Edit Profile Heyde, Christopher Charles Compute Distance To: Compute Author ID: heyde.christopher-charles Published as: Heyde, C.; Heyde, C. C.; Heyde, Chris; Heyde, Chris C.; Heyde, Christopher C.; Heyde, Christopher Charles External Links: MGP · Wikidata Documents Indexed: 167 Publications since 1963, including 9 Books Biographic References: 4 Publications all top 5 Co-Authors 98 single-authored 7 Seneta, Eugene 5 Anh, Vo V. 4 Gay, Roger 4 Hall, Peter Gavin 4 Lin, Yanxia 3 Leslie, Julian R. 3 Liu, Shuangzhe 3 Wong, Bernard 2 Basawa, Ishwar V. 2 Brown, Bruce M. 2 Dai, Wangchen 2 Gao, Jiti 2 Leonenko, Nikolai N. 2 Morton, Richard 2 Thavaneswaran, Aerambamoorthy 2 Tieng, Quang Minh 1 Accardi, Luigi 1 Au, K. 1 Becker, Niels G. 1 Chen, Kejing 1 Cohen, Joel E. 1 Dai, Wei 1 Daley, Daryl John 1 Ewens, Warren J. 1 Feigin, Paul David 1 Godambe, Vidyadhar P. 1 Hannan, Edward James 1 Johnstone, Iain M. 1 Kou, Shing-Gang 1 Kou, Steven 1 Kulkarni, Pandu M. 1 Morton, Rebecca B. 1 Najock, D. 1 Nakata, Taisuke 1 Pakes, Anthony G. 1 Peng, Xianhua 1 Prokhorov, Yuriĭ Vasil’evich 1 Pyke, Ronald 1 Rachev, Svetlozar T. 1 Rohatgi, Vijay K. 1 Schuh, Hans-Jürgen 1 Scott, David John 1 Sly, Allan 1 Taylor, Robert Lee 1 Wang, Dingcheng 1 Westcott, Mark 1 Williams, Emlyn R. 1 Wong, Wing-Keung 1 Yang, Yuecheng 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 Institute of Mathematical Statistics Lecture Notes - Monograph Series 1 Journal of Statistical Theory and Practice 1 Springer Series in Statistics all top 5 Fields 91 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) 1 Partial differential equations (35-XX) 1 Harmonic analysis on Euclidean spaces (42-XX) 1 Statistical mechanics, structure of matter (82-XX) 1 Operations research, mathematical programming (90-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 140 Publications have been cited 3,401 times in 2,755 Documents Cited by ▼ Year ▼ Martingale limit theory and its application. Zbl 0462.60045Hall, P.; Heyde, C. C. 1,505 1980 Quasi-likelihood and its application. A general approach to optimal parameter estimation. Zbl 0879.62076Heyde, Christopher C. 189 1997 Quasi-likelihood and optimal estimation. Zbl 0671.62007Godambe, V. P.; Heyde, C. C. 106 1987 A supplement to the strong law of large numbers. Zbl 0305.60008Heyde, C. C. 65 1975 Itô’s formula with respect to fractional Brownian motion and its application. Zbl 0867.60029Dai, W.; Heyde, C. C. 51 1996 Student processes. Zbl 1081.60035Heyde, C. C.; Leonenko, N. N. 46 2005 Estimation theory for growth and immigration rates in a multiplicative process. Zbl 0243.60047Heyde, C. C.; Seneta, E. 41 1972 On limit theorems for quadratic functions of discrete time series. Zbl 0254.62057Hannan, E. J.; Heyde, C. C. 40 1972 On the departure from normality of a certain class of martingales. Zbl 0225.60026Heyde, C. C.; Brown, B. M. 40 1970 On large deviation probabilities in the case of attraction to a non- normal stable law. Zbl 0182.22903Heyde, C. C. 40 1968 External risk measures and Basel accords. Zbl 1297.91089Kou, Steven; Peng, Xianhua; Heyde, Chris C. 39 2013 Extension of a result of Seneta for the super-crtical Galton-Watson process. Zbl 0195.19201Heyde, C. C. 39 1970 On large deviation problems for sums of random variables which are not attracted to the normal law. Zbl 0189.51704Heyde, C. C. 39 1967 Avoiding the likelihood. Zbl 0905.62014Heyde, C. C. 38 1997 Smoothed periodogram asymptotics and estimation for processes and fields with possible long-range dependence. Zbl 0771.60021Heyde, C. C.; Gay, R. 38 1993 Invariance principles for the law of the iterated logarithm for martingales and processes with stationary increments. Zbl 0259.60021Heyde, C. C.; Scott, D. J. 32 1973 A contribution to the theory of large deviations for sums of independent random variables. Zbl 0158.17001Heyde, C. C. 32 1967 Dynamic models of long-memory processes driven by Lévy noise. Zbl 1016.60039Anh, V. V.; Heyde, C. C.; Leonenko, N. N. 