UC Research Profile - University of Canterbury - New Zealand

Associate Professor Marco Reale

Contact

Department: Mathematics and Statistics

Email: marco.reale@canterbury.ac.nz

Direct Dial: +64 3 3692463

Office: Jack Erskine 722

Languages: English, Italian

Research / Creative works

Fields of Research

Time series analysis
Statistical learning
Stochastic optimization
Econometrics

Researcher Summary

Research interests include the use of graph theory and statistics, in particular time series analysis, both in theory and applications.

Subject Area: Disciplines

Economics: Econometrics
Statistics: Applied Statistics ; Statistics

Resources

Staff webpage

Research/Scholarly/Creative Works

Authored Books

Tunnicliffe Wilson G., Reale M. and Haywood J. (2015) Models for Dependent Time Series. Boca Raton: Chapman & Hall/CRC. 340.

Journal Articles

Price C., Reale M. and Robertson B. (2021) OSCARS-II: an algorithm for bound constrained global optimization. Journal of Global Optimization 79: 39-57. http://dx.doi.org/10.1007/s10898-020-00928-6.

Robertson BL., Reale M., Price CJ. and Brown JA. (2021) Quasi-random ranked set sampling. Statistics and Probability Letters 171 http://dx.doi.org/10.1016/j.spl.2020.109029.

De Tommasi C., Richardson E., Reale M. and Jordan J. (2020) Evaluation of a novel application of a mindfulness phone application for patients with brain tumours: a feasibility study. Journal of Neuro-Oncology 149(3): 489-498. http://dx.doi.org/10.1007/s11060-020-03638-x.

Wickramarachchi DC., Robertson BL., Reale M., Price CJ. and Brown JA. (2019) A reflected feature space for CART. Australian and New Zealand Journal of Statistics 61(3): 380-391. http://dx.doi.org/10.1111/anzs.12275.

Tomasetto F., Cianciullo S., Reale M., Attorre F., Olaniyan O. and Goldson SL. (2018) Breakdown in classical biological control of Argentine stem weevil: a matter of time. BioControl 63(4): 521-531. http://dx.doi.org/10.1007/s10526-018-9878-4.

Tomasetto F., Tylianakis JM., Reale M., Wratten S. and Goldson SL. (2017) Intensified agriculture favors evolved resistance to biological control. Proceedings of the National Academy of Sciences of the United States 114(15): 3885-3890. http://dx.doi.org/10.1073/pnas.1618416114.

Price CJ., Reale M. and Robertson BL. (2016) Stochastic filter methods for generally constrained global optimization. Journal of Global Optimization 65(3): 441-456. http://dx.doi.org/10.1007/s10898-015-0388-y.

Rea W., Price C., Oxley L., Reale M. and Brown J. (2016) A new procedure to test for fractional integration. Open Journal of Statistics 6(4): 651-666. http://dx.doi.org/10.4236/ojs.2016.64055.

Wickramarachchia DC., Robertson BL., Reale M., Price CJ. and Brown J. (2016) HHCART: An oblique decision tree. Computational Statistics & Data Analysis 96: 12-23. http://dx.doi.org/10.1016/j.csda.2015.11.006.

Price CJ., Reale M. and Robertson BL. (2014) One side cut accelerated random search. Optimization Letters 8(3): 1137-1148. http://dx.doi.org/10.1007/s11590-013-0631-8.

Rea A., Rea W., Marco Reale M. and Scarrott C. (2014) A Comparison of Spillover Effects before, during and after the 2008 Financial Crisis. Applied Mathematics 5(4): 601-614. http://dx.doi.org/10.4236/am.2014.54057.

Rea W., Oxley L., Reale M. and Brown J. (2013) Not all estimators are born equal: The empirical properties of some estimators of long memory. Mathematics and Computers in Simulation 93: 29-42. http://dx.doi.org/10.1016/j.matcom.2012.08.005.

Robertson BL., Price CJ. and Reale M. (2013) A CartOpt method for bound-constrained global optimization. ANZIAM Journal 55(2): 109-128. http://dx.doi.org/10.1017/S1446181113000412.

Robertson BL., Price CJ. and Reale M. (2013) CARTopt: a random search method for nonsmooth unconstrained optimization. Computational Optimization and Applications 56(2): 291-315. http://dx.doi.org/10.1007/s10589-013-9560-9.

