Edit Profile (opens in new tab) Heyde, Christopher Charles Compute Distance To: Compute Author ID: heyde.christopher-charles Published as: Heyde, C. C.; Heyde, Chris C.; Heyde, Chris; Heyde, Christopher C.; Heyde, Christopher Charles; Heyde, C. more...less 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 all top 5 Co-Authors 97 single-authored 8 Seneta, Eugene 5 Anh, Vo V. 5 Hall, Peter Gavin 4 Gay, Roger 4 Lin, Yanxia 3 Basawa, Ishwar V. 3 Leslie, Julian R. 3 Liu, Shuangzhe 3 Wong, Bernard 2 Brown, Bruce M. 2 Gani, Joseph Mark 2 Gao, Jiti 2 Leonenko, Nikolai N. 2 Thavaneswaran, Aerambamoorthy 2 Tieng, Quang Minh 1 Abate, Joseph 1 Accardi, Luigi 1 Au, K. 1 Becker, Niels G. 1 Blanc, Johannes Pieter Cornelis 1 Boxma, Onno Johan 1 Brun, M. A. 1 Chen, Kani 1 Coffman, Edward Grady jun. 1 Cohen, Joel E. 1 Crepel, Pierre 1 Daley, Daryl John 1 Doshi, Bharat T. 1 Ewens, Warren J. 1 Fayolle, Guy 1 Feigin, Paul David 1 Fienberg, Stephen Elliot 1 Godambe, Vidyadhar Prabhakar 1 Groenendijk, Wim P. 1 Hannan, Edward James 1 Hofri, Micha 1 Hordijk, Arie 1 Johnstone, Iain Murray 1 Kaspi, Haya 1 Kaufman, Jay S. 1 Kelly, Frank P. 1 Kleinrock, Leonard 1 Kou, Shing-Gang 1 Kou, Steven 1 Lavenberg, Stephen S. 1 Maller, Ross Arthur 1 Mitrani, Isi 1 Najock, D. 1 Pakes, Anthony G. 1 Peng, Xianhua 1 Phelan, Michael J. 1 Prabhu, Narahari Umanath 1 Prokhorov, Yuriĭ Vasil’evich 1 Pyke, Ronald 1 Rachev, Svetlozar T. 1 Rohatgi, Vijay K. 1 Rubinovitch, Michael 1 Schuh, Hans-Jürgen 1 Scott, David John 1 Sly, Allan 1 Syski, Ryszard 1 Taylor, Robert Lee 1 Tijms, Henk C. 1 van Doremalen, Jan B. M. 1 Wang, Dingcheng 1 Wessels, Jaap 1 Westcott, Mark 1 Whitt, Ward 1 Williams, Emlyn R. 1 Wong, Wing-Keung all top 5 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 all top 5 Fields 93 Probability theory and stochastic processes (60-XX) 72 Statistics (62-XX) 13 Biology and other natural sciences (92-XX) 10 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 9 History and biography (01-XX) 6 General and overarching topics; collections (00-XX) 4 Number theory (11-XX) 2 Numerical analysis (65-XX) 2 Operations research, mathematical programming (90-XX) 1 Partial differential equations (35-XX) 1 Harmonic analysis on Euclidean spaces (42-XX) 1 Computer science (68-XX) 1 Statistical mechanics, structure of matter (82-XX) 1 Systems theory; control (93-XX) 1 Information and communication theory, circuits (94-XX) Publications by Year all cited Publications top 5 cited Publications 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 0462.60045Hall, P.; Heyde, C. C. 1,611 1980 Quasi-likelihood and its application. A general approach to optimal parameter estimation. Zbl 0879.62076Heyde, Christopher C. 161 1997 Quasi-likelihood and optimal estimation. Zbl 0671.62007Godambe, V. P.; Heyde, C. C. 111 1987 A supplement to the strong law of large numbers. Zbl 0305.60008Heyde, C. C. 67 1975 Itô’s formula with respect to fractional Brownian motion and its application. Zbl 0867.60029Dai, W.; Heyde, C. C. 58 1996 External risk measures and Basel accords. Zbl 1297.91089Kou, Steven; Peng, Xianhua; Heyde, Chris C. 53 2013 Student processes. Zbl 1081.60035Heyde, C. C.; Leonenko, N. N. 48 2005 On the departure from normality of a certain class of martingales. Zbl 0225.60026Heyde, C. C.; Brown, B. M. 44 1970 Estimation theory for growth and immigration rates in a multiplicative process. Zbl 0243.60047Heyde, C. C.; Seneta, E. 44 1972 Smoothed periodogram asymptotics and estimation for processes and fields with possible