D. S. G. Pollock

According to our database, D. S. G. Pollock authored at least 9 papers between 2003 and 2014.

Collaborative distances:

• Dijkstra number of four.
• Erdős number of four.

2014

CFEnetwork: The Annals of Computational and Financial Econometrics: 2nd Issue.

Erricos John Kontoghiorghes, Herman K. van Dijk, David A. Belsley, Tim Bollerslev, Francis X. Diebold, Jean-Marie Dufour, Robert F. Engle, Andrew Harvey, Siem Jan Koopman, Hashem Pesaran, Peter C. B. Phillips, Richard J. Smith, Mike West, Qiwei Yao, Alessandra Amendola, Monica Billio, Cathy W. S. Chen, Carl Chiarella, Ana Colubi, Manfred Deistler, Christian Francq, Marc Hallin, Eric Jacquier, Kenneth Judd, Gary Koop, Helmut Lütkepohl, James G. MacKinnon, Stefan Mittnik, Yasuhiro Omori, D. S. G. Pollock, Tommaso Proietti, Jeroen V. K. Rombouts, Olivier Scaillet, Willi Semmler, Mike K. P. So, Mark F. J. Steel, Robert Taylor, Elias Tzavalis, Jean-Michel Zakoian, H. Peter Boswijk, Alessandra Luati, John M. Maheu

Comput. Stat. Data Anal., 2014

2013

On Kronecker products, tensor products and matrix differential calculus.

D. S. G. Pollock

Int. J. Comput. Math., 2013

The third special issue on Statistical Signal Extraction and Filtering.

D. Stephen G. Pollock, Tommaso Proietti, Esther Ruiz, Howard L. Weinert

Comput. Stat. Data Anal., 2013

2012

The Annals of Computational and Financial Econometrics, first issue.

David A. Belsley, Erricos John Kontoghiorghes, Herman K. van Dijk, Luc Bauwens, Siem Jan Koopman, Michael McAleer, Alessandra Amendola, Monica Billio, Christophe Croux, Cathy W. S. Chen, Russell Davidson, Pierre Duchesne, Paolo Foschi, Christian Francq, Ana-María Fuertes, Gary Koop, Lynda Khalaf, Marc S. Paolella, D. S. G. Pollock, Esther Ruiz, Richard Paap, Tommaso Proietti, Peter Winker, Philip L. H. Yu, Jean-Michel Zakoian, Achim Zeileis

Comput. Stat. Data Anal., 2012

2007

2nd Special Issue on Statistical Signal Extraction and Filtering.

D. S. G. Pollock, Tommaso Proietti

Comput. Stat. Data Anal., 2007

2006

Econometric methods of signal extraction.

D. S. G. Pollock

Comput. Stat. Data Anal., 2006

Introduction to the special issue on statistical signal extraction and filtering.

D. S. G. Pollock

Comput. Stat. Data Anal., 2006

2003

Recursive estimation in econometrics.

D. S. G. Pollock

Comput. Stat. Data Anal., 2003

Improved frequency selective filters.

D. S. G. Pollock

Comput. Stat. Data Anal., 2003