Neville Davies

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

ORCID: 0000-0003-1985-878X

Department of Mathematics, Statistics and Operational Research, Trent Polytechnic

Publications

• A portmanteau test for self-exciting threshold autoregressive-type nonlinearity in time series — Biometrika 1986
• On the Use of the General Partial Autocorrelation Function for Order Determination in ARMA(p, q) Processes — Journal of the American Statistical Association 1984
• Some power studies of a portmanteau test of time series model specification — Biometrika 1979
• Significance levels of the Box-Pierce portmanteau statistic in finite samples — Biometrika 1977
• Maximum autocorrelations for moving average processes — Biometrika 1974