| A review of some modern approaches to the problem of trend extraction T Alexandrov, S Bianconcini, EB Dagum, P Maass, TS McElroy Econometric Reviews 31 (6), 593-624, 2012 | 180 | 2012 |
| Method and apparatus for evaluating data and implementing training based on the evaluation of the data DK Shayegan, SM Stahl, TS McElroy, EB Sudderth US Patent 6,795,793, 2004 | 96 | 2004 |
| Matrix formulas for nonstationary ARIMA signal extraction T McElroy Econometric Theory 24 (4), 988-1009, 2008 | 83 | 2008 |
| Expectation Formation Following Large, Unexpected Shocks SR Baker, TS McElroy, XS Sheng Review of Economics and Statistics 102 (2), 287-303, 2020 | 76 | 2020 |
| Exact formulas for the Hodrick‐Prescott filter T McElroy The Econometrics Journal 11 (1), 209-217, 2008 | 74 | 2008 |
| Time Series: A First Course with Bootstrap Starter TS McElroy, DN Politis CRC Press, 2019 | 46* | 2019 |
| Economic Time Series: Modeling and Seasonality WR Bell, SH Holan, TS McElroy CRC Press, 2012 | 45* | 2012 |
| Subsampling inference for the mean of heavy‐tailed long‐memory time series A Jach, T McElroy, DN Politis Journal of Time Series Analysis 33 (1), 96-111, 2012 | 44 | 2012 |
| On the computation of autocovariances for generalized Gegenbauer processes TS McElroy, SH Holan Statistica Sinica, 1661-1687, 2012 | 34 | 2012 |
| Self-normalization for heavy-tailed time series with long memory T McElroy, D Politis Statistica Sinica 17 (1), 199-220, 2007 | 32 | 2007 |
| The multivariate bullwhip effect CH Nagaraja, T McElroy European Journal of Operational Research 267 (1), 96-106, 2018 | 31 | 2018 |
| A to Z of Mathematicians T McElroy Infobase Publishing, 2014 | 30 | 2014 |
| Fixed-b asymptotics for the studentized mean from time series with short, long, or negative memory T McElroy, DN Politis Econometric Theory 28 (2), 471-481, 2012 | 29 | 2012 |
| A Bayesian approach to estimating the long memory parameter S Holan, T McElroy, S Chakraborty Bayesian Analysis 4 (1), 159-190, 2009 | 28* | 2009 |
| Robust inference for the mean in the presence of serial correlation and heavy-tailed distributions T McElroy, DN Politis Econometric Theory 18 (5), 1019-1039, 2002 | 28 | 2002 |
| Multi-step-ahead estimation of time series models T McElroy, M Wildi International Journal of Forecasting 29 (3), 378-394, 2013 | 27 | 2013 |
| Computer-intensive rate estimation, diverging statistics and scanning T McElroy, DN Politis The Annals of Statistics 35 (4), 1827-1848, 2007 | 27 | 2007 |
| An iterated parametric approach to nonstationary signal extraction T McElroy, A Sutcliffe Computational statistics & data analysis 50 (9), 2206-2231, 2006 | 25 | 2006 |
| Moment-based tail index estimation T McElroy, DN Politis Journal of statistical planning and inference 137 (4), 1389-1406, 2007 | 24 | 2007 |
| Modeling of Holiday Effects and Seasonality in Daily Time Series TS McElroy, BC Monsell, RJ Hutchinson Research Report Series, U.S. Census Bureau 1 (Statistics 2018-01), 2018 | 23 | 2018 |
Dimitris N. PolitisUCSDVerified email at ucsd.edu
