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Heyde, Christopher Charles

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Author ID: heyde.christopher-charles Recent zbMATH articles by "Heyde, Christopher Charles"
Published as: Heyde, C. C.; Heyde, Chris C.; Heyde, Chris; Heyde, Christopher C.; Heyde, Christopher Charles; Heyde, C.
External Links: MGP · Wikidata · GND · IdRef
Documents Indexed: 160 Publications since 1963, including 3 Books
7 Contributions as Editor · 1 Further Contribution
Biographic References: 4 Publications
Co-Authors: 45 Co-Authors with 62 Joint Publications
1,826 Co-Co-Authors
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Serials

28 Journal of Applied Probability
11 Stochastic Processes and their Applications
10 Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete
8 Annals of Mathematical Statistics
7 The Annals of Probability
7 Journal of Statistical Planning and Inference
5 Biometrika
5 Journal of the Royal Statistical Society. Series B
4 Journal of Mathematical Biology
4 Sankhyā. Series A. Methods and Techniques
3 Advances in Applied Probability
3 Bulletin of the Australian Mathematical Society
3 The Australian Journal of Statistics
3 The Mathematical Scientist
3 Journal of the Australian Mathematical Society
3 Lecture Notes in Statistics
2 Journal of Statistical Physics
2 International Statistical Review
2 Operations Research
2 Proceedings of the American Mathematical Society
2 The Quarterly Journal of Mathematics. Oxford Second Series
2 Theoretical Population Biology
2 Journal of Time Series Analysis
2 Journal of Applied Mathematics and Stochastic Analysis
2 Statistical Papers
2 Proceedings of the Cambridge Philosophical Society
1 Mathematical Biosciences
1 Annals of the Institute of Statistical Mathematics
1 The Annals of Statistics
1 The Australian Mathematical Society Gazette
1 Canadian Journal of Mathematics
1 Journal of the Korean Mathematical Society
1 Mathematics of Operations Research
1 Statistics & Probability Letters
1 Operations Research Letters
1 Statistical Science
1 Mathematical and Computer Modelling
1 Communications in Statistics. Theory and Methods
1 Mathematical Methods of Operations Research
1 Australian & New Zealand Journal of Statistics
1 Stochastics
1 Bulletin of the International Statistical Institute
1 CWI Monographs
1 Institute of Mathematical Statistics Lecture Notes - Monograph Series
1 Journal of Statistical Theory and Practice
1 Springer Series in Statistics

Publications by Year

Citations contained in zbMATH Open

140 Publications have been cited 3,603 times in 2,971 Documents Cited by Year
Martingale limit theory and its application. Zbl 0462.60045
Hall, P.; Heyde, C. C.
1980
Quasi-likelihood and its application. A general approach to optimal parameter estimation. Zbl 0879.62076
Heyde, Christopher C.
161
1997
Quasi-likelihood and optimal estimation. Zbl 0671.62007
Godambe, V. P.; Heyde, C. C.
111
1987
A supplement to the strong law of large numbers. Zbl 0305.60008
Heyde, C. C.
67
1975
Itô’s formula with respect to fractional Brownian motion and its application. Zbl 0867.60029
Dai, W.; Heyde, C. C.
58
1996
External risk measures and Basel accords. Zbl 1297.91089
Kou, Steven; Peng, Xianhua; Heyde, Chris C.
53
2013
Student processes. Zbl 1081.60035
Heyde, C. C.; Leonenko, N. N.
48
2005
On the departure from normality of a certain class of martingales. Zbl 0225.60026
Heyde, C. C.; Brown, B. M.
44
1970
Estimation theory for growth and immigration rates in a multiplicative process. Zbl 0243.60047
Heyde, C. C.; Seneta, E.
44
1972
Smoothed periodogram asymptotics and estimation for processes and fields with possible long-range dependence. Zbl 0771.60021
Heyde, C. C.; Gay, R.
42
1993
On limit theorems for quadratic functions of discrete time series. Zbl 0254.62057
Hannan, E. J.; Heyde, C. C.
42
1972
On large deviation probabilities in the case of attraction to a non-normal stable law. Zbl 0182.22903
Heyde, C. C.
41
1968
On large deviation problems for sums of random variables which are not attracted to the normal law. Zbl 0189.51704
Heyde, C. C.
41
1967
Extension of a result of Seneta for the super-crtical Galton-Watson process. Zbl 0195.19201
Heyde, C. C.
41
1970
Invariance principles for the law of the iterated logarithm for martingales and processes with stationary increments. Zbl 0259.60021
Heyde, C. C.; Scott, D. J.
38
1973
Avoiding the likelihood. Zbl 0905.62014
Heyde, C. C.
38
1997
A contribution to the theory of large deviations for sums of independent random variables. Zbl 0158.17001
Heyde, C. C.