long-range dependence. Zbl 0771.60021Heyde, C. C.; Gay, R. 42 1993 On limit theorems for quadratic functions of discrete time series. Zbl 0254.62057Hannan, E. J.; Heyde, C. C. 42 1972 On large deviation probabilities in the case of attraction to a non-normal stable law. Zbl 0182.22903Heyde, C. C. 41 1968 On large deviation problems for sums of random variables which are not attracted to the normal law. Zbl 0189.51704Heyde, C. C. 41 1967 Extension of a result of Seneta for the super-crtical Galton-Watson process. Zbl 0195.19201Heyde, C. C. 41 1970 Invariance principles for the law of the iterated logarithm for martingales and processes with stationary increments. Zbl 0259.60021Heyde, C. C.; Scott, D. J. 38 1973 Avoiding the likelihood. Zbl 0905.62014Heyde, C. C. 38 1997 A contribution to the theory of large deviations for sums of independent random variables. Zbl 0158.17001Heyde, C. C. 33 1967 Dynamic models of long-memory processes driven by Lévy noise. Zbl 1016.60039Anh, 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 1162.60014Heyde, C. C.; Wang, Dingcheng 32 2009 On a property of the lognormal distribution. Zbl 0114.33802Heyde, C. C. 28 1963 A risky asset model strong dependence through fractal activity time. Zbl 1102.62345Heyde, C. C. 27 1999 On defining long-range dependence. Zbl 0912.60050Heyde, C. C.; Yang, Y. 27 1997 On the martingale property of stochastic exponentials. Zbl 1066.60064Wong, Bernard; Heyde, C. C. 26 2004 On the central limit theorem for stationary processes. Zbl 0297.60014Heyde, C. C. 26 1974 On central limit and iterated logarithm supplements to the martingale convergence theorem. Zbl 0385.60033Heyde, C. C. 26 1977 A pair of complementary theorems on convergence rates in the law of large numbers. Zbl 0147.16905Heyde, 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 0487.60012Najock, D.; Heyde, C. C. 24 1982 Some central limit analogues for super-critical Galton-Watson processes. Zbl 0222.60054Heyde, C. C. 23 1971 On the central limit theorem and iterated logarithm law for stationary processes. Zbl 0287.60035Heyde, C. C. 23 1975 On the influence of moments on the rate of convergence to the normal distribution. Zbl 0149.14001Heyde, C. C. 23 1967 An invariance principle and some convergence rate results for branching processes. Zbl 0212.49505Heyde, C. C.; Brown, B. M. 22 1971 Parameter estimation of stochastic process with long-range dependence and intermittency. Zbl 0979.62071Gao, Jiti; Anh, Vo; Heyde, Chris; Tieng, Quang 21 2001 Prediction via estimating functions. Zbl 0929.62096Thavaneswaran, A.; Heyde, C. C. 20 1999 Characterization of the normal law by the symmetry of a certain conditional distribution. Zbl 0209.50702Heyde, C. C. 20 1970 Asymptotic properties of maximum likelihood estimators for stochastic processes. Zbl 0388.62079Basawa, I. V.; Feigin, P. D.; Heyde, C. C. 20 1976 On asymptotic posterior normality for stochastic processes. Zbl 0408.62073Heyde, C. C.; Johnstone, I. M. 20 1979 On combining quasi-likelihood estimating functions. Zbl 0636.62086Heyde, C. C. 19 1987 On the controversy over tailweight of distributions. Zbl 1075.62039Heyde, C. C.; Kou, S. G. 19 2004 Asymptotics and criticality for a correlated Bernoulli process. Zbl 1088.60013Heyde, C. C. 17 2004 Notes on ’Estimation theory for growth and immigration rates in a multiplicative process’. Zbl 0294.60063Heyde, C. C.; Seneta, E. 16 1974 Remarks on efficiency in estimation for branching processes. Zbl 0297.62069Heyde, C. C. 16 1975 On the maximum of sums of