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Guy Nason

Prof Guy Nason

PhD Statistics

Office: 4.2
Department of Mathematics
University Walk, Clifton, Bristol BS8 1TW, U.K.

Telephone: +44 (0)117 331-8411
Extension: 18411
Mail: g.p.nason
http://www.maths.bris.ac.uk/~magpn

Education

BSc Statistics
University of Bath (1988)
Diploma in Mathematical Statistics with Distinction
University of Cambridge (1989)
PhD Statistics
University of Bath (1992)

Honours

  • 2001 Awarded Guy Medal in Bronze, Royal Statistical Society.
  • 2000-2005 EPSRC Advanced Research Fellow
  • 1989 Awarded John Wishart Prize for Applied Statistics, University of Cambridge.


Publications

A test for second-order stationarity and approximate confidence intervals for localized autocovariances for locally stationary time series (2013)
Guy Nason
Journal of the Royal Statistical Society Series B vol: 75 , Pages: 879 - 904
DOI: 10.1111/rssb.12015
URL provided by the author

Multiscale Variance Stabilization via Maximum Likelihood (2014)
Nason, G.P.
Biometrika vol: 101 , Pages: 499 - 504
DOI: 10.1093/biomet/ast072
URL provided by the author

Full list of publications

Research Interests

Multiscale methods in Statistics:
Methods that model and analyze phenomena at multiple scales simultaneously; provide sparse representation for phenomena and are associated with extremely efficient algorithms. Main applications in Statistics are non-parametric regression, time series analysis, survival analysis, image analysis and functions on networks.

Non-Stationary Time Series:
Modelling and analysis of time series whose statistical properties evolve slowly through time; computation and smoothing of evolutionary spectra.

Political Science and Statistics:
Analysis of quantitative political intention data for identification of political trends, party political behaviours, relationship modelling of Members of Parliament, identification of important political issues for party cohesion.


Research Themes


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