G. Tunnicliffe Wilson

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All published works

Action	Title	Year	Authors
+ PDF Chat	Spectral Estimation of the Multivariate Impulse Response	2016	G. Tunnicliffe Wilson
+	Spatial multi-taper spectrum estimation for nuclear reactor modelling	2009	Carl Scarrott G. Tunnicliffe Wilson
+ PDF Chat	Constructing structural VAR models with conditional independence graphs	2008	Les Oxley Marco Reale G. Tunnicliffe Wilson
+	Constructing Structural VAR Models with Conditional Independence Graphs	2008	Les Oxley Marco Reale G. Tunnicliffe Wilson
+	The sampling properties of conditional independence graphs for <i>I</i>(1) structural VAR models	2008	G. Tunnicliffe Wilson Marco Reale
+	Causal diagrams for I(1) structural VAR models	2002	G. Tunnicliffe Wilson Marco Reale
+	Identification of vector AR models with recursive structural errors using conditional independence graphs	2001	Marco Reale G. Tunnicliffe Wilson
+	Parameterization of Continuous Time Autoregressive Models for Irregularly Sampled Time Series Data	1994	John Belcher Joel Hampton G. Tunnicliffe Wilson
+	Analysis of time series	1993	R. W. Payne P. W. Lane P. G. N. Digby S. Harding Peter Leech Graeme Morgan A. Todd Robert E. Thompson G. Tunnicliffe Wilson S. J. Welham
+	Release 3[1] of the Procedure Library	1993	R. W. Payne P. W. Lane P. G. N. Digby S. Harding Peter Leech Graeme Morgan AD Todd Erik W. Thompson G. Tunnicliffe Wilson S. J. Welham
+	Multivariate and cluster analysis	1993	R. W. Payne P. W. Lane P. G. N. Digby S. Harding Peter Leech G W Morgan AD Todd R. Thompson G. Tunnicliffe Wilson S. J. Welham
+	Design and analysis of experiments	1993	R. W. Payne P. W. Lane P. G. N. Digby S A Harding Peter Leech G.W. Morgan A. Todd R. Thompson G. Tunnicliffe Wilson S. J. Welham
+	Genstat™ 5 Release 3 Reference Manual	1993	R. W. Payne P. W. Lane P. G. N. Digby S A Harding Peter Leech Graeme Morgan A. Todd R. Thompson G. Tunnicliffe Wilson S. J. Welham
+	On the Use of Marginal Likelihood in Time Series Model Estimation	1989	G. Tunnicliffe Wilson
+	A UNIFIED APPROACH TO ARMA MODEL IDENTIFICATION AND PRELIMINARY ESTIMATION	1984	Domenico Piccolo G. Tunnicliffe Wilson
+	Mixture Models, Outliers, and the EM Algorithm	1980	Murray Aitkin G. Tunnicliffe Wilson
+	Mixture Models, Outliers, and the EM Algorithm	1980	Murray Aitkin G. Tunnicliffe Wilson
+	Factorization of the Covariance Generating Function of a Pure Moving Average Process	1969	G. Tunnicliffe Wilson

Common Coauthors

Coauthor	Papers Together
Marco Reale	5
P. G. N. Digby	5
Peter Leech	5
Ronald P. White	5
P. W. Lane	5
S. J. Welham	4
R. W. Payne	4
S. Harding	3
R. Thompson	3
Graeme Morgan	3
A. Todd	2
Murray Aitkin	2
Les Oxley	2
S A Harding	2
G W Morgan	2
AD Todd	2
Erik W. Thompson	1
John Belcher	1
A. Todd	1
S. J. Welham	1
R. W. Payne	1
Joel Hampton	1
Robert E. Thompson	1
Carl Scarrott	1
Domenico Piccolo	1

