180 citations · 687 across the 34 of their papers we have counts for
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math.ST2014★ 4 cited
Efficiency of change point tests in high dimensional settings
John A. D. Aston, Claudia Kirch
While there is considerable work on change point analysis in univariate time series, more and more data being collected comes from high dimensional multivariate settings. This pape…
math.ST2007★ 4 cited
Modeling macroeconomic time series via heavy tailed distributions
J. A. D. Aston
It has been shown that some macroeconomic time series, especially those where outliers could be present, can be well modelled using heavy tailed distributions for the noise compone…