Luati A., Proietti T. and Reale M. (2012) The variance profile. Journal of the American Statistical Association 107(498): 607-621. http://dx.doi.org/10.1080/01621459.2012.682832.

Price CJ., Reale M. and Robertson BL. (2012) A cover partitioning method for bound constrained global optimization. Optimization Methods and Software 27(6): 1059-1072. http://dx.doi.org/10.1080/10556788.2011.557726.

Carretta A., Farina V., Graziano EA. and Reale M. (2011) Does Investor Attention Influence Stock Market Activity? The Case of Spin-Off Deals. SSRN Electronic Journal http://dx.doi.org/10.2139/ssrn.1930861.

Lee DS., Zahari M., Russell G., Darlow BA., Scarrott CJ. and Reale M. (2011) An Exploratory Investigation of Some Statistical Summaries of Oximeter Oxygen Saturation Data from Preterm Babies. IRSN Pediatrics 2011 Article ID 296418 http://dx.doi.org/10.5402/2011/296418.

MacDonald A., Scarrott CJ., Lee D., Darlow B., Reale M. and Russell G. (2011) A Flexible Extreme Value Mixture Model. Computational Statistics and Data Analysis 55(6): 2137-2157. http://dx.doi.org/10.1016/j.csda.2011.01.005.

Rea W., Reale M. and Brown J. (2011) Long Memory in Temperature Reconstructions. Climatic Change 107(3-4): 247-265. http://dx.doi.org/10.1007/s10584-011-0068-y.

Rea W., Reale M., Brown J. and Oxley L. (2011) Long Memory or Shifting Means in Geophysical Time Series? Mathematics and Computers in Simulation 81(7): 1441-1453. http://dx.doi.org/10.1016/j.matcom.2010.06.007.

Robertson BL., Price CJ. and Reale M. (2011) A Hooke and Jeeves - CARTopt hybrid method for nonsmooth optimization. Advanced Modeling and Optimization 13(3): 381-401.

Rea WS., Reale M., Cappelli C. and Brown JA. (2010) Identification of Changes in Mean with Regression Trees: An Application to Market Research. Econometric Reviews 29(5-6): 754-777. http://dx.doi.org/10.1080/07474938.2010.482001.

Zhao X., Scarrott C., Oxley L. and Reale M. (2010) Extreme value modelling for forecasting market crisis impacts. Applied Financial Economics 20(1-2): 63-72. http://dx.doi.org/10.1080/09603100903262947.

Zhao X., Scarrott CJ., Oxley L. and Reale M. (2010) GARCH dependence in extreme value models with Bayesian inference. Mathematics and Computers in Simulation 81(7): 1430-1440. http://dx.doi.org/10.1016/j.matcom.2010.08.002.

Lindstrom H., Reale M. and Grekin M. (2009) Using non-destructive testing to assess modulus of elasticity of Pinus Sylvestris trees. Scandinavian Journal of Forest Research 24(3): 247-257.

Oxley L., Reale M. and Tunnicliffe Wilson G. (2009) Constructing structural VAR models with conditional independence graphs. Mathematics and Computers in Simulation 79(9): 2910-2916.

Price CJ., Robertson BL. and Reale M. (2009) A hybrid Hooke and Jeeves - Direct method for non-smooth optimization. Advanced Modeling and Optimization 11(1): 43-61.

Cappelli C., Penny RN., Rea WS. and Reale M. (2008) Detecting multiple mean breaks at unknown points in official time series. Mathematics and Computers in Simulation 78(2-3): 351-356. http://dx.doi.org/10.1016/j.matcom.2008.01.041.

Price CJ., Reale M. and Robertson BL. (2008) A direct search method for smooth and nonsmooth unconstrained optimization. ANZIAM Journal 48: C927-C948.

Tunnicliffe Wilson G. and Reale M. (2008) The sampling properties of conditional independence graphs for I(1) structural VAR models. Journal of Time Series Analysis 29(5): 802-810. http://dx.doi.org/10.1111/j.1467-9892.2008.00583.x.

Edlund J., Lindstrom H., Nilsson F. and Reale M. (2006) Modulus of elasticity of Norway spruce saw logs vs. structural lumber grade. Holz als Roh-und Werkstoff 64(4): 273-279. http://dx.doi.org/10.1007/s00107-005-0091-7.