33
1967
Dynamic models of long-memory processes driven by Lévy noise. Zbl 1016.60039
Anh, V. V.; Heyde, C. C.; Leonenko, N. N.
33
2002
Finite-time ruin probability with an exponential Lévy process investment return and heavy-tailed claims. Zbl 1162.60014
Heyde, C. C.; Wang, Dingcheng
32
2009
On a property of the lognormal distribution. Zbl 0114.33802
Heyde, C. C.
28
1963
A risky asset model strong dependence through fractal activity time. Zbl 1102.62345
Heyde, C. C.
27
1999
On defining long-range dependence. Zbl 0912.60050
Heyde, C. C.; Yang, Y.
27
1997
On the martingale property of stochastic exponentials. Zbl 1066.60064
Wong, Bernard; Heyde, C. C.
26
2004
On the central limit theorem for stationary processes. Zbl 0297.60014
Heyde, C. C.
26
1974
On central limit and iterated logarithm supplements to the martingale convergence theorem. Zbl 0385.60033
Heyde, C. C.
26
1977
A pair of complementary theorems on convergence rates in the law of large numbers. Zbl 0147.16905
Heyde, C. C.; Rohatgi, V. K.
25
1967
On the number of terminal vertices in certain random trees with an application to stemma construction in philology. Zbl 0487.60012
Najock, D.; Heyde, C. C.
24
1982
Some central limit analogues for super-critical Galton-Watson processes. Zbl 0222.60054
Heyde, C. C.
23
1971
On the central limit theorem and iterated logarithm law for stationary processes. Zbl 0287.60035
Heyde, C. C.
23
1975
On the influence of moments on the rate of convergence to the normal distribution. Zbl 0149.14001
Heyde, C. C.
23
1967
An invariance principle and some convergence rate results for branching processes. Zbl 0212.49505
Heyde, C. C.; Brown, B. M.
22
1971
Parameter estimation of stochastic process with long-range dependence and intermittency. Zbl 0979.62071
Gao, Jiti; Anh, Vo; Heyde, Chris; Tieng, Quang
21
2001
Prediction via estimating functions. Zbl 0929.62096
Thavaneswaran, A.; Heyde, C. C.
20
1999
Characterization of the normal law by the symmetry of a certain conditional distribution. Zbl 0209.50702
Heyde, C. C.
20
1970
Asymptotic properties of maximum likelihood estimators for stochastic processes. Zbl 0388.62079
Basawa, I. V.; Feigin, P. D.; Heyde, C. C.
20
1976
On asymptotic posterior normality for stochastic processes. Zbl 0408.62073
Heyde, C. C.; Johnstone, I. M.
20
1979
On combining quasi-likelihood estimating functions. Zbl 0636.62086
Heyde, C. C.
19
1987
On the controversy over tailweight of distributions. Zbl 1075.62039
Heyde, C. C.; Kou, S. G.
19
2004
Asymptotics and criticality for a correlated Bernoulli process. Zbl 1088.60013
Heyde, C. C.
17
2004
Notes on ’Estimation theory for growth and immigration rates in a multiplicative process’. Zbl 0294.60063
Heyde, C. C.; Seneta, E.
16
1974
Remarks on efficiency in estimation for branching processes. Zbl 0297.62069
Heyde, C. C.
16
1975
On the maximum of sums of random variables and the supremum functional for stable processes. Zbl 0192.55003
Heyde, C. C.
16
1969
On changes of measure in stochastic volatility models. Zbl 1147.60321
Wong, Bernard; Heyde, C. C.
15
2006
A note concerning behaviour of iterated logarithm type. Zbl 0185.46901
Heyde, C. C.
15
1969
Analogues of classical limit theorems for the supercritical Galton-Watson process with immigration. Zbl 0224.60042
Heyde, C. C.; Seneta, E.
14
1971
Some renewal theorems with application to a first passage problem. Zbl 0143.19102
Heyde, C. C.
14
1966
Some properties of metrics in a study on convergence to normality. Zbl 0169.20902
Heyde, C. C.
14
1969
Confidence intervals for demographic projections based on products of random matrices. Zbl 0584.92015
Heyde, C. C.; Cohen, Joel E.
13
1985
On asymptotic quasi-likelihood estimation. Zbl 0684.62067
Heyde, C. C.; Gay, R.
13
1989
Statistical estimation of nonstationary Gaussian processes with long-range dependence and intermittency. Zbl 1059.60024
Gao, Jiti; Anh, Vo; Heyde, Chris
13
2002
On estimating the variance of the offspring distribution in a simple branching process. Zbl 0305.60044
Heyde, C. C.
13
1974
On the robustness to small trends of estimation based on the smoothed periodogram. Zbl 0845.62059
Heyde, C. C.; Dai, W.
12
1996
On modes of long-range dependence. Zbl 1016.60040
Heyde, C. C.