random variables and the supremum functional for stable processes. Zbl 0192.55003Heyde, C. C. 16 1969 On changes of measure in stochastic volatility models. Zbl 1147.60321Wong, Bernard; Heyde, C. C. 15 2006 A note concerning behaviour of iterated logarithm type. Zbl 0185.46901Heyde, C. C. 15 1969 Analogues of classical limit theorems for the supercritical Galton-Watson process with immigration. Zbl 0224.60042Heyde, C. C.; Seneta, E. 14 1971 Some renewal theorems with application to a first passage problem. Zbl 0143.19102Heyde, C. C. 14 1966 Some properties of metrics in a study on convergence to normality. Zbl 0169.20902Heyde, C. C. 14 1969 Confidence intervals for demographic projections based on products of random matrices. Zbl 0584.92015Heyde, C. C.; Cohen, Joel E. 13 1985 On asymptotic quasi-likelihood estimation. Zbl 0684.62067Heyde, C. C.; Gay, R. 13 1989 Statistical estimation of nonstationary Gaussian processes with long-range dependence and intermittency. Zbl 1059.60024Gao, Jiti; Anh, Vo; Heyde, Chris 13 2002 On estimating the variance of the offspring distribution in a simple branching process. Zbl 0305.60044Heyde, C. C. 13 1974 On the robustness to small trends of estimation based on the smoothed periodogram. Zbl 0845.62059Heyde, C. C.; Dai, W. 12 1996 On modes of long-range dependence. Zbl 1016.60040Heyde, C. C. 12 2002 On estimation in conditional heteroskedastic time series models under non-normal distributions. Zbl 1148.62076Liu, Shuangzhe; Heyde, Chris C. 11 2008 Asymptotic renewal results for a natural generalization of classical renewal theory. Zbl 0166.14003Heyde, C. C. 11 1967 A rate of convergence result for the super-critical Galton-Watson process. Zbl 0198.22501Heyde, C. C. 11 1970 Two probability theorems and their application to some first passage problems. Zbl 0124.08501Heyde, C. C. 10 1964 Some remarks on the moment problem. I. Zbl 0112.10005Heyde, C. C. 10 1963 Fixed sample and asymptotic optimality for classes of estimating functions. Zbl 0684.62066Heyde, C. C. 9 1988 On a class of random field models which allows long range dependence. Zbl 0711.62086Gay, R.; Heyde, C. C. 9 1990 Stochastic models for fractal processes. Zbl 0954.62099Anh, V. V.; Heyde, C. C.; Tieng, Q. 9 1999 Empirical realities for a minimal description risky asset model. The need for fractal features. Zbl 0999.91070Heyde, Christopher C.; Liu, Shuangzhe 9 2001 Nonstandard limit theorem for infinite variance functionals. Zbl 1144.60030Sly, Allan; Heyde, Chris 9 2008 Some almost sure convergence theorems for branching processes. Zbl 0212.19703Heyde, C. C. 9 1971 A nonuniform bound on convergence to normality. Zbl 0323.60021Heyde, C. C. 9 1975 On moment measures of departure from the normal and exponential laws. Zbl 0341.60013Heyde, 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 0387.62068Heyde, C. C. 9 1978 On the converse to the iterated logarithm law. Zbl 0159.47303Heyde, C. C. 9 1968 Invariance principles in statistics. Zbl 0473.62043Heyde, C. C. 8 1981 Multiple roots in general estimating equations. Zbl 0921.62022Heyde, C. C.; Morton, R. 8 1998 The genetic balance between random sampling and random population size. Zbl 0305.92009Heyde, C. C.; Seneta, E. 8 1975 Scaling issues for risky asset modelling. Zbl 1166.91016Heyde, Chris C. 8 2009 Uniform bounding of probability generating functions and the evolution of reproduction rates in birds. Zbl 0385.60070Heyde, C. C.; Schuh, H.