017
Testing collinearity of vector time series. Zbl 07547361
McElroy, Tucker S.; Jach, Agnieszka
1
2019
The multiple testing problem for Box-Pierce statistics. Zbl 1349.62418
McElroy, Tucker; Monsell, Brian
1
2014
Nonnested model comparisons for time series. Zbl 1506.62369
McElroy, Tucker S.
1
2016
Testing for adequacy of seasonal adjustment in the frequency domain. Zbl 1455.62179
McElroy, Tucker; Roy, Anindya
2
2021
Time series. A first course with bootstrap starter. Zbl 1455.62002
McElroy, Tucker S.; Politis, Dimitris N.
7
2020
Constrained estimation of causal invertible VARMA. Zbl 1412.62123
Roy, Anindya; Mcelroy, Tucker S.; Linton, Peter
4
2019
Testing collinearity of vector time series. Zbl 07547361
McElroy, Tucker S.; Jach, Agnieszka
1
2019
Recursive computation for block-nested covariance matrices. Zbl 1392.62271
McElroy, Tucker
2
2018
The cepstral model for multivariate time series: the vector exponential model. Zbl 1356.62139
Holan, Scott H.; McElroy, Tucker S.; Wu, Guohui
2
2017
Computation of vector ARMA autocovariances. Zbl 1417.62253
McElroy, Tucker
1
2017
Signal extraction goodness-of-fit diagnostic tests under model parameter uncertainty: formulations and empirical evaluation. Zbl 1524.62411
Blakely, Chris; McElroy, Tucker
1
2017
Multistep ahead forecasting of vector time series. Zbl 1524.62446
McElroy, Tucker; McCracken, Michael W.
1
2017
On the measurement and treatment of extremes in time series. Zbl 1359.62378
McElroy, Tucker
4
2016
Corrigendum to: “Subsampling inference for the mean of heavy-tailed long-memory time series”. Zbl 1416.62499
Jach, Agnieszka; McElroy, Tucker S.; Politis, Dimitris N.
3
2016
Computation of the autocovariances for time series with multiple long-range persistencies. Zbl 1466.62163
McElroy, Tucker S.; Holan, Scott H.
3
2016
Optimal real-time filters for linear prediction problems. Zbl 1499.62331
Wildi, Marc; McElroy, Tucker
2
2016
Hermite expansion and estimation of monotonic transformations of Gaussian data. Zbl 1338.62086
Janicki, Ryan; McElroy, Tucker S.
2
2016
Nonnested model comparisons for time series. Zbl 1506.62369
McElroy, Tucker S.
1
2016
Model estimation, prediction, and signal extraction for nonstationary stock and flow time series observed at mixed frequencies. Zbl 1373.62572
McElroy, Tucker; Monsell, Brian
2
2015
Signal extraction for non-stationary multivariate time series with illustrations for trend inflation. Zbl 1320.62202
McElroy, Tucker; Trimbur, Thomas
2
2015
Spectral density and spectral distribution inference for long memory time series via fixed-b asymptotics. Zbl 1311.62151
McElroy, Tucker S.; Politis, Dimitris N.
7
2014
Asymptotic theory of cepstral random fields. Zbl 1294.62044
McElroy, Tucker S.; Holan, Scott H.
4
2014
Optimal signal extraction with correlated components. Zbl 1499.62340
McElroy, Tucker S.; Maravall, Agustin
1
2014
The multiple testing problem for Box-Pierce statistics. Zbl 1349.62418
McElroy, Tucker; Monsell, Brian
1
2014
Distribution theory for the Studentized mean for long, short, and negative memory time series. Zbl 1285.62108
McElroy, Tucker; Politis, Dimitris N.
7
2013
Forecasting continuous-time processes with applications to signal extraction. Zbl 1396.60042
McElroy, Tucker S.
3
2013
Subsampling inference for the mean of heavy-tailed long-memory time series. Zbl 1300.62075
Jach, Agnieszka; McElroy, Tucker; Politis, Dimitris N.
12
2012
Fixed-\(b\) asymptotics for the Studentized mean from time series with short, long, or negative memory. Zbl 1292.62128