Commonly Cited References

Action	Title	Year	Authors	# of times referenced
+	Identification of vector AR models with recursive structural errors using conditional independence graphs	2001	Marco Reale G. Tunnicliffe Wilson	3
+	Estimation for Partially Nonstationary Multivariate Autoregressive Models	1990	Sung K. Ahn Gregory C. Reinsel	2
+	Maximum Likelihood from Incomplete Data Via the <i>EM</i> Algorithm	1977	A. P. Dempster N. M. Laird Donald B. Rubin	2
+	Finding the Outliers that Matter	1978	David Andrews Daryl Pregibon	2
+	Graphical Models in Applied Multivariate Statistics	1991	Colin Goodall Joe Whittaker	2
+ PDF Chat	Estimating the Dimension of a Model	1978	Gideon Schwarz	2
+ PDF Chat	Chain Graph Models and their Causal Interpretations	2002	Steffen L. Lauritzen Thomas S. Richardson	2
+	Rejection of Outliers	1960	F. J. Anscombe	1
+	A Robust Method for Multiple Linear Regression	1974	David Andrews	1
+	Autoregressive and window estimates of the inverse correlation function	1980	R. J. Bhansali	1
+	<i>Outliers in Statistical Data</i>	1979	V. Barnett T. Lewis Francine Abeles	1
+	Bayesian inference for variance components using only error contrasts	1974	David A. Harville	1
+	Maximum Likelihood Approaches to Variance Component Estimation and to Related Problems	1977	David A. Harville	1
+	A Generalization of Partial Autocorrelations Useful in Identifying ARMA Models	1982	C. A. Glasbey	1
+	A Bayesian approach to some outlier problems	1968	George E. P. Box George C. Tiao	1
+	Maximum likelihood estimation of regression models with autoregressive-moving average disturbances	1979	Andrew Harvey Garry D.A. Phillips	1
+	Multiple Time Series Modeling and Extended Sample Cross-Correlations	1983	George C. Tiao Ruey S. Tsay	1
+	Estimation of the Generalized Prediction Error Variance of a Multiple Time Series	1996	R. Mohanty M. Pourahmadi	1
+	Estimation and hypothesis testing for collections of autoregressive time series	1984	Adelchi Azzalini	1
+	Prolate Spheroidal Wave Functions, Fourier Analysis and Uncertainty - IV: Extensions to Many Dimensions; Generalized Prolate Spheroidal Functions	1964	D. Slepian	1
+	Bayesian Analysis of the Regression Model with Autocorrelated Errors	1964	Arnold Zellner George C. Tiao	1
+	Estimation, Prediction, and Interpolation for ARIMA Models with Missing Data	1986	Robert Kohn Craig F. Ansley	1
+	Bias of the corrected AIC criterion for underfitted regression and time series models	1991	Clifford M. Hurvich Chih‐Ling Tsai	1
+ PDF Chat	Constructing structural VAR models with conditional independence graphs	2008	Les Oxley Marco Reale G. Tunnicliffe Wilson	1
+	Serial correlation in unequally spaced longitudinal data	1990	Richard H. Jones Lynn Ackerson	1
+	A new approach to arma modeling	1978	H. L. Gray Gary D. Kelley D. D. Mc Intire	1
+	The Cholesky Factorization of the Inverse Correlation or Covariance Matrix in Multiple Regression	1982	Douglas M. Hawkins W. J. R. Eplett	1
+	The art of causal conjecture	1996	Glenn Shafer	1
+	Note concerning the Akaike and Hannan estimation procedures for an autoregressive-moving average processA note on the estimation of the parameters of the autoregressive-moving average process	1977	David Cooper R. Thompson	1
+	Robust Estimates of Location: Survey and Advances	2015	David Andrews Frank R. Hampel	1
+ PDF Chat	Forecasting With Bayesian Vector Autoregressions—Five Years of Experience	1986	Robert B. Litterman	1
+	An Efficient Method of Estimating Seemingly Unrelated Regressions and Tests for Aggregation Bias	1962	Arnold Zellner	1
+	Spectrum estimation and harmonic analysis	1982	David J. Thomson	1
+	Estimation of autoregressive parameters from a marginal likelihood function	1972	Hans Levenbach	1
+	On a formula for the distribution of the maximum likelihood estimator	1983	Ole E. Barndorff‐Nielsen	1
+	An algorithm for the exact likelihood of a mixed autoregressive-moving average process	1979	Craig F. Ansley	1
+	Recursive estimation of mixed autoregressive-moving average order	1982	E. J. Hannan J. Rissanen	1
+	Causal diagrams for I(1) structural VAR models	2002	G. Tunnicliffe Wilson Marco Reale	1
+	Algorithm AS 155: The Distribution of a Linear Combination of χ 2 Random Variables	1980	Robert B. Davies	1
+	10.2 Maximum Likelihood from Incomplete Data	2024	A. P. Dempster	1
+	Introduction to Multivariate Statistical Analysis.	1959	William G. Madow T. W. Anderson	1
+	A Simple Predictive Density Function: Comment	1982	Tom Leonard	1
+	Outliers in Statistical Data.	1980	James R. Beniger Vic Barnett Toby Lewis	1
+	Outliers in Factorial Experiments	1978	J. A. John	1
+	Algorithm AS 175: Cramer-Wold Factorization	1982	D. P. Laurie	1
+	Asymptotic Properties of the Wiener–Kolmogorov Predictor. Ii	1977	R. J. Bhansali	1
+	Testing for autocorrelation in linear regression models: a survey	2018	Maxwell L. King	1
+	Outliers in Statistical Data.	1995	N. Balakrishnan V. Barnett T. Lewis	1
+	Asymptotic Properties of the Wiener–Kolmogorov Predictor. I	1974	R. J. Bhansali	1
+	Covariance Selection	1972	A. P. Dempster	1