Lindstrom H., Evans R. and Reale M. (2005) Implications of selecting tree clones with high modulus of elasticity. New Zealand Journal of Forestry Science 35(1): 50-71.

Penny RN. and Reale M. (2004) Using graphical modelling in official statistics. Quaderni di Statistica 6(1): 31-48.

Reale M. and Tunnicliffe Wilson G. (2002) The sampling properties of conditional independence graphs for structural vector autoregressions. Biometrika 89(2): 457-461.

Reale M. and Tunnicliffe Wilson G. (2001) Identification of vector AR models with recursive structural errors using conditional independence graphs. Statistical Methods and Applications 10(1-3): 49-65.

Tunnicliffe Wilson G., Reale M. and Morton AS. (2001) Developments in multivariate time series modeling. Estadística 53(160/161): 353-395.

Jakeman RR., Chiocchio S., Lazzaretti M. and Reale M. (1991) Structural evaluation of the NET/ITER outboard blanket box. Fusion Engineering and Design 17(C): 257-263. http://dx.doi.org/10.1016/0920-3796(91)90067-Z.

Chapters

(2020) Macroeconomic Forecasting in the Era of Big Data. Springer International Publishing. http://dx.doi.org/10.1007/978-3-030-31150-6.

Chan F. and Reale M. (2020) Frequency Domain. Advanced Studies in Theoretical and Applied Econometrics: 655-687. http://dx.doi.org/10.1007/978-3-030-31150-6_20.

Carretta A., Farina V., Graziano EA. and Reale M. (2013) Does investor attention influence stock market activity? The case of spin-off deals. In Carretta A; Mattarocci G (Ed.), Asset Pricing, Real Estate and Public Finance over the Crisis: 7-24. Basingstoke: Palgrave Macmillan. http://dx.doi.org/10.1057/9781137293770.0010.

Reale M. (2007) Time Series Analysis. In Salkind NJ (Ed.), Encyclopedia of Measurement and Statistics: 1005-1009. Thousand Oaks: Sage Publications.

Cappelli C. and Reale M. (2004) Using trees to investigate structural breaks. In Statistica SID (Ed.), Atti della XLII Riunione Scientifica della Società Italiana di Statistica (Proceedings of the XLII Scientific Meeting of the Italian Society of Statistics): 139-142. Padua: CLEUP.

Oxley L., Reale M. and Tunnicliffe Wilson G. (2004) Finding directed acyclic graphs for vector autoregressions. In Antoch J (Ed.), Proceedings in Computational Statistics 2004: 1621-1628. Heidelberg: Physica-Verlag.

Reale M. and Rossi E. (1998) Il ruolo delle banche e della loro gestione di liquidita nella transmissione della politica monetaria. In Rossi E (Ed.), I Mercati Monetari e Finanziari in Italia fra Internazionalizzazione e Controllo: 265-300. Milan: Giuffre.

Reale M. and Tirelli M. (1998) Un modello econometrico mensile del settore finanziario Italiano. In Rossi E (Ed.), I Mercati Monetari e Finanziari in Italia fra Internazionalizzazione e Controllo: 89-264. Milan: Giuffre.

Conference Contributions - Other

Robertson BL., Price C. and Reale M. (2017) Random search global optimization using random forests. Auckland, New Zealand: 2017 IASC-ARS/NZSA Conference, 10-14 Dec 2017.

Robertson BL., Price C. and Reale M. (2017) Stochastic global optimization using random forests. Hobart, Tasmania, Australia: The 22nd International Congress on Modelling and Simulation (MODSIM2017), 3-8 Dec 2017.

Price CJ., Robertson BL. and Reale M. (2016) Stochastic filter methods for global optimization. Canberra, Australia: AUSTMS 2016. The 60th annual meeting of the Australian Mathematical Society, 4-8 Dec 2016.

Reale M., Ellis R., Shaodan L. and Price C. (2016) Edge deletion tests in graphical models for multivariate time series. Canberra: Australian Statistical Conference, 5-9 Dec 2016.

Robertson BL., Price CJ. and Reale M. (2016) Connections between local non-smooth optimization and global optimization. University of Canterbury: Optimization and Statistics in Data Science, 22-22 Nov 2016.

