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ORCIDTucker McElroy
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Journal Articles
- 2023
[j8]Tucker S. McElroy
, Agnieszka Jach:
Identification of the differencing operator of a non-stationary time series via testing for zeroes in the spectral density. Comput. Stat. Data Anal. 177: 107580 (2023)- [j7]Tucker McElroy, Anindya Roy, Gaurab Hore:
FLIP: A Utility Preserving Privacy Mechanism for Time Series. J. Mach. Learn. Res. 24: 111:1-111:29 (2023) - 2022
- [j6]Tucker S. McElroy:
Frequency Domain Calculation of Seasonal VARMA Autocovariances. J. Comput. Graph. Stat. 31(1): 301-303 (2022) - 2018
- [j5]Chaitra H. Nagaraja, Tucker McElroy:
The multivariate bullwhip effect. Eur. J. Oper. Res. 267(1): 96-106 (2018) - 2016
- [j4]Tucker S. McElroy, Scott H. Holan:
Computation of the autocovariances for time series with multiple long-range persistencies. Comput. Stat. Data Anal. 101: 44-56 (2016) - 2012
- [j3]Tucker McElroy, Agnieszka Jach:
Tail index estimation in the presence of long-memory dynamics. Comput. Stat. Data Anal. 56(2): 266-282 (2012) - 2009
- [j2]Tucker McElroy, Scott H. Holan:
A local spectral approach for assessing time series model misspecification. J. Multivar. Anal. 100(4): 604-621 (2009) - 2006
- [j1]Tucker McElroy, Andrew Sutcliffe:
An iterated parametric approach to nonstationary signal extraction. Comput. Stat. Data Anal. 50(9): 2206-2231 (2006)
Informal and Other Publications
- 2024
- [i2]Gaurab Hore, Tucker McElroy, Anindya Roy:
Achieving Privacy Utility Balance for Multivariate Time Series Data. CoRR abs/2411.17035 (2024) - 2022
- [i1]Tucker McElroy, Anindya Roy, Gaurab Hore:
FLIP: A Utility Preserving Privacy Mechanism for Time Series. CoRR abs/2207.07721 (2022)
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