Edit Profile (opens in new tab) McElroy, Tucker S. Co-Author Distance Author ID: mcelroy.tucker-s Published as: McElroy, Tucker S.; McElroy, Tucker; Mcelroy, Tucker S.; McElroy, T. S. more...less Documents Indexed: 72 Publications since 2002, including 2 Books and 1 Additional arXiv Preprint 1 Contribution as Editor Co-Authors: 20 Co-Authors with 49 Joint Publications 446 Co-Co-Authors all top 5 Co-Authors 17 single-authored 13 Politis, Dimitris Nicolas 12 Holan, Scott H. 6 Jach, Agnieszka E. 6 Roy, Anindya 5 Trimbur, Thomas M. 2 Linton, Peter 2 Monsell, Brian 2 Wildi, Marc 1 Alexandrov, Theodore 1 Bell, William R. 1 Bianconcini, Silvia 1 Blakely, Chris 1 Chakraborty, Sounak 1 Dagum, Estelle Bee 1 Das, Srinjoy 1 Findley, David F. 1 Fitzsimmons, Patrick J. 1 Ghosh, Dhrubajyoti 1 Janicki, Ryan 1 Lahiri, Soumendra Nath 1 Maass, Peter 1 Maravall, Agustin 1 McCracken, Michael W. 1 Pang, Osbert 1 Penny, Richard N. 1 Sheldon, George 1 Sutcliffe, Andrew 1 Wu, Guohui all top 5 Serials 6 Journal of Time Series Analysis 4 Journal of Statistical Planning and Inference 4 Econometric Reviews 4 Computational Statistics and Data Analysis 4 Statistica Sinica 4 Journal of Time Series Econometrics 3 The Annals of Statistics 3 Econometric Theory 2 Journal of Econometrics 2 Statistics & Probability Letters 2 Communications in Statistics. Theory and Methods 2 Journal of Nonparametric Statistics 2 The Econometrics Journal 2 Journal of Applied Statistics 2 Journal of Forecasting 2 Electronic Journal of Statistics 2 The Annals of Applied Statistics 1 Annals of the Institute of Statistical Mathematics 1 Biometrika 1 International Statistical Review 1 Journal of the American Statistical Association 1 Journal of Multivariate Analysis 1 Statistica Neerlandica 1 Statistical Science 1 Studies in Nonlinear Dynamics and Econometrics 1 Australian & New Zealand Journal of Statistics 1 Journal of the Royal Statistical Society. Series B. Statistical Methodology 1 Extremes 1 Statistical Inference for Stochastic Processes 1 Statistical Methodology 1 Journal of Computational and Graphical Statistics 1 Sankhyā. Series A 1 Bayesian Analysis 1 Chapman & Hall/CRC Texts in Statistical Science Series 1 Statistical Theory and Related Fields all top 5 Fields 71 Statistics (62-XX) 17 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 11 Numerical analysis (65-XX) 8 Probability theory and stochastic processes (60-XX) 2 General and overarching topics; collections (00-XX) 2 History and biography (01-XX) 2 Information and communication theory, circuits (94-XX) 1 Linear and multilinear algebra; matrix theory (15-XX) Publications by Year all cited Publications top 5 cited Publications 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 cited Publications top 5 cited Publications 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 all top 5 Cited in 13 Fields 106 Statistics (62-XX) 35 Probability theory and stochastic processes (60-XX) 11 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 6 Numerical analysis (65-XX) 3 Computer science (68-XX) 3 Information and communication theory, circuits (94-XX) 2 Real functions (26-XX) 1 History and biography (01-XX) 1 Combinatorics (05-XX) 1 Measure and integration (28-XX) 1 Dynamical systems and ergodic theory (37-XX) 1 Geophysics (86-XX) 1 Operations research, mathematical programming (90-XX) Citations by Year