12
2002
On estimation in conditional heteroskedastic time series models under non-normal distributions. Zbl 1148.62076
Liu, Shuangzhe; Heyde, Chris C.
11
2008
Asymptotic renewal results for a natural generalization of classical renewal theory. Zbl 0166.14003
Heyde, C. C.
11
1967
A rate of convergence result for the super-critical Galton-Watson process. Zbl 0198.22501
Heyde, C. C.
11
1970
Two probability theorems and their application to some first passage problems. Zbl 0124.08501
Heyde, C. C.
10
1964
Some remarks on the moment problem. I. Zbl 0112.10005
Heyde, C. C.
10
1963
Fixed sample and asymptotic optimality for classes of estimating functions. Zbl 0684.62066
Heyde, C. C.
9
1988
On a class of random field models which allows long range dependence. Zbl 0711.62086
Gay, R.; Heyde, C. C.
9
1990
Stochastic models for fractal processes. Zbl 0954.62099
Anh, V. V.; Heyde, C. C.; Tieng, Q.
9
1999
Empirical realities for a minimal description risky asset model. The need for fractal features. Zbl 0999.91070
Heyde, Christopher C.; Liu, Shuangzhe
9
2001
Nonstandard limit theorem for infinite variance functionals. Zbl 1144.60030
Sly, Allan; Heyde, Chris
9
2008
Some almost sure convergence theorems for branching processes. Zbl 0212.19703
Heyde, C. C.
9
1971
A nonuniform bound on convergence to normality. Zbl 0323.60021
Heyde, C. C.
9
1975
On moment measures of departure from the normal and exponential laws. Zbl 0341.60013
Heyde, C. C.; Leslie, J. R.
9
1976
On an optimal asymptotic property of the maximum likelihood estimator of a parameter from a stochastic process. Zbl 0387.62068
Heyde, C. C.
9
1978
On the converse to the iterated logarithm law. Zbl 0159.47303
Heyde, C. C.
9
1968
Invariance principles in statistics. Zbl 0473.62043
Heyde, C. C.
8
1981
Multiple roots in general estimating equations. Zbl 0921.62022
Heyde, C. C.; Morton, R.
8
1998
The genetic balance between random sampling and random population size. Zbl 0305.92009
Heyde, C. C.; Seneta, E.
8
1975
Scaling issues for risky asset modelling. Zbl 1166.91016
Heyde, Chris C.
8
2009
Uniform bounding of probability generating functions and the evolution of reproduction rates in birds. Zbl 0385.60070
Heyde, C. C.; Schuh, H.-J.
8
1978
Rates of convergence in the martingale central limit theorem. Zbl 0459.60042
Hall, Peter; Heyde, C. C.
7
1981
Optimal robust estimation for discrete time stochastic processes. Zbl 0655.62092
Kulkarni, P. M.; Heyde, C. C.
7
1987
Statisticians of the centuries. Zbl 1016.01025
7
2001
On spaces of estimating functions. Zbl 0921.62023
Lin, Y.-X.; Heyde, C. C.
7
1997
Quasi-likelihood and generalizing the EM algorithm. Zbl 0853.62021
Heyde, C. C.; Morton, R.
6
1996
A quasi-likelihood approach to the REML estimating equations. Zbl 0805.62056
Heyde, C. C.
6
1994
On the influence of moments on approximations by portion of a Chebyshev series in central limit convergence. Zbl 0215.25502
Heyde, C. C.; Leslie, J. R.
6
1972
Improved classical limit analogues for Galton-Watson processes with or without immigration. Zbl 0219.60070
Heyde, C. C.; Leslie, J. R.
6
1971
An iterated logarithm result for martingales and its application in estimation theory for autoregressive processes. Zbl 0258.60039
Heyde, C. C.
6
1973
On martingale limit theory and strong convergence results for stochastic approximation procedures. Zbl 0298.62022
Heyde, C. C.
6
1974
On assessing the potential severity of an outbreak of a rare infectious disease: A Bayesian approach. Zbl 0426.92020
Heyde, C. C.
5
1979
New developments in inference for temporal stochastic processes. Zbl 0752.62062
Heyde, C. C.
5
1992
On quasi-likelihood methods and estimation for branching processes and heteroscedastic regression models. Zbl 0781.62135
Heyde, C. C.; Lin, Y.-X.
5
1992
On a unified approach to the law of the iterated logarithm for martingales. Zbl 0368.60059
Hall, P. G.; Heyde, C. C.
5
1976
A limit theorem for random walks with drift. Zbl 0152.16602
Heyde, C. C.
5
1967
On the asymptotic behavior of random walks on an anisotropic lattice. Zbl 0511.60066
Heyde, C. C.
