← All authors Idris A. Eckley Lancaster University (from arXiv:2108.05783, 2021) · ORCID · OpenAlex
50 papers in scope · 50 published · 1 on the econ.EM arXiv · 4,592 citations · h-index 15 (over the papers listed here)
Related authors The 20 authors closest to this one in our weighted citation graph, most related first.
Jaime Vera-Jaramillo Atin Aboutorabi Gaétan de Rassenfosse Luke M. Mosley Alex Gibberd Marie Ternes Laurent Ferrara Alain Hecq Henrique F. Pires Glenn D. Rudebusch Ines Wilms Anna E. C. Simoni Francis X. Diebold Maximilian Göbel Boyuan Zhang Joann Jasiak Marcelo C. Medeiros Francesco Giancaterini Philippe Goulet Coulombe Aryan Manafi Neyazi Proximity is measured over citations between two papers we both hold, weighted by how heavily one leans on the other, and is symmetric — it does not distinguish citing from being cited. Authors without a profile here are skipped, and a genuinely close colleague can be missing simply because their work is not in our arXiv corpus. Method: docs/06-citations-pipeline.md .
Papers (1 of 50)
Efficient Likelihood-Based Temporal Changepoint Detection in Spatio-Temporal Processes
published 2025 · Statistics and Computing · 1 citations
with Gaurav Agarwal, Paul Fearnhead
mixFOCuS: A Communication‐Efficient Online Changepoint Detection Method in Distributed System for Mixed‐Type Data
published 2025 · Journal of Time Series Analysis · 1 citations
with Ziyang Yang, Paul Fearnhead
Automatic locally stationary time series forecasting with application to predicting UK gross value added time series
published 2024 · Journal of the Royal Statistical Society Series C (Applied Statistics) · 4 citations
with Rebecca Killick, Marina I. Knight, Guy P. Nason, Matthew A. Nunes
Detection of Emergent Anomalous Structure in Functional Data
published 2024 · Technometrics · 5 citations
with Edward Austin, Lawrence Bardwell
A communication-efficient, online changepoint detection method for monitoring distributed sensor networks
published 2024 · Statistics and Computing · 7 citations
with Ziyang Yang, Paul Fearnhead
A constant-per-iteration likelihood ratio test for online changepoint detection for exponential family models
published 2024 · Statistics and Computing · 8 citations · first circulated 2023
with Kes Ward, Gaetano Romano, Paul Fearnhead
anomaly : Detection of Anomalous Structure in Time Series Data
published 2024 · Journal of Statistical Software · 5 citations · first circulated 2020
with Alex Fisch, Daniel Grose, Paul Fearnhead, Lawrence Bardwell
A Log-Linear Nonparametric Online Changepoint Detection Algorithm Based on Functional Pruning
published 2023 · IEEE Transactions on Signal Processing · 7 citations
with Gaetano Romano, Paul Fearnhead
Poisson-FOCuS: An Efficient Online Method for Detecting Count Bursts with Application to Gamma Ray Burst Detection. Rejoinder
published 2023 · Journal of the American Statistical Association · 13 citations · first circulated 2022
with Kes Ward, Giuseppe Dilillo, Paul Fearnhead
High-Dimensional Time Series Segmentation via Factor-Adjusted Vector Autoregressive Modeling
published 2023 · Journal of the American Statistical Association · 11 citations · first circulated 2022
with Haeran Cho, Hyeyoung Maeng, Paul Fearnhead
Semiparametric detection of changepoints in location, scale, and copula
published 2023 · Statistical Analysis and Data Mining The ASA Data Science Journal
with Gaurav Agarwal, Paul Fearnhead
published 2022 · Journal of the Royal Statistical Society Series A (Statistics in Society) · 11 citations · first circulated 2021
Online non-parametric changepoint detection with application to monitoring operational performance of network devices
published 2022 · Computational Statistics & Data Analysis · 8 citations
with Edward Austin, Gaetano Romano, Paul Fearnhead
Real time anomaly detection and categorisation
published 2022 · Statistics and Computing · 12 citations · first circulated 2020
with Alexander T. M. Fisch, Lawrence Bardwell
A linear time method for the detection of collective and point anomalies
published 2022 · Statistical Analysis and Data Mining The ASA Data Science Journal · 21 citations
with Alexander T. M. Fisch, Paul Fearnhead
Scalable change-point and anomaly detection in cross-correlated data with an application to condition monitoring
published 2022 · The Annals of Applied Statistics · 12 citations · first circulated 2020
with Martin Tveten, Paul Fearnhead
Collective Anomaly Detection in High-Dimensional Var Models
published 2022 · Statistica Sinica · 4 citations · first circulated 2021
with Hyeyoung Maeng, Paul Fearnhead
Consistency of a range of penalised cost approaches for detecting multiple changepoints
published 2022 · Electronic Journal of Statistics · 5 citations · first circulated 2019
with Chao Zheng, Paul Fearnhead
Innovative and Additive Outlier Robust Kalman Filtering With a Robust Particle Filter
published 2021 · IEEE Transactions on Signal Processing · 31 citations · first circulated 2020
with Alexander T. M. Fisch, Paul Fearnhead, P. Fearnhead
Subset Multivariate Collective and Point Anomaly Detection
published 2021 · Journal of Computational and Graphical Statistics · 13 citations · first circulated 2019
with Alexander T. M. Fisch, Paul Fearnhead
A Computationally Efficient, High-Dimensional Multiple Changepoint Procedure with Application to Global Terrorism Incidence
published 2021 · Journal of the Royal Statistical Society Series A (Statistics in Society) · 8 citations · first circulated 2020
