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Publications by Anthony C. Atkinson

Discussion of ‘Asymptotic Theory of Outlier Detection Algorithms for Linear Time Series Regression Models’ by Johansen and Nielsen

Scandinavian Journal of Statistics

English

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Outlier Detection in Linear Regression

English

A General Asymptotic Theory for Time Series Models

SSRN Electronic Journal

English

Comparative Study of Outlier Detection Algorithms

International Journal of Computer Applications

English

Estimation for Vector Linear Time Series Models

Bulletin of the Australian Mathematical Society

English

Functional-Coefficient Regression Models for Nonlinear Time Series

Journal of the American Statistical Association

English

Inference Problems for Vector Linear Time Series Models

Bulletin of the Australian Mathematical Society

English

Morphological-Rank-Linear Models for Financial Time Series Forecasting

English

Specification of Dynamic Time Series Model With Volatile-Outlier Input Series

American Journal of Applied Sciences

Multidisciplinary

English

Discussion of “Threshold Models in Time Series Analysis — 30 Years On” by H. Tong

Statistics and its Interface

Applied Mathematics

English