Neville Davies

Statistics

Publications

Citations

1.1K

H-Index

Active since

1974

Affiliations

Nottingham Trent University(Current)

University of Nottingham

Department of Mathematical Sciences

Worcester Polytechnic Institute

University of Plymouth

Neville Davies is an author at Nottingham Trent University specializing in time series analysis, time series forecasting, and time series econometrics.

ORCID

Publications per year

1974–2021

Publications

Significance levels of the Box-Pierce portmanteau statistic in finite samples

Neville Davies, C.M. Triggs, Paul Newbold · Biometrika · 1977 · 155 citations

Education, Biostatistics, Item Response Theory +9

Time Series Models, 2nd Edn.

Neville Davies, Andrew Harvey · Journal of the Royal Statistical Society Series A (Statistics in Society) · 1995 · 141 citations

Computing, Data Science, Econometrics +11

A portmanteau test for self-exciting threshold autoregressive-type nonlinearity in time series

Joseph D. Petruccelli, Neville Davies · Biometrika · 1986 · 126 citations

Computing, Mathematics, Financial Econometrics +14

A Portmanteau Test for Self-Exciting Threshold Autoregressive-Type Nonlinearity in Time Series

Joseph D. Petruccelli, Neville Davies · Biometrika · 1986 · 87 citations

Computing, Mathematics, Financial Econometrics +14

Mathematical skills in the Workplace

Neville Davies · MSOR Connections · 2003 · 85 citations · Full text

Education, Mathematics, Mathematics Education +10

1–5 of 21