Items where Author is "Nason, Guy P."

Journal Article

Killick, Rebecca Claire and Knight, Marina and Nason, Guy P. and Eckley, Idris Arthur (2020) The Local Partial Autocorrelation Function and some Applications. Electronic Journal of Statistics, 14 (2). pp. 3268-3314. ISSN 1935-7524

Eckley, Idris Arthur and Nason, Guy P. (2018) A test for the absence of aliasing or white noise in locally stationary wavelet time series. Biometrika, 105 (4). 833–848. ISSN 0006-3444

Knight, Marina and Nason, Guy P. and Nunes, Matthew Alan (2017) A wavelet lifting approach to long-memory estimation. Statistics and Computing, 27 (6). pp. 1453-1471. ISSN 0960-3174

Eckley, Idris and Nason, Guy P. (2014) Spectral correction for locally stationary Shannon wavelet processes. Electronic Journal of Statistics, 8 (1). pp. 184-200. ISSN 1935-7524

Knight, Marina A. and Nunes, Matthew and Nason, Guy P. (2012) Spectral estimation for locally stationary time series with missing observations. Statistics and Computing, 22 (4). pp. 877-895. ISSN 0960-3174

Eckley, Idris A. and Nason, Guy P. (2011) LS2W: implementing the locally stationary 2D wavelet process approach in R. Journal of Statistical Software, 43 (3). pp. 1-23. ISSN 1548-7660

Eckley, Idris A. and Nason, Guy P. and Treloar, Robert L. (2010) Locally stationary wavelet fields with application to the modelling and analysis of image texture. Journal of the Royal Statistical Society: Series C (Applied Statistics), 59 (4). pp. 595-616. ISSN 0035-9254

Nunes, Matthew A. and Nason, Guy P. (2009) A multiscale variance stabilization for binomial sequence proportion estimation. Statistica Sinica, 19 (4). pp. 1491-1510. ISSN 1017-0405

Nunes, Matthew A. and Knight, Marina I. and Nason, Guy P. (2006) Adaptive lifting for nonparametric regression. Statistics and Computing, 16 (2). pp. 143-159. ISSN 0960-3174

Eckley, Idris A. and Nason, Guy P. (2005) Efficient computation of the discrete autocorrelation wavelet inner product matrix. Statistics and Computing, 15 (2). pp. 83-92. ISSN 0960-3174

Contribution in Book/Report/Proceedings

Nunes, Matthew and Knight, Marina and Nason, Guy P. (2015) Modelling and prediction of time series arising on a graph. In: Modeling and Stochastic Learning for Forecasting in High Dimensions :. Lecture Notes in Statistics, 217 (1). Springer International Publishing, New York, pp. 183-192. ISBN 9783319187327

Monograph

Killick, Rebecca and Knight, Marina I. and Nason, Guy P. and Nunes, Matthew A. and Eckley, Idris A. (2023) Automatic Locally Stationary Time Series Forecasting with application to predicting U.K. Gross Value Added Time Series under sudden shocks caused by the COVID pandemic. Other. UNSPECIFIED.

Eckley, Idris and Nason, Guy P. (2011) Alias detection and spectral correction for locally stationary time series. Working Paper. UNSPECIFIED. (Unpublished)

Eckley, Idris A. and Nason, Guy P. and Treloar, Robert L. (2009) Technical appendix to locally stationary wavelet fields with application to the modelling and analysis of image texture. Working Paper. UNSPECIFIED. (Unpublished)