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McElroy, Tucker S.

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Author ID: mcelroy.tucker-s Recent zbMATH articles by "McElroy, Tucker S."
Published as: McElroy, Tucker; McElroy, Tucker S.; Mcelroy, Tucker S.
Documents Indexed: 58 Publications since 2002, including 3 Books

Publications by Year

Citations contained in zbMATH Open

40 Publications have been cited 150 times in 90 Documents Cited by Year
Self-normalization for heavy-tailed time series with long memory. Zbl 1145.62073
McElroy, Tucker; Politis, Dimitris
11
2007
Subsampling inference for the mean of heavy-tailed long-memory time series. Zbl 1300.62075
Jach, Agnieszka; McElroy, Tucker; Politis, Dimitris N.
10
2012
Computer-intensive rate estimation, diverging statistics and scanning. Zbl 1209.62050
McElroy, Tucker; Politis, Dimitris N.
9
2007
Moment-based tail index estimation. Zbl 1107.62039
McElroy, Tucker; Politis, Dimitris N.
9
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.
8
2012
A local spectral approach for assessing time series model misspecification. Zbl 1169.62076
McElroy, Tucker; Holan, Scott
8
2009
Matrix formulas for nonstationary ARIMA signal extraction. Zbl 1284.62585
McElroy, Tucker
7
2008
Robust inference for the mean in the presence of serial correlation and heavy-tailed distributions. Zbl 1023.62088
McElroy, Tucker; Politis, Dimitris N.
7
2002
Distribution theory for the Studentized mean for long, short, and negative memory time series. Zbl 1285.62108
McElroy, Tucker; Politis, Dimitris N.
6
2013
Spectral density and spectral distribution inference for long memory time series via fixed-b asymptotics. Zbl 1311.62151
McElroy, Tucker S.; Politis, Dimitris N.
5
2014
On the computation of autocovariances for generalized Gegenbauer processes. Zbl 1253.62062
McElroy, Tucker S.; Holan, Scott H.
5
2012
Selection between models through multi-step-ahead forecasting. Zbl 1404.62089
McElroy, Tucker S.; Findley, David F.
5
2010
On joint Fourier-Laplace transforms. Zbl 1318.62046
Fitzsimmons, Patrick; McElroy, Tucker
5
2010
Exact formulas for the Hodrick-Prescott filter. Zbl 1135.91412
McElroy, Tucker
5
2008
Bayesian seasonal adjustment of long memory time series. Zbl 1260.91194
Holan, Scott H.; McElroy, Tucker S.
4
2012
Tail index estimation in the presence of long-memory dynamics. Zbl 1318.62276
McElroy, Tucker; Jach, Agnieszka
4
2012
An iterated parametric approach to nonstationary signal extraction. Zbl 1445.62247
McElroy, Tucker; Sutcliffe, Andrew
4
2006
Asymptotic theory of cepstral random fields. Zbl 1294.62044
McElroy, Tucker S.; Holan, Scott H.
3
2014
Forecasting continuous-time processes with applications to signal extraction. Zbl 1396.60042
McElroy, Tucker S.
3
2013
Subsampling inference for the autocovariances and autocorrelations of long-memory heavy-tailed linear time series. Zbl 1281.62201
McElroy, Tucker; Jach, Agnieszka
3
2012
Tail exponent estimation via broadband log density-quantile regression. Zbl 1233.62110
Holan, Scott H.; McElroy, Tucker S.
3
2010
Stable marked point processes. Zbl 1114.62101
McElroy, Tucker; Politis, Dimitris N.
3
2007
Constrained estimation of causal invertible VARMA. Zbl 1412.62123
Roy, Anindya; Mcelroy, Tucker S.; Linton, Peter
2
2019
On the measurement and treatment of extremes in time series. Zbl 1359.62378
McElroy, Tucker
2
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 Bayesian approach to estimating the long memory parameter. Zbl 1330.62136
Holan, Scott; McElroy, Tucker; Chakraborty, Sounak
2
2009
Statistical properties of model-based signal extraction diagnostic tests. Zbl 1274.62606
McElroy, Tucker
2
2008
The multivariate bullwhip effect. Zbl 1403.90041
Nagaraja, Chaitra H.; McElroy, Tucker
1
2018
The cepstral model for multivariate time series: the vector exponential model. Zbl 1356.62139
Holan, Scott H.; McElroy, Tucker S.; Wu, Guohui
1
2017
Computation of the autocovariances for time series with multiple long-range persistencies. Zbl 06918271
McElroy, Tucker S.; Holan, Scott H.
1
2016
Tail index estimation with a fixed tuning parameter fraction. Zbl 1383.62154
McElroy, Tucker; Nagaraja, Chaitra H.
1
2016
Signal extraction for non-stationary multivariate time series with illustrations for trend inflation. Zbl 1320.62202
McElroy, Tucker; Trimbur, Thomas