31 2002 Finite-time ruin probability with an exponential Lévy process investment return and heavy-tailed claims. Zbl 1162.60014Heyde, C. C.; Wang, Dingcheng 27 2009 A risky asset model strong dependence through fractal activity time. Zbl 1102.62345Heyde, C. C. 26 1999 On a property of the lognormal distribution. Zbl 0114.33802Heyde, C. C. 26 1963 On the martingale property of stochastic exponentials. Zbl 1066.60064Wong, Bernard; Heyde, C. C. 25 2004 On defining long-range dependence. Zbl 0912.60050Heyde, C. C.; Yang, Y. 25 1997 On the central limit theorem for stationary processes. Zbl 0297.60014Heyde, C. C. 25 1974 On central limit and iterated logarithm supplements to the martingale convergence theorem. Zbl 0385.60033Heyde, C. C. 24 1977 A pair of complementary theorems on convergence rates in the law of large numbers. Zbl 0147.16905Heyde, C. C.; Rohatgi, V. K. 24 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. 22 1982 On the central limit theorem and iterated logarithm law for stationary processes. Zbl 0287.60035Heyde, C. C. 22 1975 On the influence of moments on the rate of convergence to the normal distribution. Zbl 0149.14001Heyde, C. C. 21 1967 Prediction via estimating functions. Zbl 0929.62096Thavaneswaran, A.; Heyde, C. C. 19 1999 On combining quasi-likelihood estimating functions. Zbl 0636.62086Heyde, C. C. 19 1987 On asymptotic posterior normality for stochastic processes. Zbl 0408.62073Heyde, C. C.; Johnstone, I. M. 19 1979 Asymptotic properties of maximum likelihood estimators for stochastic processes. Zbl 0388.62079Basawa, I. V.; Feigin, P. D.; Heyde, C. C. 19 1976 An invariance principle and some convergence rate results for branching processes. Zbl 0212.49505Heyde, C. C.; Brown, B. M. 19 1971 Some central limit analogues for super-critical Galton-Watson processes. Zbl 0222.60054Heyde, C. C. 18 1971 On the controversy over tailweight of distributions. Zbl 1075.62039Heyde, C. C.; Kou, S. G. 17 2004 Parameter estimation of stochastic process with long-range dependence and intermittency. Zbl 0979.62071Gao, Jiti; Anh, Vo; Heyde, Chris; Tieng, Quang 17 2001 Characterization of the normal law by the symmetry of a certain conditional distribution. Zbl 0209.50702Heyde, C. C. 17 1970 Remarks on efficiency in estimation for branching processes. Zbl 0297.62069Heyde, C. C. 16 1975 Notes on ’Estimation theory for growth and immigration rates in a multiplicative process’. Zbl 0294.60063Heyde, C. C.; Seneta, E. 15 1974 On the maximum of sums of random variables and the supremum functional for stable processes. Zbl 0192.55003Heyde, C. C. 15 1969 A note concerning behaviour of iterated logarithm type. Zbl 0185.46901Heyde, C. C. 15 1969 Asymptotics and criticality for a correlated Bernoulli process. Zbl 1088.60013Heyde, C. C. 14 2004 Some properties of metrics in a study on convergence to normality. Zbl 0169.20902Heyde, C. C. 14 1969 Some renewal theorems with application to a first passage problem. Zbl 0143.19102Heyde, C. C. 14 1966 On changes of measure in stochastic volatility models. Zbl 1147.60321Wong, Bernard; Heyde, C. C. 13 2006 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 Analogues of classical limit theorems for the supercritical Galton-Watson process with immigration. Zbl 0224.60042Heyde, C. C.; Seneta, E. 13 1971 On asymptotic quasi-likelihood estimation. Zbl 0684.62067Heyde, C. C.; Gay, R. 12 1989 Confidence intervals for demographic projections based on products of random matrices. Zbl 0584.92015Heyde, C. C.; Cohen, Joel E. 12 1985 Asymptotic renewal results for a natural generalization of classical renewal theory. Zbl 0166.14003Heyde, C. C. 11 1967 On modes of long-range dependence. Zbl 1016.60040Heyde, C. C. 10 2002 Some remarks on the moment problem. I. Zbl 0112.10005Heyde, C. C. 10 1963 Empirical realities for a minimal description risky asset model. The need for fractal features. Zbl 0999.91070Heyde, Christopher