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


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


  • 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.


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

top of page