bib531.bib

@book{box70, 
author = "Box, G. E. P. and Jenkins, G. M.", 
year = 1970, 
title = "Time Series Analysis:  Forecasting and Control", 
publisher = "Holden--Day",
address = "San Francisco",
edition = "First"
}

@Article{breto14,
 xDoi = {http://dx.doi.org/10.1016/j.spl.2014.04.003},
 Doi = {10.1016/j.spl.2014.04.003},
 Title = {On idiosyncratic stochasticity of financial leverage effects},
 Journal = {Statistics \& Probability Letters},
 Volume = {91},
 Pages = {20--26},
 Year = {2014},
 Author = {Carles Bret\'{o}},
}


@Book{cowpertwait09,
  Title={Introductory time series with {R}},
  Author={Cowpertwait, Paul SP and Metcalfe, Andrew V},
  Year={2009},
  Publisher={Springer Science \& Business Media}
}

@book{faraway02,
  title={Practical regression and {ANOVA} using {R}},
  author={Faraway, Julian James},
  year={2002},
  url={https://cran.r-project.org/doc/contrib/Faraway-PRA.pdf}
}

@misc{gao16,
 year={2016},
 title={{STATS/DATASCI} 531 homework 5 report},
 author={Gao, Xiang}
}

@article{hodrick97,
  author = {Hodrick, Robert J. and Prescott, Edward C.},
  journal = {Journal of Money, Credit and Banking},
  month = {feb},
  number = {1},
  pages = {1--16},
  publisher = {Ohio State University Press},
  title = {Postwar {U.S}. Business Cycles: An Empirical Investigation},
  volume = {29},
  year = {1997},
}

@article{hyndman08,
  title={Automatic time series forecasting: The forecast package for {R}},
  author={Hyndman, Rob J and Khandakar, Yeasmin},
  journal={Journal of Statistical Software},
  volume={27},
  pages={1--22},
  year={2008}
}

@article{ionides13-aoas, 
author = {Ionides, E. L. and Wang, Z. and Tapia Granados, J. A.},
year = 2013, 
title = {Macroeconomic effects on mortality revealed by panel analysis with nonlinear trends},
journal = {Annals of Applied Statistics},
volume = {7}, 
pages = {1362--1385}
}


@Article{ionides15,
 Author = {Ionides, Edward L. and Nguyen, Dao and Atchad\'{e}, Yves and Stoev, Stilian and King, Aaron A.}, 
 Title = {Inference for dynamic and latent variable models via iterated, perturbed {B}ayes maps},
 Year = {2015}, 
 Doi = {10.1073/pnas.1410597112}, 
 xURL = {http://www.pnas.org/content/early/2015/01/07/1410597112.abstract}, 
 Journal = {Proceedings of the National Academy of Sciences of the U.S.A.},
 Volume = {112},
 Number =  {3},
 Pages = {719--724}
}

@article{kastner16,
  title={Dealing with stochastic volatility in time series using the {R} package stochvol},
  author={Kastner, Gregor},
  journal={Journal of Statistical Software},
  doi={10.18637/jss.v069.i05},
  volume={69},
  year={2016}
}

@article{kim98,
  title={Stochastic volatility: Likelihood inference and comparison with {ARCH} models},
  author={Kim, Sangjoon and Shephard, Neil and Chib, Siddhartha},
  journal={The review of economic studies},
  volume={65},
  number={3},
  pages={361--393},
  year={1998},
  publisher={Wiley-Blackwell}
}

@Article{king16,
  author    = {King, Aaron A. and Nguyen, Dao and Ionides, Edward L.},
  title     = {Statistical Inference for Partially Observed {Markov} Processes via the {R} Package pomp},
  doi       = {10.18637/jss.v069.i12},
  number    = {12},
  pages     = {1--43},
  volume    = {69},
  journal   = {Journal of Statistical Software},
  month     = mar,
  year      = {2016},
}

@Article{liu98,
    Author = {Liu, Jun S. and Chen, Rong},
    Title = {Sequential {M}onte {C}arlo methods for dynamic systems},
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    Doi={10.1080/01621459.1998.10473765},
    Volume = {93},
    Pages = {1032--1044}
}

@article{makridakis20,
  title={The {M}4 Competition: 100,000 time series and 61 forecasting methods},
  author={Makridakis, Spyros and Spiliotis, Evangelos and Assimakopoulos, Vassilios},
  journal={International Journal of Forecasting},
  volume={36},
  number={1},
  pages={54--74},
  year={2020},
  publisher={Elsevier}
}

@misc{nasa17,
  title={The Sunspot Cycle},
  year={2017},
  url={https://solarscience.msfc.nasa.gov/SunspotCycle.shtml},
  author={National Aeronautics and Space Administration}
}

@misc{notes531,
 title={Notes for {STATS}/{DATASCI} 531, {M}odeling and {A}nalysis of {T}ime {S}eries {D}ata},
 author={Ionides, Edward},
 year={2022},
 url={https://ionides.github.io/531w22/}
}

@book{newton1687,
  title={Philosophiae Naturalis Principia Mathematica},
  author={Newton, Isaac},
  year={1687},
  xpublisher={Halley, London}
}

@Article{ogburn22,   
     Title = {The Influence of the Business Cycle on Certain Social Conditions},
     Author = {Ogburn, William F. and Thomas, Dorothy S.},
     Journal = {Journal of the American Statistical Association},
     Volume = {18},
     Number = {139},
     Pages = {324--340},
     Year = {1922},
     Publisher = {American Statistical Association},
}

@misc{rehnberg,
 year={2018},
 title={{STATS/DATASCI} 531 homework 3 report},
 author={Rehnberg, Zoe}
}

@book{shumway17,
  title={Time Series Analysis and its Applications: With {R} Examples},
  author={Shumway, Robert H and Stoffer, David S},
  year={2017},
  publisher={Springer},
  edition={4th}
}

@article{sismid,
 title={Simulation-Based Inference for Epidemiological Dynamics},
 journal={Summer Institute in Statistics and Modeling in Infectious Diseases},
 author={King, Aaron A and Ionides, Edward L and Lin, Qianying},
 year={2021},
 url={https://kingaa.github.io/sbied/}
}

@article{tapia14,
author = {Tapia Granados, Jos\'{e} A. and House, James S. and Ionides, Edward L. and Burgard, Sarah and Schoeni, Robert S.}, 
title = {Individual Joblessness, Contextual Unemployment, and Mortality Risk},
volume = {180}, 
number = {3}, 
pages = {280-287}, 
year = {2014}, 
xdoi = {10.1093/aje/kwu128}, 
journal = {American Journal of Epidemiology} 
}

@article{taylor18,
  title={Forecasting at scale},
  author={Taylor, Sean J and Letham, Benjamin},
  journal={The American Statistician},
  volume={72},
  number={1},
  pages={37--45},
  year={2018},
  publisher={Taylor \& Francis}
}

@article{venables21,
  title={An introduction to R (Version 4.1.2)},
  author={Venables, William N and Smith, David M and R Development Core Team},
  year={2021},
  url={https://cran.r-project.org/doc/manuals/r-release/R-intro.pdf}
}

@book{wickham19,
  title={Advanced {R}},
  author={Wickham, Hadley},
  year={2019},
  url={http://adv-r.had.co.nz/},
  publisher={CRC press}
}

@misc{wiki:confidence_interval,
   author = {Wikipedia contributors},
   title = {Confidence interval, Definition},
   year = {2022},
   url = {https://en.wikipedia.org/wiki/Confidence_interval#Definition},
   note = {Accessed 24 January 2022}
 }