-J. 8 1978 Rates of convergence in the martingale central limit theorem. Zbl 0459.60042Hall, Peter; Heyde, C. C. 7 1981 Optimal robust estimation for discrete time stochastic processes. Zbl 0655.62092Kulkarni, P. M.; Heyde, C. C. 7 1987 Statisticians of the centuries. Zbl 1016.01025 7 2001 On spaces of estimating functions. Zbl 0921.62023Lin, Y.-X.; Heyde, C. C. 7 1997 Quasi-likelihood and generalizing the EM algorithm. Zbl 0853.62021Heyde, C. C.; Morton, R. 6 1996 A quasi-likelihood approach to the REML estimating equations. Zbl 0805.62056Heyde, C. C. 6 1994 On the influence of moments on approximations by portion of a Chebyshev series in central limit convergence. Zbl 0215.25502Heyde, C. C.; Leslie, J. R. 6 1972 Improved classical limit analogues for Galton-Watson processes with or without immigration. Zbl 0219.60070Heyde, C. C.; Leslie, J. R. 6 1971 An iterated logarithm result for martingales and its application in estimation theory for autoregressive processes. Zbl 0258.60039Heyde, C. C. 6 1973 On martingale limit theory and strong convergence results for stochastic approximation procedures. Zbl 0298.62022Heyde, C. C. 6 1974 On assessing the potential severity of an outbreak of a rare infectious disease: A Bayesian approach. Zbl 0426.92020Heyde, C. C. 5 1979 New developments in inference for temporal stochastic processes. Zbl 0752.62062Heyde, C. C. 5 1992 On quasi-likelihood methods and estimation for branching processes and heteroscedastic regression models. Zbl 0781.62135Heyde, C. C.; Lin, Y.-X. 5 1992 On a unified approach to the law of the iterated logarithm for martingales. Zbl 0368.60059Hall, P. G.; Heyde, C. C. 5 1976 A limit theorem for random walks with drift. Zbl 0152.16602Heyde, C. C. 5 1967 On the asymptotic behavior of random walks on an anisotropic lattice. Zbl 0511.60066Heyde, 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 0791.62026Lin, Yan-Xia; Heyde, C. C. 4 1993 On the growth of the maximum queue length in a stable queue. Zbl 0218.60096Heyde, C. C. 4 1971 Variations on a renewal theorem of Smith. Zbl 0233.60073Heyde, C. C. 4 1968 Optimal estimation of the criticality parameter of a supercritical branching process having random environments. Zbl 0483.60082Pakes, Anthony G.; Heyde, C. C. 4 1982 A log log improvement to the Riemann hypothesis for the Hawkins random sieve. Zbl 0414.60032Heyde, C. C. 3 1978 On the survival of a gene represented in a founder population. Zbl 0461.92008Heyde, C. C. 3 1981 On the asymptotic equivalence of \(L_ p\) metrics for convergence to normality. Zbl 0535.60029Heyde, C. C.; Nakata, T. 3 1984 The effect of selection on genetic balance when the population size is varying. Zbl 0355.92016Heyde, C. C. 3 1977 Moment matrices in conditional heteroskedastic models under elliptical distributions with applications in AR-ARCH models. Zbl 1234.62121Liu, Shuangzhe; Heyde, Chris C.; Wong, Wing-Keung 3 2011 Some results on inference for stationary processes and queueing systems. Zbl 0786.62088Heyde, C. C. 3 1992 External risk measures and Basel accords. Zbl 1297.91089Kou, Steven; Peng, Xianhua; Heyde, Chris C. 53 2013 Moment matrices in conditional heteroskedastic models under elliptical distributions with applications in AR-ARCH models. Zbl 1234.62121Liu, 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 1162.60014Heyde, C. C.; Wang, Dingcheng 32 2009 Scaling issues for risky asset modelling. Zbl 1166.91016Heyde, Chris C. 8 2009 On estimation in conditional heteroskedastic time series models under non-normal distributions. Zbl 1148.62076Liu, Shuangzhe; Heyde, Chris C. 11 2008 Nonstandard limit