Professor Stephen Pollock

Emeritus Professor

Professor of Computational Statistics and Data Analysis

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Stephen Pollock is an Emeritus Professor of Econometrics and Computational Statistics of the University of Leicester. He is an econometrician and a mathematical statistician who has specialised latterly in time-series analysis and statistical signal processing.

He is an associate editor of  Econometrics and Statistics and of Interdisciplinary Science Reviews.

Stephen Pollock has also written on a variety of topics, including medicine, agronomy and paleoanthropology. He is a member of the House of Lords, with the title of V. Hanworth, who sits on the Labour benches. He has served until recently on the Energy and Environment Sub-Committee of the European Union Committee of the House of Lords and he participate in ad hoc committees on legal affairs. He is currently a member of the committee that scrutinises secondary legislation

Read a selection of teaching material and research papers

Read a collection of political speeches

Recent publications

The Correspondence Between Stochastic Linear Difference And Differential Equations. Preprint (2019), University of Leicester.

The Manual for IDEOLOG.PAS A Program for Filtering Econometric Data, Preprint (2019), University of Leicester.

Linear Stochastic Models in Discrete and Continuous Time, Preprint (2019), University of Leicester.

Filters, Waves and Spectra MDPI: Econometrics, 2018, 6(3), 35.

Stochastic Processes of Limited Frequency and the Effects of Oversampling, Econometrics and StatisticsVolume 7, July 2018, Pages 18-29.

Econometric Filters, Computational Economics, Computational Economics. Dec 2016,  48(4), 669-691.

On Kronecker Products, Tensor Products and Matrix Differential Calculus, International Journal of Computer Mathematics, Jan, 2011 90(11).

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School of Business
University of Leicester
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