McElroy, Tucker; Politis, Dimitris N.
10
2012
On the computation of autocovariances for generalized Gegenbauer processes. Zbl 1253.62062
McElroy, Tucker S.; Holan, Scott H.
9
2012
Bayesian seasonal adjustment of long memory time series. Zbl 1260.91194
Holan, Scott H.; McElroy, Tucker S.
6
2012
A review of some modern approaches to the problem of trend extraction. Zbl 1491.62081
Alexandrov, Theodore; Bianconcini, Silvia; Dagum, Estela Bee; Maass, Peter; McElroy, Tucker S.
6
2012
Economic time series. Modeling and seasonality. Zbl 1237.91005
4
2012
Tail index estimation in the presence of long-memory dynamics. Zbl 1318.62276
McElroy, Tucker; Jach, Agnieszka
4
2012
Subsampling inference for the autocovariances and autocorrelations of long-memory heavy-tailed linear time series. Zbl 1281.62201
McElroy, Tucker; Jach, Agnieszka
3
2012
On the discretization of continuous-time filters for nonstationary stock and flow time series. Zbl 1218.62098
McElroy, Tucker; Trimbur, Thomas M.
2
2011
A nonparametric method for asymmetrically extending signal extraction filters. Zbl 1225.91052
McElroy, Tucker
2
2011
Selection between models through multi-step-ahead forecasting. Zbl 1404.62089
McElroy, Tucker S.; Findley, David F.
6
2010
On joint Fourier-Laplace transforms. Zbl 1318.62046
Fitzsimmons, Patrick; McElroy, Tucker
5
2010
Tail exponent estimation via broadband log density-quantile regression. Zbl 1233.62110
Holan, Scott H.; McElroy, Tucker S.
4
2010
A nonlinear algorithm for seasonal adjustment in multiplicative component decompositions. Zbl 1202.62121
McElroy, Tucker S.
2
2010
Signal extraction revision variances as a goodness-of-fit measure. Zbl 1266.62073
McElroy, Tucker; Wildi, Marc
1
2010
A local spectral approach for assessing time series model misspecification. Zbl 1169.62076
McElroy, Tucker; Holan, Scott
9
2009
A Bayesian approach to estimating the long memory parameter. Zbl 1330.62136
Holan, Scott; McElroy, Tucker; Chakraborty, Sounak
5
2009
Incompatibility of trends in multi-year estimates from the American community survey. Zbl 1185.62199
McElroy, Tucker
2
2009
Spectral domain diagnostics for testing model proximity and disparity in time series data. Zbl 1220.62108
McElroy, Tucker; Holan, Scott
1
2009
Matrix formulas for nonstationary ARIMA signal extraction. Zbl 1284.62585
McElroy, Tucker
12
2008
Exact formulas for the Hodrick-Prescott filter. Zbl 1135.91412
McElroy, Tucker
5
2008
Statistical properties of model-based signal extraction diagnostic tests. Zbl 1274.62606
McElroy, Tucker
4
2008
Moment-based tail index estimation. Zbl 1107.62039
McElroy, Tucker; Politis, Dimitris N.
12
2007
Computer-intensive rate estimation, diverging statistics and scanning. Zbl 1209.62050
McElroy, Tucker; Politis, Dimitris N.
12
2007
Self-normalization for heavy-tailed time series with long memory. Zbl 1145.62073
McElroy, Tucker; Politis, Dimitris
11
2007
Stable marked point processes. Zbl 1114.62101
McElroy, Tucker; Politis, Dimitris N.
3
2007
An iterated parametric approach to nonstationary signal extraction. Zbl 1445.62247
McElroy, Tucker; Sutcliffe, Andrew
5
2006
Large sample theory for statistics of stable moving averages. Zbl 1074.62059
McElroy, Tucker; Politis, Dimitris N.
1
2004
Robust inference for the mean in the presence of serial correlation and heavy-tailed distributions. Zbl 1023.62088
McElroy, Tucker; Politis, Dimitris N.
8
2002
all top 5