C.; Liu, Shuangzhe 9 2001 Stochastic models for fractal processes. Zbl 0954.62099Anh, V. V.; Heyde, C. C.; Tieng, Q. 9 1999 On the robustness to small trends of estimation based on the smoothed periodogram. Zbl 0845.62059Heyde, C. C.; Dai, W. 9 1996 Fixed sample and asymptotic optimality for classes of estimating functions. Zbl 0684.62066Heyde, C. C. 9 1988 Rates of convergence in the martingale central limit theorem. Zbl 0459.60042Hall, Peter; Heyde, C. C. 9 1981 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 moment measures of departure from the normal and exponential laws. Zbl 0341.60013Heyde, C. C.; Leslie, J. R. 9 1976 A nonuniform bound on convergence to normality. Zbl 0323.60021Heyde, C. C. 9 1975 On the converse to the iterated logarithm law. Zbl 0159.47303Heyde, C. C. 9 1968 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. 8 2008 Nonstandard limit theorem for infinite variance functionals. Zbl 1144.60030Sly, Allan; Heyde, Chris 8 2008 Statisticians of the centuries. Zbl 1016.01025Heyde, C. C. (ed.); Seneta, E. (ed.) 8 2001 A quasi-likelihood approach to the REML estimating equations. Zbl 0805.62056Heyde, C. C. 8 1994 On a class of random field models which allows long range dependence. Zbl 0711.62086Gay, R.; Heyde, C. C. 8 1990 The genetic balance between random sampling and random population size. Zbl 0305.92009Heyde, C. C.; Seneta, E. 8 1975 Some almost sure convergence theorems for branching processes. Zbl 0212.19703Heyde, C. C. 8 1971 Two probability theorems and their application to some first passage problems. Zbl 0124.08501Heyde, C. C. 8 1964 Multiple roots in general estimating equations. Zbl 0921.62022Heyde, C. C.; Morton, R. 7 1998 On spaces of estimating functions. Zbl 0921.62023Lin, Y.-X.; Heyde, C. C. 7 1997 Optimal robust estimation for discrete time stochastic processes. Zbl 0655.62092Kulkarni, P. M.; Heyde, C. C. 7 1987 Invariance principles in statistics. Zbl 0473.62043Heyde, C. C. 7 1981 Uniform bounding of probability generating functions and the evolution of reproduction rates in birds. Zbl 0385.60070Heyde, C. C.; Schuh, H.-J. 7 1978 Quasi-likelihood and generalizing the EM algorithm. Zbl 0853.62021Heyde, C. C.; Morton, R. 6 1996 On quasi-likelihood methods and estimation for branching processes and heteroscedastic regression models. Zbl 0781.62135Heyde, C. C.; Lin, Y.-X. 6 1992 On martingale limit theory and strong convergence results for stochastic approximation procedures. Zbl 0298.62022Heyde, C. C. 6 1974 An iterated logarithm result for martingales and its application in estimation theory for autoregressive processes. Zbl 0258.60039Heyde, C. C. 6 1973 A rate of convergence result for the super-critical Galton-Watson process. Zbl 0198.22501Heyde, C. C. 6 1970 Special issue on Long-range dependence. Queensland Univ. of Technology, Brisbane, Australia, January 28–30, 1997. Zbl 0929.00050Anh, V. V. (ed.); Heyde, C. C. (ed.) 5 1999 New developments in inference for temporal stochastic processes. Zbl 0752.62062Heyde, C. C. 5 1992 On assessing the potential severity of an outbreak of a rare infectious disease: A Bayesian approach. Zbl 0426.92020Heyde, C. C. 5 1979 On a unified approach to the law of the iterated logarithm for martingales. Zbl 0368.60059Hall, P. G.; Heyde, C. C. 5 1976 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. 5 1972 Improved classical limit analogues for Galton-Watson processes with or without immigration. Zbl 0219.60070Heyde, C. C.; Leslie, J. R. 5 1971 A limit theorem for random walks with drift. Zbl 0152.16602Heyde, C. C. 5 1967 Optimal estimating functions and Wedderburn’s quasi-likelihood. Zbl 0791.62026Lin, Yan-Xia; Heyde, C. C. 4 1993 On the asymptotic behavior of random walks on an anisotropic lattice. Zbl 0511.60066Heyde, C. C. 4 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 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 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 On the