theorem for infinite variance functionals. Zbl 1144.60030Sly, Allan; Heyde, Chris 9 2008 On changes of measure in stochastic volatility models. Zbl 1147.60321Wong, Bernard; Heyde, C. C. 15 2006 Student processes. Zbl 1081.60035Heyde, C. C.; Leonenko, N. N. 48 2005 On the martingale property of stochastic exponentials. Zbl 1066.60064Wong, Bernard; Heyde, C. C. 26 2004 On the controversy over tailweight of distributions. Zbl 1075.62039Heyde, C. C.; Kou, S. G. 19 2004 Asymptotics and criticality for a correlated Bernoulli process. Zbl 1088.60013Heyde, C. C. 17 2004 Dynamic models of long-memory processes driven by Lévy noise. Zbl 1016.60039Anh, V. V.; Heyde, C. C.; Leonenko, N. N. 33 2002 Statistical estimation of nonstationary Gaussian processes with long-range dependence and intermittency. Zbl 1059.60024Gao, Jiti; Anh, Vo; Heyde, Chris 13 2002 On modes of long-range dependence. Zbl 1016.60040Heyde, C. C. 12 2002 Parameter estimation of stochastic process with long-range dependence and intermittency. Zbl 0979.62071Gao, Jiti; Anh, Vo; Heyde, Chris; Tieng, Quang 21 2001 Empirical realities for a minimal description risky asset model. The need for fractal features. Zbl 0999.91070Heyde, Christopher C.; Liu, Shuangzhe 9 2001 Statisticians of the centuries. Zbl 1016.01025 7 2001 A note on filtering for long memory processes. Zbl 1003.62078Thavaneswaran, A.; Heyde, C. C. 2 2001 A risky asset model strong dependence through fractal activity time. Zbl 1102.62345Heyde, C. C. 27 1999 Prediction via estimating functions. Zbl 0929.62096Thavaneswaran, A.; Heyde, C. C. 20 1999 Stochastic models for fractal processes. Zbl 0954.62099Anh, 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 0921.62022Heyde, 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 0879.62076Heyde, Christopher C. 161 1997 Avoiding the likelihood. Zbl 0905.62014Heyde, C. C. 38 1997 On defining long-range dependence. Zbl 0912.60050Heyde, C. C.; Yang, Y. 27 1997 On spaces of estimating functions. Zbl 0921.62023Lin, Y.-X.; Heyde, C. C. 7 1997 Itô’s formula with respect to fractional Brownian motion and its application. Zbl 0867.60029Dai, W.; Heyde, C. C. 58 1996 On the robustness to small trends of estimation based on the smoothed periodogram. Zbl 0845.62059Heyde, C. C.; Dai, W. 12 1996 Quasi-likelihood and generalizing the EM algorithm. Zbl 0853.62021Heyde, C. C.; Morton, R. 6 1996 On the use of quasi-likelihood for estimation in hidden Markov random fields. Zbl 0848.62052Heyde, C. C. 1 1996 A conversation with Joe Gani. Zbl 0955.01545Heyde, Chris 1 1995 On asymptotic optimality of estimating functions. Zbl 0848.62015Chen, K.; Heyde, C. C. 1 1995 On the robustness of limit theorems. Zbl 0882.60019Heyde, C. C.; Dai, W. 1 1995 A quasi-likelihood approach to the REML estimating equations. Zbl 0805.62056Heyde, C. C. 6 1994 A quasi-likelihood approach to estimating parameters in diffusion-type processes. Zbl 0804.60067Heyde, C. C. 2 1994 Smoothed periodogram asymptotics and estimation for processes and fields with possible long-range dependence. Zbl 0771.60021Heyde, C. C.; Gay, R. 42 1993 Optimal estimating functions and Wedderburn’s quasi-likelihood. Zbl 0791.62026Lin, Yan-Xia; Heyde, C. C. 4 1993 Asymptotics for two-dimensional anisotropic random walks. Zbl 0783.60068Heyde, C. C. 2 1993 On constrained quasi-likelihood estimation. Zbl 0795.62018Heyde, C. C.; Morton, R. 1 1993 New developments in inference for temporal stochastic processes. Zbl 0752.62062Heyde, C. C. 5 1992 On quasi-likelihood methods and estimation for branching processes and heteroscedastic regression models. Zbl 0781.62135Heyde, C. C.; Lin, Y.