5
1982
Special issue on Long-range dependence. Queensland Univ. of Technology, Brisbane, Australia, January 28–30, 1997. Zbl 0929.00050
4
1999
Optimal estimating functions and Wedderburn’s quasi-likelihood. Zbl 0791.62026
Lin, Yan-Xia; Heyde, C. C.
4
1993
On the growth of the maximum queue length in a stable queue. Zbl 0218.60096
Heyde, C. C.
4
1971
Variations on a renewal theorem of Smith. Zbl 0233.60073
Heyde, C. C.
4
1968
Optimal estimation of the criticality parameter of a supercritical branching process having random environments. Zbl 0483.60082
Pakes, Anthony G.; Heyde, C. C.
4
1982
A log log improvement to the Riemann hypothesis for the Hawkins random sieve. Zbl 0414.60032
Heyde, C. C.
3
1978
On the survival of a gene represented in a founder population. Zbl 0461.92008
Heyde, C. C.
3
1981
On the asymptotic equivalence of \(L_ p\) metrics for convergence to normality. Zbl 0535.60029
Heyde, C. C.; Nakata, T.
3
1984
The effect of selection on genetic balance when the population size is varying. Zbl 0355.92016
Heyde, C. C.
3
1977
Moment matrices in conditional heteroskedastic models under elliptical distributions with applications in AR-ARCH models. Zbl 1234.62121
Liu, Shuangzhe; Heyde, Chris C.; Wong, Wing-Keung
3
2011
Some results on inference for stationary processes and queueing systems. Zbl 0786.62088
Heyde, C. C.
3
1992
External risk measures and Basel accords. Zbl 1297.91089
Kou, Steven; Peng, Xianhua; Heyde, Chris C.
53
2013
Moment matrices in conditional heteroskedastic models under elliptical distributions with applications in AR-ARCH models. Zbl 1234.62121
Liu, Shuangzhe; Heyde, Chris C.; Wong, Wing-Keung
3
2011
Finite-time ruin probability with an exponential Lévy process investment return and heavy-tailed claims. Zbl 1162.60014
Heyde, C. C.; Wang, Dingcheng
32
2009
Scaling issues for risky asset modelling. Zbl 1166.91016
Heyde, Chris C.
8
2009
On estimation in conditional heteroskedastic time series models under non-normal distributions. Zbl 1148.62076
Liu, Shuangzhe; Heyde, Chris C.
11
2008
Nonstandard limit theorem for infinite variance functionals. Zbl 1144.60030
Sly, Allan; Heyde, Chris
9
2008
On changes of measure in stochastic volatility models. Zbl 1147.60321
Wong, Bernard; Heyde, C. C.
15
2006
Student processes. Zbl 1081.60035
Heyde, C. C.; Leonenko, N. N.
48
2005
On the martingale property of stochastic exponentials. Zbl 1066.60064
Wong, Bernard; Heyde, C. C.
26
2004
On the controversy over tailweight of distributions. Zbl 1075.62039
Heyde, C. C.; Kou, S. G.
19
2004
Asymptotics and criticality for a correlated Bernoulli process. Zbl 1088.60013
Heyde, C. C.
17
2004
Dynamic models of long-memory processes driven by Lévy noise. Zbl 1016.60039
Anh, V. V.; Heyde, C. C.; Leonenko, N. N.
33
2002
Statistical estimation of nonstationary Gaussian processes with long-range dependence and intermittency. Zbl 1059.60024
Gao, Jiti; Anh, Vo; Heyde, Chris
13
2002
On modes of long-range dependence. Zbl 1016.60040
Heyde, C. C.
12
2002
Parameter estimation of stochastic process with long-range dependence and intermittency. Zbl 0979.62071
Gao, Jiti; Anh, Vo; Heyde, Chris; Tieng, Quang
21
2001
Empirical realities for a minimal description risky asset model. The need for fractal features. Zbl 0999.91070
Heyde, Christopher C.; Liu, Shuangzhe
9
2001
Statisticians of the centuries. Zbl 1016.01025
7
2001
A note on filtering for long memory processes. Zbl 1003.62078
Thavaneswaran, A.; Heyde, C. C.
2
2001
A risky asset model strong dependence through fractal activity time. Zbl 1102.62345
Heyde, C. C.
27
1999
Prediction via estimating functions. Zbl 0929.62096
Thavaneswaran, A.; Heyde, C. C.
20
1999
Stochastic models for fractal processes. Zbl 0954.62099
Anh, V. V.; Heyde, C. C.; Tieng, Q.
9
1999
Special issue on Long-range dependence. Queensland Univ. of Technology, Brisbane, Australia, January 28–30, 1997. Zbl 0929.00050
4
1999
Multiple roots in general estimating equations. Zbl 0921.62022
Heyde, C. C.; Morton, R.
8
1998
Probability towards 2000. Symposium, Columbia Univ., New York, NY, USA, October 2–6, 1995. Zbl 1041.00508
1
1998
Quasi-likelihood and its application. A general approach to optimal parameter estimation. Zbl 0879.62076
Heyde, Christopher C.