asymptotic equivalence of \(L_ p\) metrics for convergence to normality. Zbl 0535.60029Heyde, C. C.; Nakata, T. 3 1984 On the survival of a gene represented in a founder population. Zbl 0461.92008Heyde, C. C. 3 1981 A log log improvement to the Riemann hypothesis for the Hawkins random sieve. Zbl 0414.60032Heyde, C. C. 3 1978 The effect of selection on genetic balance when the population size is varying. Zbl 0355.92016Heyde, C. C. 3 1977 External risk measures and Basel accords. Zbl 1297.91089Kou, Steven; Peng, Xianhua; Heyde, Chris C. 39 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 27 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. 8 2008 Nonstandard limit theorem for infinite variance functionals. Zbl 1144.60030Sly, Allan; Heyde, Chris 8 2008 On changes of measure in stochastic volatility models. Zbl 1147.60321Wong, Bernard; Heyde, C. C. 13 2006 Student processes. Zbl 1081.60035Heyde, C. C.; Leonenko, N. N. 46 2005 On the martingale property of stochastic exponentials. Zbl 1066.60064Wong, Bernard; Heyde, C. C. 25 2004 On the controversy over tailweight of distributions. Zbl 1075.62039Heyde, C. C.; Kou, S. G. 17 2004 Asymptotics and criticality for a correlated Bernoulli process. Zbl 1088.60013Heyde, C. C. 14 2004 Dynamic models of long-memory processes driven by Lévy noise. Zbl 1016.60039Anh, V. V.; Heyde, C. C.; Leonenko, N. N. 31 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. 10 2002 Parameter estimation of stochastic process with long-range dependence and intermittency. Zbl 0979.62071Gao, Jiti; Anh, Vo; Heyde, Chris; Tieng, Quang 17 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 1016.01025Heyde, C. C. (ed.); Seneta, E. (ed.) 8 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. 26 1999 Prediction via estimating functions. Zbl 0929.62096Thavaneswaran, A.; Heyde, C. C. 19 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 0929.00050Anh, V. V. (ed.); Heyde, C. C. (ed.) 5 1999 Multiple roots in general estimating equations. Zbl 0921.62022Heyde, C. C.; Morton, R. 7 1998 Probability towards 2000. Symposium, Columbia Univ., New York, NY, USA, October 2–6, 1995. Zbl 1041.00508Accardi, L. (ed.); Heyde, C. C. (ed.) 1 1998 Quasi-likelihood and its application. A general approach to optimal parameter estimation. Zbl 0879.62076Heyde, Christopher C. 189 1997 Avoiding the likelihood. Zbl 0905.62014Heyde, C. C. 38 1997 On defining long-range dependence. Zbl 0912.60050Heyde, C. C.; Yang, Y. 25 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. 51 1996 On the robustness to small trends of estimation based on the smoothed periodogram. Zbl 0845.62059Heyde, C. C.; Dai, W. 9 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 the robustness of limit theorems. Zbl 0882.60019Heyde, C. C.; Dai, W. 1 1995 On asymptotic optimality of estimating functions. Zbl 0848.62015Chen, K.; Heyde, C. C. 1 1995 A quasi-likelihood approach to the REML estimating equations. Zbl 0805.62056Heyde, C. C. 8 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. 38 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 On quasi-likelihood methods and estimation for branching processes and heteroscedastic regression models. Zbl 0781.62135Heyde, C. C.; Lin, Y.-X. 6 1992 New developments in inference for temporal stochastic processes. Zbl 0752.62062Heyde, C. C. 5 1992 Some results on inference for stationary processes and queueing systems. Zbl 0786.62088Heyde, C. C. 3 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 On best asymptotic confidence intervals for parameters of stochastic processes. Zbl 0745.62027Heyde, C. C. 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. 8 1990 On asymptotic quasi-likelihood estimation. Zbl 0684.62067Heyde, C. C.; Gay, R. 12 1989 On efficiency for quasi-likelihood and composite quasi-likelihood methods. Zbl 0729.62552Heyde, C. C. 2 1989 Fixed sample and asymptotic optimality for classes of estimating functions. Zbl 0684.62066Heyde, C. C. 9 1988 Quasi-likelihood and optimal estimation. Zbl 0671.62007Godambe, V. P.; Heyde, C. C. 106 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. 