A. C. Harvey

10 catalog papers. Identity-linked publications and additional name matches are distinguished below.

ORCID: 0000-0003-3082-0440

Publications

• Filtering With Heavy Tails — Journal of the American Statistical Association 2014
• Multivariate Stochastic Variance Models — The Review of Economic Studies 1994
• Forecasting Hourly Electricity Demand Using Time-Varying Splines — Journal of the American Statistical Association 1993
• Analysis and Generalisation of a Multivariate Exponential Smoothing Model — Management Science 1986
• Estimating Missing Observations in Economic Time Series — Journal of the American Statistical Association 1984
• Econometric Analysis by Control Methods . Gregory C. Chow — Journal of Political Economy 1983
• Testing for deterministic trend and seasonal components in time series models — Biometrika 1983
• A Note on Testing for Gaps in Seasonal Moving Average Models — Journal of the Royal Statistical Society: Series B (Statistical Methodology) 1981
• Maximum likelihood estimation of regression models with autoregressive-moving average disturbances — Biometrika 1979
• A Simple Test for Serial Correlation in Regression Analysis — Journal of the American Statistical Association 1974