161
1997
Avoiding the likelihood. Zbl 0905.62014
Heyde, C. C.
38
1997
On defining long-range dependence. Zbl 0912.60050
Heyde, C. C.; Yang, Y.
27
1997
On spaces of estimating functions. Zbl 0921.62023
Lin, Y.-X.; Heyde, C. C.
7
1997
Itô’s formula with respect to fractional Brownian motion and its application. Zbl 0867.60029
Dai, W.; Heyde, C. C.
58
1996
On the robustness to small trends of estimation based on the smoothed periodogram. Zbl 0845.62059
Heyde, C. C.; Dai, W.
12
1996
Quasi-likelihood and generalizing the EM algorithm. Zbl 0853.62021
Heyde, C. C.; Morton, R.
6
1996
On the use of quasi-likelihood for estimation in hidden Markov random fields. Zbl 0848.62052
Heyde, C. C.
1
1996
A conversation with Joe Gani. Zbl 0955.01545
Heyde, Chris
1
1995
On asymptotic optimality of estimating functions. Zbl 0848.62015
Chen, K.; Heyde, C. C.
1
1995
On the robustness of limit theorems. Zbl 0882.60019
Heyde, C. C.; Dai, W.
1
1995
A quasi-likelihood approach to the REML estimating equations. Zbl 0805.62056
Heyde, C. C.
6
1994
A quasi-likelihood approach to estimating parameters in diffusion-type processes. Zbl 0804.60067
Heyde, C. C.
2
1994
Smoothed periodogram asymptotics and estimation for processes and fields with possible long-range dependence. Zbl 0771.60021
Heyde, C. C.; Gay, R.
42
1993
Optimal estimating functions and Wedderburn’s quasi-likelihood. Zbl 0791.62026
Lin, Yan-Xia; Heyde, C. C.
4
1993
Asymptotics for two-dimensional anisotropic random walks. Zbl 0783.60068
Heyde, C. C.
2
1993
On constrained quasi-likelihood estimation. Zbl 0795.62018
Heyde, C. C.; Morton, R.
1
1993
New developments in inference for temporal stochastic processes. Zbl 0752.62062
Heyde, C. C.
5
1992
On quasi-likelihood methods and estimation for branching processes and heteroscedastic regression models. Zbl 0781.62135
Heyde, C. C.; Lin, Y.-X.
5
1992
Some results on inference for stationary processes and queueing systems. Zbl 0786.62088
Heyde, C. C.
3
1992
On best asymptotic confidence intervals for parameters of stochastic processes. Zbl 0745.62027
Heyde, C. C.
1
1992
Thoughts on the modelling and identification of random processes and fields subject to possible long-range dependence. Zbl 0761.62128
Heyde, C. C.; Gay, Roger
1
1992
Approximate confidence zones in an estimating function context. Zbl 0755.62035
Heyde, C. C.; Lin, Y.-X.
2
1991
On a class of random field models which allows long range dependence. Zbl 0711.62086
Gay, R.; Heyde, C. C.
9
1990
On asymptotic quasi-likelihood estimation. Zbl 0684.62067
Heyde, C. C.; Gay, R.
13
1989
On efficiency for quasi-likelihood and composite quasi-likelihood methods. Zbl 0729.62552
Heyde, C. C.
1
1989
Fixed sample and asymptotic optimality for classes of estimating functions. Zbl 0684.62066
Heyde, C. C.
9
1988
Queueing theory and its applications. Liber amicorum for J. W. Cohen. Zbl 0657.60114
1
1988
Quasi-likelihood and optimal estimation. Zbl 0671.62007
Godambe, V. P.; Heyde, C. C.
111
1987
On combining quasi-likelihood estimating functions. Zbl 0636.62086
Heyde, C. C.
19
1987
Optimal robust estimation for discrete time stochastic processes. Zbl 0655.62092
Kulkarni, P. M.; Heyde, C. C.
7
1987
Confidence intervals for demographic projections based on products of random matrices. Zbl 0584.92015
Heyde, C. C.; Cohen, Joel E.
13
1985
On inference for demographic projection of small populations. Zbl 1375.91209
Heyde, C. C.
1
1985
An asymptotic representation for products of random matrices. Zbl 0576.60025
Heyde, C. C.
1
1985
On the asymptotic equivalence of \(L_ p\) metrics for convergence to normality. Zbl 0535.60029
Heyde, C. C.; Nakata, T.
3
1984
On limit theorems for gene survival. Zbl 0567.92007
Heyde, C. C.
1
1984
An alternative approach to asymptotic results on genetic composition when the population size is varying. Zbl 0531.92014
Heyde, C. C.
1
1983
On the number of terminal vertices in certain random trees with an application to stemma construction in philology. Zbl 0487.60012
Najock, D.; Heyde, C. C.