Brown JA., Robertson B., Price CJ., Reale M., Jaksons P. and McDonald T. (2013) Spreading your effort: a balanced sample design for n-dimensions. Mandurah, Perth, Australia: The International Biometric Society, Australasian Region Conference, 1-5 Dec 2013.

Rea A., Rea W., Reale M., Scarrott C. and Storti G. (2010) Graphical models of multivariate volatility. Auckland, New Zealand: New Zealand Finance Colloqium, 11-12 Feb 2010.

Brown JA., Rea WS. and Reale M. (2009) Improving an algorithm for break points detection based on regression trees. Limassol, Cyprus: 3rd International Conference on Computational and Financial Econometrics (CFE09), 29-31 Oct 2009.

Zahari M., Lee D., Russell G., Darlow B., Scarrott C. and Reale M. (2009) Identifying unstable preterm infants using measures of oxygen saturation in different behavioural states. Taupo, New Zealand: International Biometric Society Australasian Region Conference 2009: Biometrics on the Lake, 29 Nov-3 Dec 2009.

Rea AM., Reale M. and Scarrott CJ. (2008) Graphical models of multivariate volatility. Neuchatel, Switzerland: 2nd International Workshop on Computational and Financial Econometrics (CFE08), 19-21 Jun 2008.

Reale M., Rea W., Oxley L. and Price C. (2008) A test for H self-similarity. Neuchatel, Switzerland: 2nd International Workshop in Computational and Financial Econometrics (CFE08), 19-21 Jun 2008.

Zheng G., Chacko E., Penny R. and Reale M. (2008) Empirical Study of Break Point Detection on Seasonal Change in External Migration Series. Wellington, New Zealand: 2008 Econometric Society Australasian Meeting (ESAM08), 9-11 Jul 2008.

Rea B., Mendes E., Oxley L. and Reale M. (2007) Detection of spurious and real breaks in realized volatility: An empirical study of the DIJA. Brisbane, Australia: Workshop on Non-Linear and Complex Systems Analysis, 27-28 Sep 2007.

Rea B., Reale M. and Brown JA. (2006) Do long memory time series have amnesia? Dunedin, New Zealand: New Zealand Econometrics Study Group 16th Meeting, 4-5 Aug 2006.

Reale M. (2006) Regression trees for structural breaks identification. Universidade Federal do Paraná, Curitiba, Brazil: 1st Workshop on Statistical Methods Applied to Finance, 27-28 Nov 2006.

Cappelli C. and Reale M. (2005) Atheoretical Regression Trees for detecting breaks in lake mean water levels: An application to Lake Michigan-Huron data. Olbia, Italy: Frontiers in Time Series Analysis, 29 May 2005.

Cappelli C. and Reale M. (2005) Detecting multiple structural breaks in the mean via atheoretical regression trees. Christchurch, New Zealand: 14th Meeting of the New Zealand Econometric Study Group, 11 Mar 2005.

Lindstrom H., Reale M., Riekkinen M. and Raberg U. (2005) Modulus of elasticity in Scots pine timber trees. Taipa Bay, New Zealand: IUFRO 5th Workshop on Connection Between Silviculture and Wood Quality: Modelling Approaches and Simulation Software, 6 Nov 2005.

Cappelli C. and Reale M. (2004) Using Trees to Investigate Structural Breaks. Bari, Italy: XLII Riunione Scientifica della Società Italiana di Statistica, 9 Jun 2004.

Lindstrom H., Reale M. and Riekkinen M. (2004) Modulus of elasticity variation of Scots pine timber trees in central Sweden. Quantifying and forecasting quality from forest to end product. Edinburgh, UK: The Forestry Woodchain Conference, 28 Sep 2004.

Oxley L., Reale M. and Tunnicliffe-Wilson G. (2004) Finding acyclic graphs for vector autoregressions. Prague, Czech Republic: Proceedings in Computational Statistics, COMPSTAT 2004, 1 Aug 2004.

Penny RN. and Reale M. (2003) Preliminary Estimation of QGDP: A Causal Inference Approach. Sydney, Australia: Econometric Society Australasian Meeting, 9 Jul 2003.

