An iterated parametric approach to nonstationary signal extraction. - Tucker McElroy; Andrew Sutcliffe (Comput. Stat. Data Anal., 2006)

A local spectral approach for assessing time series model misspecification. - Tucker McElroy; Scott H. Holan (J. Multivar. Anal., 2009)

Tail index estimation in the presence of long-memory dynamics. - Tucker McElroy; Agnieszka Jach (Comput. Stat. Data Anal., 2012)

Computation of the autocovariances for time series with multiple long-range persistencies. - Tucker S. McElroy; Scott H. Holan (Comput. Stat. Data Anal., 2016)

The multivariate bullwhip effect. - Chaitra H. Nagaraja; Tucker McElroy (Eur. J. Oper. Res., 2018)

Frequency Domain Calculation of Seasonal VARMA Autocovariances. - Tucker S. McElroy (J. Comput. Graph. Stat., 2022)

Identification of the differencing operator of a non-stationary time series via testing for zeroes in the spectral density. - Tucker S. McElroy; Agnieszka Jach (Comput. Stat. Data Anal., 2023)

FLIP: A Utility Preserving Privacy Mechanism for Time Series. - Tucker McElroy; Anindya Roy; Gaurab Hore (J. Mach. Learn. Res., 2023)

Achieving Privacy Utility Balance for Multivariate Time Series Data. - Gaurab Hore; Tucker McElroy; Anindya Roy (CoRR, 2024)