24
1982
On the asymptotic behavior of random walks on an anisotropic lattice. Zbl 0511.60066
Heyde, C. C.
5
1982
Optimal estimation of the criticality parameter of a supercritical branching process having random environments. Zbl 0483.60082
Pakes, Anthony G.; Heyde, C. C.
4
1982
The asymptotic behavior of a random walk on a dual-medium lattice. Zbl 0512.60063
Heyde, C. C.; Westcott, M.; Williams, E. R.
3
1982
The effect of differential reproductive rates on the survival of a gene represented in a founder population. Zbl 0489.92012
Heyde, C. C.
2
1982
Further results on the survival of a gene represented in a founder population. Zbl 0493.92015
Daley, D. J.; Hall, Peter; Heyde, C. C.
1
1982
Invariance principles in statistics. Zbl 0473.62043
Heyde, C. C.
8
1981
Rates of convergence in the martingale central limit theorem. Zbl 0459.60042
Hall, Peter; Heyde, C. C.
7
1981
On the survival of a gene represented in a founder population. Zbl 0461.92008
Heyde, C. C.
3
1981
On Fibonacci (or lagged Bienayme-Galton-Watson) branching processes. Zbl 0478.60087
Heyde, C. C.
1
1981
Martingale limit theory and its application. Zbl 0462.60045
Hall, P.; Heyde, C. C.
1980
On a probabilistic analogue of the Fibonacci sequence. Zbl 0443.60043
Heyde, C. C.
1
1980
On asymptotic posterior normality for stochastic processes. Zbl 0408.62073
Heyde, C. C.; Johnstone, I. M.
20
1979
On assessing the potential severity of an outbreak of a rare infectious disease: A Bayesian approach. Zbl 0426.92020
Heyde, C. C.
5
1979
On an optimal asymptotic property of the maximum likelihood estimator of a parameter from a stochastic process. Zbl 0387.62068
Heyde, C. C.
9
1978
Uniform bounding of probability generating functions and the evolution of reproduction rates in birds. Zbl 0385.60070
Heyde, C. C.; Schuh, H.-J.
8
1978
A log log improvement to the Riemann hypothesis for the Hawkins random sieve. Zbl 0414.60032
Heyde, C. C.
3
1978
On central limit and iterated logarithm supplements to the martingale convergence theorem. Zbl 0385.60033
Heyde, C. C.
26
1977
The effect of selection on genetic balance when the population size is varying. Zbl 0355.92016
Heyde, C. C.
3
1977
An optimal property of maximum likelihood with application to branching process estimation. Zbl 0515.62082
Heyde, C. C.
2
1977
Asymptotic properties of maximum likelihood estimators for stochastic processes. Zbl 0388.62079
Basawa, I. V.; Feigin, P. D.; Heyde, C. C.
20
1976
On moment measures of departure from the normal and exponential laws. Zbl 0341.60013
Heyde, C. C.; Leslie, J. R.
9
1976
On a unified approach to the law of the iterated logarithm for martingales. Zbl 0368.60059
Hall, P. G.; Heyde, C. C.
5
1976
On asymptotic behavior for the Hawkins random sieve. Zbl 0336.60030
Heyde, C. C.
3
1976
A supplement to the strong law of large numbers. Zbl 0305.60008
Heyde, C. C.
67
1975
On the central limit theorem and iterated logarithm law for stationary processes. Zbl 0287.60035
Heyde, C. C.
23
1975
Remarks on efficiency in estimation for branching processes. Zbl 0297.62069
Heyde, C. C.
16
1975
A nonuniform bound on convergence to normality. Zbl 0323.60021
Heyde, C. C.
9
1975
The genetic balance between random sampling and random population size. Zbl 0305.92009
Heyde, C. C.; Seneta, E.
8
1975
On the central limit theorem for stationary processes. Zbl 0297.60014
Heyde, C. C.
26
1974
Notes on ’Estimation theory for growth and immigration rates in a multiplicative process’. Zbl 0294.60063
Heyde, C. C.; Seneta, E.
16
1974
On estimating the variance of the offspring distribution in a simple branching process. Zbl 0305.60044
Heyde, C. C.
13
1974
On martingale limit theory and strong convergence results for stochastic approximation procedures. Zbl 0298.62022
Heyde, C. C.
6
1974
An iterated logarithm result for autocorrelations of a stationary linear process. Zbl 0283.62084
Heyde, C. C.
2
1974
Invariance principles for the law of the iterated logarithm for martingales and processes with stationary increments. Zbl 0259.60021
Heyde, C. C.; Scott, D. J.
38
1973
An iterated logarithm result for martingales and its application in estimation theory for autoregressive processes. Zbl 0258.60039
Heyde, C. C.
6
1973
On the uniform metric in the context of convergence to normality. Zbl 0256.60010
Heyde, C. C.