Reale M. (2003) Causal diagrams for I (1) structural VAR models. Chicago, IL USA: NBER/NSF Time Series Conference in honor of George Tiao's retirement, 19 Sep 2003.

(2002) A causal diagram for an interest rate transmission mechanism in New Zealand. Brisbane, Australia: Econometric Society Australasian Meeting, 1 Jan 2002.

Chacko E., Reale M. and Tunnicliffe-Wilson G. (2002) A causal investigation of pollution in Christchurch using graphical modelling. Dunedin, New Zealand: Statistics in Ecology and Environmental Science, 9 Dec 2002.

Oxley L. and Reale M. (2002) A causal diagram for an interest rate transmission mechanism in New Zealand. Dunedin, New Zealand: 10th Meeting of the New Zealand Econometric Study Group, 16 Aug 2002.

Weeraprajak., Chacko. and Reale. (2002) A comparative study on forecasting New Zealand stock prices using Bayesian dynamic linear model and neural networks. Dunedin, New Zealand: 10th Meeting of the New Zealand Econometric Study Group, 16 Aug 2002.

Reale M. and Tunnicliffe Wilson G. (2001) Causal investigation of time series using graphical modelling. Costa Mesa, USA: 33rd Symposium on the iInterface of Computer Science and Statistics, 13 Jun 2001.

Reale M. and Tunnicliffe Wilson G. (2001) Identification of vector AR models with recursive structural errors using conditional independence graphs. Louvain-la-Neuve, Belgium: EC^2 Conference on Causality and Exogeneity in Econometrics, 13 Dec 2001.

Reale M. and Tunnicliffe Wilson G. (2000) Conditional Independence models for multivariate time series. Christchurch, New Zealand: 51st New Zealand Statistical Association Conference, 1 Sep 2000.

Reale M. and Tunnicliffe Wilson G. (2000) The sampling properties of conditional independence graphs for structura vector autoregressions. Wellington, New Zealand: 6th Meeting of the New Zealand Econometric Study Group, 3 Mar 2000.

Conference Contributions - Published

Cappelli C., Penny RN. and Reale M. (2020) Detecting multiple mean breaks at unknown points with atheoretical regression trees. In MODSIM 2005 - International Congress on Modelling and Simulation: Advances and Applications for Management and Decision Making, Proceedings: 974-978.

Reale M., Price CJ., Lin S. and Ellis R. (2019) Edge Deletion Tests in Graphical Models for Multivariate Time Series. In JSM Proceedings, Statistical Computing Section. Alexandria, VA: American Statistical Association. 1569-1574.

Robertson BL., Price C. and Reale M. (2017) Stochastic global optimization using random forests. In Proceedings of MODSIM 2017: 784-789.

Robertson BL., Price CJ., Reale M. and Brown JA. (2013) Directed Voronoi Search: a method for bound constrained global optimization. In Proceedings of ASOR 2013: 46-52.

Oxley L., Rea W., Price C., Reale M. and Brown J. (2010) A new procedure to test for fractional integration. In.

Hodge M., Brown JA. and Reale M. (2009) Improving the Calculation of Fix-Rate Bias in Automated Telemetry Systems. In.

Oxley L., Reale M. and Tunnicliffe Wilson G. (2009) Graphical models for structural VARMA representations. In 18th World IMACS Congress and MODSIM 2009 - International Congress on Modelling and Simulation: Interfacing Modelling and Simulation with Mathematical and Computational Sciences, Proceedings: 1175-1180.

Oxley L., Reale M. and Tunnicliffe Wilson G. (2009) Graphical models for structural VARMA representations. In Proceedings of the 18th IMACS World Congress and MODSIM09 International Congress on Modelling and Simulation: 1175-1180.

Rea W., Oxley L. and Reale M. (2009) A new procedure for discriminating between long memory and shifting means alternatives. In 18th World IMACS Congress and MODSIM 2009 - International Congress on Modelling and Simulation: Interfacing Modelling and Simulation with Mathematical and Computational Sciences, Proceedings: 1188-1194.

Rea W., Oxley L. and Reale M. (2009) A New Procedure for Discriminating Between Long Memory and Shifting Means Alternatives. In Proceedings of the 18th World IMACS Congress and MODSIM09 International Congress on Modelling and Simulation: 1188-1194.