-X. 5 1992 Some results on inference for stationary processes and queueing systems. Zbl 0786.62088Heyde, C. C. 3 1992 On best asymptotic confidence intervals for parameters of stochastic processes. Zbl 0745.62027Heyde, C. C. 1 1992 Thoughts on the modelling and identification of random processes and fields subject to possible long-range dependence. Zbl 0761.62128Heyde, C. C.; Gay, Roger 1 1992 Approximate confidence zones in an estimating function context. Zbl 0755.62035Heyde, C. C.; Lin, Y.-X. 2 1991 On a class of random field models which allows long range dependence. Zbl 0711.62086Gay, R.; Heyde, C. C. 9 1990 On asymptotic quasi-likelihood estimation. Zbl 0684.62067Heyde, C. C.; Gay, R. 13 1989 On efficiency for quasi-likelihood and composite quasi-likelihood methods. Zbl 0729.62552Heyde, C. C. 1 1989 Fixed sample and asymptotic optimality for classes of estimating functions. Zbl 0684.62066Heyde, 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 0671.62007Godambe, V. P.; Heyde, C. C. 111 1987 On combining quasi-likelihood estimating functions. Zbl 0636.62086Heyde, C. C. 19 1987 Optimal robust estimation for discrete time stochastic processes. Zbl 0655.62092Kulkarni, P. M.; Heyde, C. C. 7 1987 Confidence intervals for demographic projections based on products of random matrices. Zbl 0584.92015Heyde, C. C.; Cohen, Joel E. 13 1985 On inference for demographic projection of small populations. Zbl 1375.91209Heyde, C. C. 1 1985 An asymptotic representation for products of random matrices. Zbl 0576.60025Heyde, C. C. 1 1985 On the asymptotic equivalence of \(L_ p\) metrics for convergence to normality. Zbl 0535.60029Heyde, C. C.; Nakata, T. 3 1984 On limit theorems for gene survival. Zbl 0567.92007Heyde, C. C. 1 1984 An alternative approach to asymptotic results on genetic composition when the population size is varying. Zbl 0531.92014Heyde, C. C. 1 1983 On the number of terminal vertices in certain random trees with an application to stemma construction in philology. Zbl 0487.60012Najock, D.; Heyde, C. C. 24 1982 On the asymptotic behavior of random walks on an anisotropic lattice. Zbl 0511.60066Heyde, C. C. 5 1982 Optimal estimation of the criticality parameter of a supercritical branching process having random environments. Zbl 0483.60082Pakes, Anthony G.; Heyde, C. C. 4 1982 The asymptotic behavior of a random walk on a dual-medium lattice. Zbl 0512.60063Heyde, 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 0489.92012Heyde, C. C. 2 1982 Further results on the survival of a gene represented in a founder population. Zbl 0493.92015Daley, D. J.; Hall, Peter; Heyde, C. C. 1 1982 Invariance principles in statistics. Zbl 0473.62043Heyde, C. C. 8 1981 Rates of convergence in the martingale central limit theorem. Zbl 0459.60042Hall, Peter; Heyde, C. C. 7 1981 On the survival of a gene represented in a founder population. Zbl 0461.92008Heyde, C. C. 3 1981 On Fibonacci (or lagged Bienayme-Galton-Watson) branching processes. Zbl 0478.60087Heyde, C. C. 1 1981 Martingale limit theory and its application. Zbl 0462.60045Hall, P.; Heyde, C. C. 1,611 1980 On a probabilistic analogue of the Fibonacci sequence. Zbl 0443.60043Heyde, C. C. 1 1980 On asymptotic posterior normality for stochastic processes. Zbl 0408.62073Heyde, C. C.; Johnstone, I. M. 20 1979 On assessing the potential severity of an outbreak of a rare infectious disease: A Bayesian approach. Zbl 0426.92020Heyde, C. C. 5 1979 On an optimal asymptotic property of the maximum likelihood estimator of a parameter from a stochastic process. Zbl 0387.62068Heyde, C. C. 9 1978 Uniform bounding of probability generating functions and the evolution of reproduction rates in birds. Zbl 0385.60070Heyde, C. C.; Schuh, H.