12 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. 22 1982 On the asymptotic behavior of random walks on an anisotropic lattice. Zbl 0511.60066Heyde, C. C. 4 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. 2 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 Rates of convergence in the martingale central limit theorem. Zbl 0459.60042Hall, Peter; Heyde, C. C. 9 1981 Invariance principles in statistics. Zbl 0473.62043Heyde, 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. 1,505 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. 19 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. 7 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. 24 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. 19 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. 65 1975 On the central limit theorem and iterated logarithm law for stationary processes. Zbl 0287.60035Heyde, C. C. 22 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. 25 1974 Notes on ’Estimation theory for growth and immigration rates in a multiplicative process’. Zbl 0294.60063Heyde, C. C.; Seneta, E. 15 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. 32 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. 41 1972 On limit theorems for quadratic functions of discrete time series. Zbl 0254.62057Hannan, E. J.; Heyde, C. C. 40 1972 ...and 40 more Documents all cited Publications top 5 cited Publications all top 5 Cited by 2,999 Authors 47 Heyde, Christopher Charles 44 Leonenko, Nikolai N. 41 Liang, Hanying 33 Hall, Peter Gavin 26 Zhang, Li-Xin 23 Basawa, Ishwar V. 22 Horváth, Lajos 22 Thavaneswaran, Aerambamoorthy 21 Peligrad, Magda 20 Wang, Dehui 19 Hu, Shuhe 18 Merlevède, Florence 18 Phillips, Peter Charles Bonest 18 Volný, Dalibor 17 Mahmoud, Hosam M. 16 Gao, Jiti 16 Seneta, Eugene 15 Anh, Vo V. 15 Dedecker, Jérôme 14 Hu, Feifang 14 Hwang, Sun Young 13 Berkes, István 13 Fort, Gersende 13 Masry, Elias 13 Mykland, Per Aslak 13 Rosalsky, Andrew 13 Yang, Wenzhi 12 Bai, Zhi-Dong 12 Crimaldi, Irene 12 Fu, Ke’ang 12 Koul, Hira Lal 12 Lin, Yanxia 12 Wang, Xuejun 11 Cai, Zongwu 11 Fan, Guoliang 11 Fel’dman, Gennadiĭ Mikhaĭlovich 11 Park, Joon Y. 11 Peng, Liang 11 Wang, Dingcheng 11 Wu, Wei Biao 10 Gut, Allan 10 Laib, Naâmane 10 Li, Deli 10 Lin, Lu 10 Ruiz-Medina, María Dolores 10 Sorensen, Michael 10 Surgailis, Donatas 10 Wang, Qiying 9 Chan, Ngai Hang 9 de Uña-Álvarez, Jacobo 9 Doukhan, Paul 9 Fan, Xiequan 9 Ling, Shiqing 9 Ma, Chunsheng 9 Maller, Ross Arthur 9 Nielsen, Morten Ørregaard 9 Pagès, Gilles 9 Pakes, Anthony G. 9 Qi, Yongcheng 9 Tjøstheim, Dag B. 8 Lin, Jinguan 8 Lin, Zhengyan 8 Liu, Quansheng 8 Mokkadem, Abdelkader 8 Moulines, Eric 8 Rahimov, Ibrahim 8 Sakhno, Lyudmyla Mykhaĭlivna 8 Sunklodas, Jonas Kazys 8 Wang, Yougan 8 Yang, Kai 8 Yin, Gang George 8 Zhang, Lan 7 Appadoo, S. S. 7 Atchadé, Yves F. 7 Comte, Fabienne 7 Fokianos, Konstantinos 7 Glynn, Peter W. 7 Iksanov, Aleksander M. 7 Kifer, Yuri 7 Kokoszka, Piotr S. 7 Lee, Sangyeol 7 Linton, Oliver Bruce 7 Liu, Shuangzhe 7 Mukherjee, Kanchan 7 Nualart, David 7 Pelletier, Mariane 7 Pratelli, Luca 7 Robinson, Peter Michael 7 Rosenberger, William F. 7 Shao, Qi-Man 7 Sikorskii, Alla 7 Sriram, T. N. 7 Su, Chun 7 Woodroofe, Michael Barrett 7 Zang, Qingpei 7 Zhao, Zhiwen 6 Alsmeyer, Gerold 6 Angulo, José Miguel 6 Beran, Jan 6 Bercu, Bernard ...and 2,899 more Authors all top 5 Cited in 307 Serials 196 Stochastic Processes and their Applications 187 Statistics & Probability Letters 147 Journal of Econometrics 140 Journal of Statistical Planning and Inference 102 Journal of Multivariate Analysis 81 The Annals of Statistics 79 Communications in Statistics. Theory and Methods 59 Journal of Applied Probability 55 Journal of Time Series Analysis 51 Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete 