LuSTruM: Locally Stationary Time Series and Multiscale Methods for Statistics

Nason, Guy P (Principal Investigator)

Status	Finished
Effective start/end date	1/04/13 → 31/03/18

Research Groups and Themes

Anaesthesia Pain and Critical Care

14 Article (Academic Journal)
1 Comment/debate (Academic Journal)

Practical powerful wavelet packet tests for second-order stationarity
Cardinali, A. & Nason, G. P., May 2018, In: Applied and Computational Harmonic Analysis. 44, 3, p. 558-583 26 p.
Research output: Contribution to journal › Article (Academic Journal) › peer-review

Open Access
File
13 Citations (Scopus)

660 Downloads (Pure)
Tracking and modelling prices using web-scraped price microdata: towards automated daily consumer price index forecasting
Powell, B., Nason, G., Elliott, D., Mayhew, M., Davies, J. & Winton, J., 1 Jun 2018, In: Journal of the Royal Statistical Society: Series A. 181, 3, p. 737-756 20 p.
Research output: Contribution to journal › Article (Academic Journal) › peer-review

Open Access
File
7 Citations (Scopus)

412 Downloads (Pure)
A wavelet lifting approach to long-memory estimation
Knight, M. I., Nason, G. P. & Nunes, M. A., Nov 2017, In: Statistics and Computing. 27, 6, p. 1453-1471 19 p.
Research output: Contribution to journal › Article (Academic Journal) › peer-review

Open Access
File
18 Citations (Scopus)

388 Downloads (Pure)

1 Fellowship awarded competitively

EPSRC Fellowship - Locally Stationary Time Series and Multiscale Methods for Statistics (LuSTruM).
Nason, G. P. (Recipient)
1 Apr 2013 → 1 Apr 2018
Activity: Other activity types › Fellowship awarded competitively