1
2015
The multiple testing problem for Box-Pierce statistics. Zbl 1349.62418
McElroy, Tucker; Monsell, Brian
1
2014
Economic time series. Modeling and seasonality. Zbl 1237.91005
Bell, William R. (ed.); Holan, Scott H. (ed.); McElroy, Tucker S. (ed.)
1
2012
A nonparametric method for asymmetrically extending signal extraction filters. Zbl 1225.91052
McElroy, Tucker
1
2011
Signal extraction revision variances as a goodness-of-fit measure. Zbl 1266.62073
McElroy, Tucker; Wildi, Marc
1
2010
A nonlinear algorithm for seasonal adjustment in multiplicative component decompositions. Zbl 1202.62121
McElroy, Tucker S.
1
2010
Spectral domain diagnostics for testing model proximity and disparity in time series data. Zbl 1220.62108
McElroy, Tucker; Holan, Scott
1
2009
Incompatibility of trends in multi-year estimates from the American community survey. Zbl 1185.62199
McElroy, Tucker
1
2009
Large sample theory for statistics of stable moving averages. Zbl 1074.62059
McElroy, Tucker; Politis, Dimitris N.
1
2004
Constrained estimation of causal invertible VARMA. Zbl 1412.62123
Roy, Anindya; Mcelroy, Tucker S.; Linton, Peter
2
2019
The multivariate bullwhip effect. Zbl 1403.90041
Nagaraja, Chaitra H.; McElroy, Tucker
1
2018
The cepstral model for multivariate time series: the vector exponential model. Zbl 1356.62139
Holan, Scott H.; McElroy, Tucker S.; Wu, Guohui
1
2017
On the measurement and treatment of extremes in time series. Zbl 1359.62378
McElroy, Tucker
2
2016
Computation of the autocovariances for time series with multiple long-range persistencies. Zbl 06918271
McElroy, Tucker S.; Holan, Scott H.
1
2016
Tail index estimation with a fixed tuning parameter fraction. Zbl 1383.62154
McElroy, Tucker; Nagaraja, Chaitra H.
1
2016
Signal extraction for non-stationary multivariate time series with illustrations for trend inflation. Zbl 1320.62202
McElroy, Tucker; Trimbur, Thomas
1
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.
5
2014
Asymptotic theory of cepstral random fields. Zbl 1294.62044
McElroy, Tucker S.; Holan, Scott H.
3
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.
6
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.
10
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.
8
2012
On the computation of autocovariances for generalized Gegenbauer processes. Zbl 1253.62062
McElroy, Tucker S.; Holan, Scott H.
5
2012
Bayesian seasonal adjustment of long memory time series. Zbl 1260.91194
Holan, Scott H.; McElroy, Tucker S.
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
Economic time series. Modeling and seasonality. Zbl 1237.91005
Bell, William R. (ed.); Holan, Scott H. (ed.); McElroy, Tucker S. (ed.)
1
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
1
2011
Selection between models through multi-step-ahead forecasting. Zbl 1404.62089
McElroy, Tucker S.; Findley, David F.
5
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.
3
2010
Signal extraction revision variances as a goodness-of-fit measure. Zbl 1266.62073
McElroy, Tucker; Wildi, Marc
1
2010
A nonlinear algorithm for seasonal adjustment in multiplicative component decompositions. Zbl 1202.62121
McElroy, Tucker S.
1
2010
A local spectral approach for assessing time series model misspecification. Zbl 1169.62076
McElroy, Tucker; Holan, Scott
8
2009
A Bayesian approach to estimating the long memory parameter. Zbl 1330.62136
Holan, Scott; McElroy, Tucker; Chakraborty, Sounak
2
2009
Spectral domain diagnostics for testing model proximity and disparity in time series data. Zbl 1220.62108
McElroy, Tucker; Holan, Scott
1
2009
Incompatibility of trends in multi-year estimates from the American community survey. Zbl 1185.62199
McElroy, Tucker
1
2009
Matrix formulas for nonstationary ARIMA signal extraction. Zbl 1284.62585
McElroy, Tucker
7
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
2
2008
Self-normalization for heavy-tailed time series with long memory. Zbl 1145.62073
McElroy, Tucker; Politis, Dimitris
11
2007
Computer-intensive rate estimation, diverging statistics and scanning. Zbl 1209.62050
McElroy, Tucker; Politis, Dimitris N.
9
2007
Moment-based tail index estimation. Zbl 1107.62039
McElroy, Tucker; Politis, Dimitris N.
9
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
4
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.
7
2002
all top 5