3
1973
Revisits for transient random walk. Zbl 0256.60042
Heyde, C. C.
1
1973
Estimation theory for growth and immigration rates in a multiplicative process. Zbl 0243.60047
Heyde, C. C.; Seneta, E.
44
1972
...and 40 more Documents
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Cited by 3,151 Authors

47 Heyde, Christopher Charles
46 Leonenko, Nikolai N.
43 Liang, Hanying
31 Hall, Peter Gavin
26 Zhang, Li-Xin
23 Basawa, Ishwar V.
23 Thavaneswaran, Aerambamoorthy
23 Wang, Dehui
22 Horváth, Lajos
21 Peligrad, Magda
19 Hu, Shuhe
19 Mahmoud, Hosam M.
19 Merlevède, Florence
19 Phillips, Peter Charles Bonest
18 Seneta, Eugene
18 Volný, Dalibor
16 Anh, Vo V.
16 Dedecker, Jérôme
16 Gao, Jiti
15 Hwang, Sun Young
14 Crimaldi, Irene
14 Fel’dman, Gennadiĭ Mikhaĭlovich
14 Hu, Feifang
14 Peng, Liang
14 Wang, Xuejun
13 Bai, Zhi-Dong
13 Berkes, István
13 Fort, Gersende
13 Koul, Hira Lal
13 Mykland, Per Aslak
13 Rosalsky, Andrew
13 Wang, Dingcheng
13 Yang, Wenzhi
12 Fu, Ke’ang
12 Lin, Yanxia
12 Park, Joon Y.
11 Cai, Zongwu
11 Fan, Guoliang
11 Masry, Elias
11 Wu, Wei Biao
10 Gut, Allan
10 Laib, Naâmane
10 Li, Deli
10 Nielsen, Morten Ørregaard
10 Ruiz-Medina, María Dolores
10 Surgailis, Donatas
10 Wang, Qiying
9 Bouzebda, Salim
9 Chan, Ngai Hang
9 de Uña-Álvarez, Jacobo
9 Fan, Xiequan
9 Iksanov, Aleksander M.
9 Lin, Lu
9 Ling, Shiqing
9 Linton, Oliver Bruce
9 Liu, Shuangzhe
9 Ma, Chunsheng
9 Maller, Ross Arthur
9 Mokkadem, Abdelkader
9 Pagès, Gilles
9 Pakes, Anthony G.
9 Qi, Yongcheng
9 Rahimov, Ibrahim
9 Sorensen, Michael
9 Tjøstheim, Dag B.
8 Comte, Fabienne
8 Doukhan, Paul
8 Ginovyan, Mamikon S.
8 Guo, Fenglong
8 Lee, Sangyeol
8 Lin, Jinguan
8 Lin, Zhengyan
8 Miao, Yu
8 Moulines, Eric
8 Pelletier, Mariane
8 Rosenberger, William F.
8 Sakhno, Lyudmyla Mykhaĭlivna
8 Sunklodas, Jonas Kazys
8 Taufer, Emanuele
8 Yang, Kai
8 Yin, Gang George
8 Zhang, Lan
7 Appadoo, S. S.
7 Atchadé, Yves F.
7 Fokianos, Konstantinos
7 Gao, Zhenlong
7 Genon-Catalot, Valentine
7 Glynn, Peter W.
7 Kifer, Yuri
7 Kokoszka, Piotr S.
7 Linke, Yuliana Yu.
7 Liu, Quansheng
7 Mukherjee, Kanchan
7 Nualart, David
7 Pratelli, Luca
7 Robinson, Peter Michael
7 Shao, Qi-Man
7 Sikorskii, Alla
7 Sriram, T. N.
7 Su, Chun
...and 3,051 more Authors
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Cited in 334 Serials

199 Stochastic Processes and their Applications
197 Statistics & Probability Letters
153 Journal of Econometrics
147 Journal of Statistical Planning and Inference
108 Communications in Statistics. Theory and Methods
89 Journal of Multivariate Analysis
84 The Annals of Statistics
61 Journal of Applied Probability
55 Journal of Time Series Analysis
53 Bernoulli
51 Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete
51 Econometric Theory
47 The Annals of Probability
45 Probability Theory and Related Fields
45 The Annals of Applied Probability
42 Journal of Theoretical Probability
39 Lithuanian Mathematical Journal
36 Advances in Applied Probability
35 Statistics
33 Journal of Mathematical Analysis and Applications
31 Computational Statistics and Data Analysis
29 Stochastic Analysis and Applications
28 Econometric Reviews
27 Journal of Nonparametric Statistics
26 Electronic Journal of Statistics
25 The Canadian Journal of Statistics
25 Annals of the Institute of Statistical Mathematics
24 Acta Mathematicae Applicatae Sinica. English Series
22 Statistical Papers
22 Statistical Inference for Stochastic Processes
21 Journal of Statistical Physics
21 Acta Mathematica Sinica. English Series
20 Journal of the Korean Statistical Society
17 Scandinavian Journal of Statistics
17 Journal of Inequalities and Applications
16 Test
16 Methodology and Computing in Applied Probability
16 Science China. Mathematics
15 Journal of Mathematical Biology
15 Communications in Statistics. Simulation and Computation
15 Stochastics and Dynamics
14 Metrika
14 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques
14 Quantitative Finance
13 Biometrics
13 Journal of Computational and Applied Mathematics
13 Mathematical Methods of Statistics