Robertson BL., Price CJ. and Reale M. (2009) Nonsmooth Optimization using Classification and Regression Trees. In : 1195-1201.

Zhao X., Oxley L., Scarrott C. and Reale M. (2009) Extreme Value GARCH modelling with Bayesian inference. In Proceedings of the 18th World IMACS Congress and MODSIM09 International Congress on Modelling and Simulation: 1391-1397.

Rea W., Reale M. and Brown J. (2008) Estimators for Long Range Dependence: An Empirical Study. In.

Brown JA., Rea WS. and Reale M. (2007) Modeling long memory time series: the Shihua Cave speleotherms. In Proceedings of the 22nd International Workshop on Statistical Modelling: 130-135.

Mendes EF., Oxley L. and Reale M. (2007) Some New Approaches to Forecasting the Price of Electricity: A Study of Californian Market. In MODSIM 2007 International Congress on Modelling and Simulation Proceedings: 1117-1123.

Meurk CS., Brown JA. and Reale M. (2007) Graphical Modeling of Ecological Time Series Data. In Modelling and Simulation Society of Australia and New Zealand: 1393-1398.

Oxley L., Reale M. and Tunnicliffe-Wilson G. (2007) Constructing Stuctural VAR Models With Conditional Independence Graphs. In MODSIM 2007 International Congress on Modelling and Simulation Proceedings: 1388-1392.

Rea A., Reale M. and Scarrott C. (2007) Graphical Models of Multivariate Volatility. In MODSIM 2007 International Congress on Modelling and Simulation Proceedings: 1399-1402.

Rea W., Reale M. and Brown JA. (2007) Long Memory or Structural Breaks in Temperature and Proxy Time Series. In Modelling and Simulation Society of Australia and New Zealand: 3010-3016.

Zhao X., Hou Q., Lee D., Reale M., Scarrott C., Russell G., MacDonald A. and Zahari M. (2007) A Comparison between Alternative Volatility Estimations. In Oxley L; Kulasiri D (Eds). MODSIM 2007: INTERNATIONAL CONGRESS ON MODELLING AND SIMULATION: 2027-2033. MODELLING & SIMULATION SOC AUSTRALIA & NEW ZEALAND INC.

Zhao X., Hou Q., Lee D., Reale M., Scarrott C., Russell G., MacDonald A. and Zahari M. (2007) A Comparison between Alternative Volatility Estimations: Application on Blood Oxygen Concentration of Preterm Infants. In MODSIM 2007 International Congress on Modelling and Simulation Proceedings: 2027-2033.

Brown JA., Penny R. and Reale M. (2006) Making statistics real: working with Statistics New Zealand. In.

Rea W., Reale M., Capelli C. and Brown JA. (2006) Identification of level shifts in stationary processes. In Proceedings of the 21st International Workshop on Statistical Modelling Conference 2006: 438-441.

Cappelli C. and Reale M. (2005) Dating Multiple Structural breaks in the US Ex-Post Real Interest Rate. In : 479-484.

Cappelli C. and Reale M. (2005) Detecting multiple structural breaks in the mean via atheoretical regression trees. In : 131-134.

Cappelli C. and Reale M. (2005) Group recovering via atheoretical regression trees. In : 265-269.

Cappelli C., Penny RN. and Reale M. (2005) Detecting Multiple Mean Breaks At Unknown Points With Atheoretical Regression Trees. In : 974-978.

Reale M. (2003) How to make a causal diagram for sparse vector autoregression. In : 379-383.

Reale M. and Tunnicliffe Wilson G. (2000) Identification of vector AR and ARMA models with recursive structural errors using conditional independence graphs. In : 248-253.

Discussion/Working Papers

Rea A., Rea WS., Reale M. and Scarrott C. (2012) A comparison of Spillover Effects before, during and after the 2008 Financial Crisis. 36pp.

Zhao X., Oxley L., Scarrott C. and Reale M. (2009) Extreme Value GARCH modelling with Bayesian Inference. Department of Economics and Finance, University of Canterbury. 17pp.

Zhao X., Scarrott CJ., Reale M. and Oxley L. (2009) Bayesian Extreme Value Mixture Modelling for Estimating VaR. .

Brown J., Oxley L., Rea W. and Reale M. (2008) The Empirical Properties of Some Popular Estimators of Long Memory Processes. University of Canterbury. 17pp.

