A. R. Tremayne

发表

Alternative Statistical Approaches to Time Series Modelling for Forecasting Purposes

J. M. Marriott, A. R. Tremayne, A. Tremayne, 1988 .

The wild bootstrap and heteroskedasticity-robust tests for serial correlation in dynamic regression models

L. G. Godfrey, A. R. Tremayne, A. Tremayne, 2005, Comput. Stat. Data Anal..

Exploratory data analysis and model criticism with posterior plots

A. R. Tremayne, J. C. Naylor, J. M. Marriott, 2010, Comput. Stat. Data Anal..

Testing AR(1) Against MA(1) Disturbances in the Linear Regression Model: An Alternative Procedure

Leslie Godfrey, A. R. Tremayne, S. P. Burke, 1990 .

Time Series Models.

Andrew Harvey, A. R. Tremayne, 1983 .

On the posterior odds of time series models

Donald Poskitt, A. R. Tremayne, 1983 .

Checks of model adequacy for univariate time series models and their application to econometric relationships

A. R. Tremayne, A. Tremayne, L. Godfrey, 1998 .

Determining a portfolio of linear time series models

Donald Poskitt, A. R. Tremayne, D. Poskitt, 1987 .

An Approach to Testing Linear Times Series Models

Donald Poskitt, A. R. Tremayne, D. Poskitt, 1981 .

Testing the specification of a fitted autoregressive-moving average model

Donald Poskitt, A. R. Tremayne, D. Poskitt, 1980 .