-J. 8 1978 A log log improvement to the Riemann hypothesis for the Hawkins random sieve. Zbl 0414.60032Heyde, C. C. 3 1978 On central limit and iterated logarithm supplements to the martingale convergence theorem. Zbl 0385.60033Heyde, C. C. 26 1977 The effect of selection on genetic balance when the population size is varying. Zbl 0355.92016Heyde, C. C. 3 1977 An optimal property of maximum likelihood with application to branching process estimation. Zbl 0515.62082Heyde, C. C. 2 1977 Asymptotic properties of maximum likelihood estimators for stochastic processes. Zbl 0388.62079Basawa, I. V.; Feigin, P. D.; Heyde, C. C. 20 1976 On moment measures of departure from the normal and exponential laws. Zbl 0341.60013Heyde, C. C.; Leslie, J. R. 9 1976 On a unified approach to the law of the iterated logarithm for martingales. Zbl 0368.60059Hall, P. G.; Heyde, C. C. 5 1976 On asymptotic behavior for the Hawkins random sieve. Zbl 0336.60030Heyde, C. C. 3 1976 A supplement to the strong law of large numbers. Zbl 0305.60008Heyde, C. C. 67 1975 On the central limit theorem and iterated logarithm law for stationary processes. Zbl 0287.60035Heyde, C. C. 23 1975 Remarks on efficiency in estimation for branching processes. Zbl 0297.62069Heyde, C. C. 16 1975 A nonuniform bound on convergence to normality. Zbl 0323.60021Heyde, C. C. 9 1975 The genetic balance between random sampling and random population size. Zbl 0305.92009Heyde, C. C.; Seneta, E. 8 1975 On the central limit theorem for stationary processes. Zbl 0297.60014Heyde, C. C. 26 1974 Notes on ’Estimation theory for growth and immigration rates in a multiplicative process’. Zbl 0294.60063Heyde, C. C.; Seneta, E. 16 1974 On estimating the variance of the offspring distribution in a simple branching process. Zbl 0305.60044Heyde, C. C. 13 1974 On martingale limit theory and strong convergence results for stochastic approximation procedures. Zbl 0298.62022Heyde, C. C. 6 1974 An iterated logarithm result for autocorrelations of a stationary linear process. Zbl 0283.62084Heyde, C. C. 2 1974 Invariance principles for the law of the iterated logarithm for martingales and processes with stationary increments. Zbl 0259.60021Heyde, C. C.; Scott, D. J. 38 1973 An iterated logarithm result for martingales and its application in estimation theory for autoregressive processes. Zbl 0258.60039Heyde, C. C. 6 1973 On the uniform metric in the context of convergence to normality. Zbl 0256.60010Heyde, C. C. 3 1973 Revisits for transient random walk. Zbl 0256.60042Heyde, C. C. 1 1973 Estimation theory for growth and immigration rates in a multiplicative process. Zbl 0243.60047Heyde, C. C.; Seneta, E. 44 1972 ...and 40 more Documents all cited Publications top 5 cited Publications all top 5 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 all top 5 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. 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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 all top 5 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) Citations by Year Wikidata Timeline The data are displayed as stored in Wikidata under a Creative Commons CC0 License. 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