Cited by 126 Authors

30 McElroy, Tucker S.
10 Politis, Dimitris Nicolas
5 Holan, Scott H.
4 Jach, Agnieszka E.
3 Kulik, Rafał
3 Paulauskas, Vygantas Ionovič
3 Vaičiulis, Marijus
2 Bai, Shuyang
2 Brockwell, Peter J.
2 Iacone, Fabrizio
2 Nordman, Daniel J.
2 Proietti, Tommaso
2 Taqqu, Murad S.
2 Trimbur, Thomas M.
1 Allen, David E.
1 Argenti, Fabrizio
1 Asai, Manabu
1 Avlogiaris, G.
1 Berenguer-Rico, Vanessa
1 Biard, Romain
1 Bilayi-Biakana, Clémonell
1 Birr, Stefan
1 Brito, Margarida
1 Bunzel, Helle
1 Cavicchioli, Maddalena
1 Chen, Zhanshou
1 Coretto, Pietro
1 Craigmile, Peter F.
1 de Jong, Robert M.
1 de Magistris, Paolo Santucci
1 del Río, Aurora
1 Dickson, Maria Michela
1 Dierckx, Goedele
1 Dombry, Clément
1 Dudek, Anna E.
1 Eichler, Michael
1 Espejo, Rosa M.
1 Findley, David F.
1 Fitzsimmons, Patrick J.
1 Freitas, Ana Cristina Moreira
1 Fuh, Cheng-Der
1 Galicia-Vázquez, Adriana
1 Ghosal, Subhashis
1 Giarré, Laura
1 Giordano, Francesco
1 Gonçalves, Sílvia
1 Gonzalo, Jesús
1 Grassi, Stefano
1 Guerrero, Victor M.
1 Guttorp, Peter
1 Hualde, Javier
1 Hubert, Mia
1 Ilmonen, Pauliina
1 Ivanoff, Gail B.
1 Janicki, Ryan
1 Jia, Mofei
1 Joe, Harry
1 Khraibani, Zaher
1 Kim, Youngmin
1 Kirch, Claudia
1 Kley, Tobias
1 Kokoszka, Piotr S.
1 Krieger, Udo R.
1 Kruijer, Willem
1 Kumar, Sameer
1 Lahiri, Soumendra Nath
1 Lenart, Łukasz
1 Leonenko, Nikolai N.
1 Leschinski, Christian
1 Leybourne, Stephen J.
1 Lindner, Alexander M.
1 Ling, Shiqing
1 Longla, Martial
1 Maravall, Agustin
1 Maravall, Augustin
1 Markovich, Natalia M.
1 McAleer, Michael
1 Mefleh, Aline
1 Meier, Alexander
1 Meyer, Renate
1 Micheas, Athanasios Christou
1 Monsell, Brian
1 Nagaraja, Chaitra H.
1 Ng, Chi Tim
1 Ning, Bo
1 Olenko, Andriy Yakovych
1 Pang, Tianxiao
1 Paparoditis, Efstathios
1 Peiris, M. Shelton
1 Peligrad, Magda
1 Pollock, D. Stephen G.
1 Prakash, Surya
1 Rousseau, Judith
1 Roy, Anindya
1 Ruiz-Medina, María Dolores
1 Ryzhov, Maxim
1 Sakarya, Neslihan
1 Sakhno, Lyudmyla Mykhaĭlivna
1 Sang, Hailin
1 Sang, Yongli
...and 26 more Authors

Citations by Year