with S. O. Tickle, Paul Fearnhead
A wavelet-based approach for imputation in nonstationary multivariate time series
published 2021 · Statistics and Computing · 18 citations
with Rebecca Wilson, Matthew A. Nunes, Timothy Park
A novel change-point approach for the detection of gas emission sources using remotely contained concentration data
published 2020 · The Annals of Applied Statistics
with Claudia Kirch, Silke Weber, Silke Anna Theresa Weber
BayesProject: Fast computation of a projection direction for multivariate changepoint detection
published 2020 · Statistics and Computing · 9 citations
with Georg Hahn, Paul Fearnhead
The local partial autocorrelation function and some applications
published 2020 · Electronic Journal of Statistics · 2 citations
with Rebecca Killick, Marina I. Knight, Guy P. Nason
Parallelization of a Common Changepoint Detection Method
published 2019 · Journal of Computational and Graphical Statistics · 18 citations · first circulated 2018
with S. O. Tickle, Paul Fearnhead, Kaylea Haynes
A nonparametric approach to detecting changes in variance in locally stationary time series
published 2019 · Environmetrics · 13 citations
with Jamie-Leigh Chapman, Rebecca Killick
Dynamic detection of anomalous regions within distributed acoustic sensing data streams using locally stationary wavelet time series
published 2019 · Data Mining and Knowledge Discovery · 5 citations · first circulated 2018
with Rebecca Wilson, Matthew A. Nunes, Timothy Park
Multivariate Locally Stationary Wavelet Analysis with the mvLSW R Package
published 2019 · Journal of Statistical Software · 5 citations · first circulated 2018
with Simon Taylor, Timothy Park
A test for the absence of aliasing or local white noise in locally stationary wavelet time series
published 2018 · Biometrika · 3 citations
with Guy P. Nason
Minimum spectral connectivity projection pursuit
published 2018 · Statistics and Computing · 4 citations · first circulated 2015
Dynamic classification using multivariate locally stationary wavelet processes
published 2018 · Signal Processing · 10 citations
with Timothy Park, Hernando Ombao
Most Recent Changepoint Detection in Panel Data
published 2018 · Technometrics · 36 citations · first circulated 2016
with Lawrence Bardwell, Paul Fearnhead, Simon C. Smith, Martin Spott
Dynamic stochastic block models: parameter estimation and detection of changes in community structure
published 2017 · Statistics and Computing · 20 citations
with Matthew Ludkin, Peter Neal
A computationally efficient nonparametric approach for changepoint detection
published 2016 · Statistics and Computing · 146 citations
with Kaylea Haynes, Paul Fearnhead
Multivariate locally stationary 2D wavelet processes with application to colour texture analysis
published 2016 · Statistics and Computing · 4 citations
with Sarah L. Taylor, Matthew A. Nunes
Computationally Efficient Changepoint Detection for a Range of Penalties
published 2015 · Journal of Computational and Graphical Statistics · 117 citations
with Kaylea Haynes, Paul Fearnhead
Estimating the population local wavelet spectrum with application to non‐stationary functional magnetic resonance imaging time series
published 2015 · Statistics in Medicine · 7 citations
with Aimee Gott, John A. D. Aston
Divisive clustering of high dimensional data streams
published 2015 · Statistics and Computing · 4 citations
Estimating Time-Evolving Partial Coherence Between Signals via Multivariate Locally Stationary Wavelet Processes
published 2014 · IEEE Transactions on Signal Processing · 64 citations
with Timothy Park, Hernando Ombao
The Uncertainty of Storm Season Changes: Quantifying the Uncertainty of Autocovariance Changepoints
published 2014 · Technometrics · 16 citations
with Christopher F. H. Nam, John A. D. Aston, Rebecca Killick
Classification of non‐stationary time series
published 2014 · Stat · 9 citations
with Karolina Krzemieniewska, Paul Fearnhead
changepoint : An R Package for Changepoint Analysis
published 2014 · Journal of Statistical Software · 1266 citations
with Rebecca Killick
Spectral correction for locally stationary Shannon wavelet processes
published 2014 · Electronic Journal of Statistics · 4 citations
with Guy P. Nason
A Test of Stationarity for Textured Images
published 2013 · Technometrics · 14 citations
with Sarah Taylor, Matthew A. Nunes
A wavelet-based approach for detecting changes in second order structure within nonstationary time series
published 2013 · Electronic Journal of Statistics · 39 citations
with Rebecca Killick, Philip Jonathan
A Note on the Effect of Wavelet Choice on the Estimation of the Evolutionary Wavelet Spectrum
published 2012 · Communications in Statistics - Simulation and Computation · 8 citations
with Aimee Gott
Optimal Detection of Changepoints With a Linear Computational Cost
published 2012 · Journal of the American Statistical Association · 2524 citations
with Rebecca Killick, Paul Fearnhead
LS2W : Implementing the Locally Stationary 2D Wavelet Process Approach in R
published 2011 · Journal of Statistical Software · 15 citations
with Guy P. Nason
Efficient computation of the discrete autocorrelation wavelet inner product matrix
published 2005 · Statistics and Computing · 25 citations · first circulated 2001
with Guy P. Nason
Assembled from arXiv and OpenAlex. Duplicate records for the same paper are merged, and the published version is shown where we could identify one. Corrections welcome.
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