Graham D.J., McCoy E.J. and Stephens, D.A. (2015) “Approximate Bayesian inference for double robust estimation.” Bayesian Analysis (acceped).
Tzouras, S., McCoy, E. J., \& Anagnostopoulos, C. (2015) “Financial time series modeling using the Hurst exponent,” Physica A: Statistical Mechanics and its Applications, 425, 50-68.
Graham, D.J., McCoy, E.J. and Stephens, D.A. (2014) “Quantifying causal effects of road network capacity expansions on traffic flow and density via a mixed model propensity score estimator.” Journal of the American Statistical Association, 109, 509, 1440-1449.
Martin, J. S., Jasra, A. and McCoy, E. (2014) “Approximate Bayesian Computation for Smoothing.” Stochastic Analysis and Applications, 32(3), 397-420
Graham, D. J., McCoy, E. J. and Stephens, D. A. (2013). “Quantifying the effect of area deprivation on child pedestrian casualties by using longitudinal mixed models to adjust for confounding, interference and spatial dependence.” Journal of the Royal Statistical Society: Series A (Statistics in Society), 176, 4, 931-950.
Martin, J. S., Jasra, A. and McCoy, E. (2013). “Inference for a class of partially observed point process models.” Annals of the Institute of Statistical Mathematics, 65(3), 413-437.
Jasra, A., Singh, S. S., Martin, J. S. and McCoy, E. (2012). “Filtering via approximate Bayesian computation.” Stat. Comput., 22, 1223-1237.
Yang, Z., Walden, A. T. and McCoy, E. J. (2011). “Correntropy: Implications of nonGaussianity for the moment expansion and deconvolution.” Signal Processing, 91(4), 864-876.
Au-Yeung, S. W. M., Harder, U., McCoy, E. J. and Knottenbelt, W. J. (2009). “Predicting patient arrivals to an accident and emergency department.” Emergency Medicine Journal, 26(4), 241-244.
Hancock, J., Watson-Lamprey, J., Abrahamson, N. A., Bommer, J. J., Markatis, A., McCoy, E. J., and Mendis, R. (2006). “An improved method of matching response spectra of recorded earthquake ground motion using wavelets." Journal of Earthquake Engineering, 10(spec01), 67-89.
Olhede, S C., McCoy E. J., and Stephens D. A. "Large sample properties of the periodogram estimator of seasonally persistent processes." Biometrika 91.3 (2004): 613-628
McCoy, E. J., and Stephens, D. A. (2004) "Bayesian time series analysis of periodic behaviour and spectral structure." International Journal of Forecasting 20.4: 713-730.
McCoy, E. J. (1999) "Wavelet regression: a penalty function approach." Proceeding of the 52nd session of the International Statistical Institute.
McCoy, E. J., Walden, A. T., and Percival, D. B.. "Multitaper spectral estimation of power law processes." Signal Processing, IEEE Transactions on 46.3 (1998): 655-668.
Walden, A. T., Percival, D. B., and McCoy, E. J.. "Spectrum estimation by wavelet thresholding of multitaper estimators." Signal Processing, IEEE Transactions on 46.12 (1998): 3153-3165.
McCoy, E. J., and Walden, A. T. "Wavelet analysis and synthesis of stationary long-memory processes." Journal of Computational and Graphical Statistics 5.1 (1996): 26-56.
Walden, A. T., McCoy, E. J., and Percival, D. B. "The effective bandwidth of a multitaper spectral estimator." Biometrika 82.1 (1995): 201-214.
Walden, A. T., McCoy, E.J., and Percival, D B. "The variance of multitaper spectrum estimates for real Gaussian processes." Signal Processing, IEEE Transactions on 42.2 (1994): 479-482.
I had a few font
hassles when I tried to re LaTeX this,
I guess the system LaTeX has been updated since late 1994!)
My PhD centred around the analysis and synthesis of long-memory processes, particularly from a spectral analysis viewpoint. Both the use of the discrete wavelet transform and multitaper spectral estimation proved excellent tools in analyzing such processes, and I further investigated the properties of these methods.
Here it is, missing some boldmaths (unix compressed, beware it's fairly big: about 1.7 MBytes) report.ps.Z
I also have it gzipped (about 1MByte) report.ps.gz