13 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics
12 Journal of Soviet Mathematics
12 Journal of Statistical Computation and Simulation
11 Communications in Mathematical Physics
11 Mathematical Biosciences
11 Acta Applicandae Mathematicae
11 Science in China. Series A
11 Comptes Rendus. Mathématique. Académie des Sciences, Paris
10 Bulletin of the Australian Mathematical Society
10 Theory of Probability and its Applications
10 Transactions of the American Mathematical Society
10 European Journal of Operational Research
9 Journal of Mathematical Physics
9 Theoretical Population Biology
9 Mathematical and Computer Modelling
9 Economics Letters
8 Applied Mathematics and Computation
8 Automatica
8 Insurance Mathematics & Economics
8 Acta Mathematica Hungarica
8 Sequential Analysis
8 Annals of Operations Research
8 Finance and Stochastics
8 Abstract and Applied Analysis
8 Brazilian Journal of Probability and Statistics
8 Stochastics
8 Statistical Methodology
7 Computers & Mathematics with Applications
7 Journal of the American Statistical Association
7 Mathematics and Computers in Simulation
7 Proceedings of the American Mathematical Society
7 Operations Research Letters
7 Queueing Systems
7 Theory of Probability and Mathematical Statistics
7 Journal of Mathematical Sciences (New York)
7 The Annals of Applied Statistics
6 Stochastics
6 Monatshefte für Mathematik
6 Operations Research
6 Journal of Economic Dynamics & Control
6 Computational Statistics
6 Applied Mathematics. Series B (English Edition)
6 Mathematical Problems in Engineering
6 Mathematical Finance
6 The Econometrics Journal
6 International Journal of Theoretical and Applied Finance
6 Journal of Applied Statistics
6 Journal of Systems Science and Complexity
6 Stochastic Models
6 Journal of Statistical Theory and Practice
5 Acta Mathematica Academiae Scientiarum Hungaricae
5 Mathematical Notes
5 Rocky Mountain Journal of Mathematics
...and 234 more Serials
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Cited in 47 Fields

1,734 Statistics (62-XX)
1,665 Probability theory and stochastic processes (60-XX)
278 Game theory, economics, finance, and other social and behavioral sciences (91-XX)
216 Numerical analysis (65-XX)
70 Biology and other natural sciences (92-XX)
59 Operations research, mathematical programming (90-XX)
58 Combinatorics (05-XX)
56 Dynamical systems and ergodic theory (37-XX)
56 Systems theory; control (93-XX)
46 Statistical mechanics, structure of matter (82-XX)
33 Partial differential equations (35-XX)
28 Computer science (68-XX)
23 Measure and integration (28-XX)
22 Harmonic analysis on Euclidean spaces (42-XX)
19 Linear and multilinear algebra; matrix theory (15-XX)
17 Functional analysis (46-XX)
14 Integral transforms, operational calculus (44-XX)
13 History and biography (01-XX)
13 Number theory (11-XX)
12 Ordinary differential equations (34-XX)
12 Information and communication theory, circuits (94-XX)
9 Real functions (26-XX)
8 Operator theory (47-XX)
7 Special functions (33-XX)
7 Fluid mechanics (76-XX)
7 Geophysics (86-XX)
6 Functions of a complex variable (30-XX)
6 Quantum theory (81-XX)
5 Approximations and expansions (41-XX)
5 Integral equations (45-XX)
4 Topological groups, Lie groups (22-XX)
4 Abstract harmonic analysis (43-XX)
4 Calculus of variations and optimal control; optimization (49-XX)
3 Mathematical logic and foundations (03-XX)
3 Group theory and generalizations (20-XX)
3 Difference and functional equations (39-XX)
3 Sequences, series, summability (40-XX)
3 Global analysis, analysis on manifolds (58-XX)
2 Potential theory (31-XX)
2 Mechanics of particles and systems (70-XX)
2 Classical thermodynamics, heat transfer (80-XX)
1 General and overarching topics; collections (00-XX)
1 Several complex variables and analytic spaces (32-XX)
1 Convex and discrete geometry (52-XX)
1 Differential geometry (53-XX)
1 Manifolds and cell complexes (57-XX)
1 Mechanics of deformable solids (74-XX)

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