Cited by 164 Authors

26 McElroy, Tucker S.
12 Politis, Dimitris Nicolas
5 Holan, Scott H.
5 Jach, Agnieszka E.
3 Iacone, Fabrizio
3 Lahiri, Soumendra Nath
3 Nordman, Daniel J.
3 Paulauskas, Vygantas Ionovič
3 Vaičiulis, Marijus
2 Bai, Shuyang
2 Brockwell, Peter J.
2 Chen, Zhanshou
2 Hualde, Javier
2 Krieger, Udo R.
2 Kulik, Rafał
2 Markovich, Natalia M.
2 Oesting, Marco
2 Peiris, M. Shelton
2 Proietti, Tommaso
2 Rapp, Albert
2 Roy, Anindya
2 Spodarev, Evgueni
2 Taqqu, Murad S.
2 Trimbur, Thomas M.
1 Abasiekwere, Ubon Akpan
1 Adegoke, Nurudeen A.
1 Akpan, Emmanuel Alphonsus
1 Al-Najafi, Amenah
1 Al-Sarray, Basad
1 Allen, David E.
1 Anderson, Marti Jane
1 Asai, Manabu
1 Avlogiaris, G.
1 Barton, Elena
1 Berenguer-Rico, Vanessa
1 Betken, Annika
1 Bilayi-Biakana, Clémonell
1 Birr, Stefan
1 Blakely, Chris
1 Bravo, Francesco
1 Brito, Margarida
1 Bunzel, Helle
1 Cavicchioli, Maddalena
1 Coretto, Pietro
1 Craigmile, Peter F.
1 Das, Srinjoy
1 de Magistris, Paolo Santucci
1 Deo, Rohit S.
1 Dickson, Maria Michela
1 Dierckx, Goedele
1 Dudek, Anna E.
1 Eichler, Michael
1 Espejo, Rosa M.
1 Fedotenkov, Igor
1 Findley, David F.
1 Fitzsimmons, Patrick J.
1 Freitas, Ana Cristina Moreira
1 Fuh, Cheng-Der
1 Ghosal, Subhashis
1 Ghosh, Dhrubajyoti
1 Giordano, Francesco
1 Gladish, Daniel W.
1 Gonçalves, Sílvia
1 Gonzalo, Jesús
1 Grassi, Stefano
1 Gupta, Abhimanyu
1 Guttorp, Peter
1 Hajria, Raja Ben
1 Han, Dong
1 Hidalgo, Javier
1 Hu, Shu
1 Huang, Yirong
1 Hubert, Mia
1 Hunt, Richard
1 Hurvich, Clifford M.
1 Ilmonen, Pauliina
1 Ivanoff, B. Gail
1 Jagan, Kavya
1 Janicki, Ryan
1 Jia, Mofei
1 Joe, Harry
1 Khardani, Salah
1 Kim, Youngmin
1 Kirch, Claudia
1 Kley, Tobias
1 Kokoszka, Piotr S.
1 Kruijer, Willem
1 Lasisi, Kazeem Etitayo
1 Lenart, Łukasz
1 Leonenko, Nikolai N.
1 Leschinski, Christian
1 Leybourne, Stephen J.
1 Li, Hongyan
1 Lindner, Alexander M.
1 Ling, Shiqing
1 Liu, Jun
1 Longla, Martial
1 Luo, Yi
1 Maddanu, Federico
1 Makogin, Vitalii
...and 64 more Authors
all top 5

Cited in 48 Serials

15 Journal of Time Series Analysis
7 Electronic Journal of Statistics
6 Journal of Econometrics
6 Journal of Statistical Planning and Inference
5 The Annals of Statistics
5 Computational Statistics and Data Analysis
4 Lithuanian Mathematical Journal
3 Journal of Multivariate Analysis
3 Statistics & Probability Letters
3 Econometric Reviews
3 Stochastic Processes and their Applications
3 Journal of Time Series Econometrics
2 Advances in Applied Probability
2 Annals of the Institute of Statistical Mathematics
2 Statistical Science
2 Communications in Statistics. Simulation and Computation
2 Communications in Statistics. Theory and Methods
2 Journal of Statistical Computation and Simulation
2 Statistical Inference for Stochastic Processes
2 Econometric Theory
2 Journal of the Korean Statistical Society
2 Sankhyā. Series A
2 Modern Stochastics. Theory and Applications
1 Metrika
1 Periodica Mathematica Hungarica
1 International Statistical Review
1 Journal of the American Statistical Association
1 Statistica
1 Statistics
1 Economics Letters
1 Test
1 Statistical Papers
1 Fractals
1 Bernoulli
1 Journal of Nonparametric Statistics
1 Australian & New Zealand Journal of Statistics
1 Extremes
1 Comptes Rendus. Mathématique. Académie des Sciences, Paris
1 Statistical Methods and Applications
1 Journal of Forecasting
1 AStA. Advances in Statistical Analysis
1 Journal of Computational and Graphical Statistics
1 Journal of Agricultural, Biological, and Environmental Statistics
1 Bayesian Analysis
1 Journal of Mathematics
1 Mathematics
1 Statistical Theory and Related Fields
1 Environmetrics

Citations by Year