41 citations · 86 across the 3 of their papers we have counts for
3 papers
math.ST2016★ 35 cited
Partial autocorrelation parameterization for subset autoregression
A. Ian McLeod, Ying Zhang
A new version of the partial autocorrelation plot and a new family of subset autoregressive models are introduced. A comprehensive approach to model identification, estimation and…
math.ST2016★ 41 cited
Improved Pena-Rodriguez Portmanteau Test
Jen-Wen Lin, A. Ian McLeod
Several problems with the diagnostic check suggested by Pena and Rodriguez [2002. A powerful portmanteau test of lack of fit for time series. J. Amer. Statist. Assoc. 97, 601-610.]…
math.ST2016★ 10 cited
Computer Algebra Derivation of the Bias of Burg Estimators
Ying Zhang, A. Ian McLeod
A symbolic method is discussed which can be used to obtain the asymptotic bias and variance to order for estimators in stationary time series. Using this method the bias t…