49 Bernoulli 47 The Annals of Probability 47 Econometric Theory 45 Probability Theory and Related Fields 45 The Annals of Applied Probability 41 Journal of Theoretical Probability 39 Lithuanian Mathematical Journal 35 Advances in Applied Probability 32 Journal of Mathematical Analysis and Applications 32 Statistics 29 Computational Statistics and Data Analysis 28 Stochastic Analysis and Applications 25 The Canadian Journal of Statistics 25 Annals of the Institute of Statistical Mathematics 25 Journal of Nonparametric Statistics 22 Acta Mathematicae Applicatae Sinica. English Series 20 Electronic Journal of Statistics 19 Journal of Statistical Physics 19 Statistical Papers 19 Acta Mathematica Sinica. 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Probabilités et Statistiques 9 Statistical Methodology 8 Journal of Mathematical Physics 8 Insurance Mathematics & Economics 8 Acta Mathematica Hungarica 8 European Journal of Operational Research 8 Abstract and Applied Analysis 7 Computers & Mathematics with Applications 7 Mathematics and Computers in Simulation 7 Proceedings of the American Mathematical Society 7 Sequential Analysis 7 Queueing Systems 7 Annals of Operations Research 7 Journal of Mathematical Sciences (New York) 7 The Annals of Applied Statistics 6 Stochastics 6 Applied Mathematics and Computation 6 Journal of the American Statistical Association 6 Monatshefte für Mathematik 6 Systems & Control Letters 6 Operations Research Letters 6 Journal of Economic Dynamics & Control 6 Theory of Probability and Mathematical Statistics 6 Mathematical Problems in Engineering 6 Finance and Stochastics 6 Mathematical Finance 6 The Econometrics Journal 6 Brazilian Journal of Probability and Statistics 6 Journal of Systems Science and Complexity 6 Stochastic Models 5 Acta Mathematica Academiae Scientiarum Hungaricae 5 Mathematical Notes 5 Rocky Mountain Journal of Mathematics 5 Siberian Mathematical Journal 5 Computational Statistics 5 Applied Mathematics. Series B (English Edition) 5 International Journal of Theoretical and Applied Finance 5 Statistical Methods and Applications 5 Stochastics ...and 207 more Serials all top 5 Cited in 48 Fields 1,594 Statistics (62-XX) 1,555 Probability theory and stochastic processes (60-XX) 248 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 216 Numerical analysis (65-XX) 63 Biology and other natural sciences (92-XX) 57 Systems theory; control (93-XX) 53 Operations research, mathematical programming (90-XX) 50 Dynamical systems and ergodic theory (37-XX) 46 Combinatorics (05-XX) 45 Statistical mechanics, structure of matter (82-XX) 30 Partial differential equations (35-XX) 25 Computer science (68-XX) 23 Measure and integration (28-XX) 21 Harmonic analysis on Euclidean spaces (42-XX) 17 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) 12 Information and communication theory, circuits (94-XX) 11 Number theory (11-XX) 10 Ordinary differential equations (34-XX) 8 Real functions (26-XX) 7 Operator theory (47-XX) 7 Fluid mechanics (76-XX) 6 Functions of a complex variable (30-XX) 6 Special functions (33-XX) 6 Quantum theory (81-XX) 5 Approximations and expansions (41-XX) 5 Integral equations (45-XX) 5 Geophysics (86-XX) 4 Topological groups, Lie groups (22-XX) 4 Difference and functional equations (39-XX) 4 Calculus of variations and optimal control; optimization (49-XX) 3 Mathematical logic and foundations (03-XX) 3 Global analysis, analysis on manifolds (58-XX) 2 Potential theory (31-XX) 2 Sequences, series, summability (40-XX) 2 Abstract harmonic analysis (43-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 Group theory and generalizations (20-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) 1 Optics, electromagnetic theory (78-XX) Citations by Year Wikidata Timeline The data are displayed as stored in Wikidata under a Creative Commons CC0 License. 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