Mendes EF., Oxley L. and Reale M. (2008) Some New Approaches to Forecasting the Price of Electricity: A Study of Californian Market. Department of Economics. 1-32.

Oxley L., Reale M. and Wilson GT. (2008) Constructing Structural VAR Models with Conditional Independence Graphs. Department of Economics. 11pp.

Rea W., Oxley L., Reale M. and Mendes E. (2008) Long memory or shifting means? A new approach and application to realised volatility. University of Canterbury. 28pp.

Edlund J., Lindstrom H., Nilsson F. and Reale M. (2005) Modulus of elasticity of Norway spruce saw logs vs. structural lumber grade. .

Lindstrom H., Reale M. and Riekkinen M. (2005) Modulus of elasticity variation of Scots pine timber trees. .

Tunnicliffe Wilson G. and Reale M. (2002) Causal diagrams for I(1) structural VAR models. .

Oral Presentations

Robertson BL., Price CJ. and Reale M. (2013) Bound constrained global optimization using CART partitions. University of Wyoming, Laramie, WY, USA.

Robertson BL., Price CJ. and Reale M. (2011) Direct search methods for nonsmooth optimization using global optimization techniques. University of Canterbury, Christchurch, New Zealand.

Scarrott C., MacDonald A., Lee DS. and Reale M. (2011) Non-stationary Extreme Value Mixture Modelling with Application to Pollution Modelling. Ecole Polytechnique Federale de Lausanne (EPFL), Switzerland: EPFL Statistics Seminar.

Scarrott CJ., MacDonald A., Zhao X., Lee D., Reale M. and Oxley L. (2011) Tails of a Statistical Extremist. National University of Ireland Galway, Ireland: Mathematics, Statistics and Applied Mathematics Seminar.

Robertson BL., Price CJ. and Reale M. (2009) Nonsmooth optimization using classification and regression trees. Rome, Italy.

Cappelli C. and Reale M. (2004) Using trees to detect changes in mean in time series. Cairns, Australia: 22nd International Biometric Conference, 01 Oct 2004.

Oxley L., Reale M. and Tunnicliffe Wilson G. (2004) Finding directed acyclic graphs for vector autoregressions. Prague, Czech Republic: 16th Symposium in Computational Statistics, 01 Apr 2003.

Reale M. (2003) A Graphical Modelling approach to Multivariate Time Series. Statistics Dept., Macquarie University, Sydney: Seminar Program, 25 Jun 2004.

Reale M. (2002) Graphical Models for Autoregressions. Mathematics and Statistics Dept., UNSW, Sydney: Seminar Program, 18 Mar 2005.

Reale M. (2001) Graphical Models for Time Series. Mathematics Dept., University of Hawai'i, Manoa: Seminar Program, 04 Feb 2005.

Reale M. (2001) Graphical Models for Vector Autoregressions. Economics Dept., U. California Santa Cruz: Seminar Program, 20 Feb 2003.

Reale M. (2001) Sparse structural VARMA models. Dept. Estadistica, U. Carlos III Madrid: Seminar Program, 26 Jul 2004.

Additional Publications

Robertson BL., Price CJ. and Reale M. (2012) The CARToptimizer package version 1.0 user's guide.Department of Mathematics and Statistics, University of Canterbury. 18pp.

Scarrott CJ., Reale M. and Newell J. (2009) Statistical estimation and testing of trends in PM10 concentration trends in Christchurch.Commissioned by Environment Canterbury.

Rea W., Price C., Oxley L. and Reale M. (2008) A New Procedure to Test for H Self-Similarity. University of Canterbury.21pp.

Reale M. and Cappelli C. (2005) Detecting Changes in Mean Levels with Atheoretical Regression Trees.Dept. of Mathematics and Statistics, University of Canterbury. Commissioned by Research Report UCDMS2005/2.

Reale M. (1998) "A Graphical Modelling Approach to Time Series". Lancaster University..

Editorial Work

Displaying all items.

Global Journal of Mathematics and Mathematical Sciences Editorial Board Member ( 2000 - 2005)
International Journal of Pure and Applied Mathematical Sciences. Editorial Board Member ( 2000 - 2005)
International Journal of Statistics and Systems Editorial Board Member ( 2000 - 2005)

Research Groups