×

McCormick, William P.

Compute Distance To:
Author ID: mccormick.william-p Recent zbMATH articles by "McCormick, William P."
Published as: McCormick, William P.; McCormick, W. P.; Mccormick, W. P.
External Links: MGP
Documents Indexed: 63 Publications since 1980, including 1 Book
Co-Authors: 24 Co-Authors with 53 Joint Publications
440 Co-Co-Authors

Publications by Year

Citations contained in zbMATH Open

46 Publications have been cited 448 times in 331 Documents Cited by Year
Bootstrapping unstable first-order autoregressive processes. Zbl 0725.62076
Basawa, I. V.; Mallik, A. K.; McCormick, W. P.; Reeves, J. H.; Taylor, R. L.
71
1991
Calculating the extremal index for a class of stationary sequences. Zbl 0741.60042
Chernick, Michael R.; Hsing, Tailen; McCormick, William P.
44
1991
Bootstrapping explosive autoregressive processes. Zbl 0694.62038
Basawa, I. V.; Mallik, A. K.; McCormick, W. P.; Taylor, R. L.
23
1989
Estimation for first-order autoregressive processes with positive or bounded innovations. Zbl 0692.62070
Davis, Richard A.; McCormick, William P.
22
1989
Bootstrap test of significance and sequential bootstrap estimation for unstable first order autoregressive processes. Zbl 0724.62089
Basawa, I. V.; Mallik, A. K.; McCormick, W. P.; Reeves, J. H.; Taylor, R. L.
21
1991
Asymptotic expansions for infinite weighted convolutions of heavy tail distributions and applications. Zbl 1172.62005
Barbe, Ph.; McCormick, W. P.
19
2009
Asymptotic distribution for the sum and maximum of Gaussian processes. Zbl 0986.60043
McCormick, W. P.; Qi, Y.
18
2000
Asymptotic distribution of sum and maximum for Gaussian processes. Zbl 0978.60055
Ho, Hwai-Chung; McCormick, William P.
16
1999
Asymptotic expansions of convolutions of regularly varying distributions. Zbl 1071.62016
Barbe, Philippe; McCormick, William P.
16
2005
Confidence bands in generalized linear models. Zbl 1106.62343
Sun, Jiayang; Loader, Catherine; McCormick, William P.
14
2000
Weak convergence for the maxima of stationary Gaussian processes using random normalization. Zbl 0434.60033
McCormick, William P.
14
1980
Regeneration-based bootstrap for Markov chains. Zbl 0780.62063
Datta, Somnath; McCormick, William P.
12
1993
Inference for the tail parameters of a linear process with heavy tail innovations. Zbl 0903.62069
Datta, Somnath; McCormick, William P.
11
1998
Limiting properties of Poisson shot noise processes. Zbl 1068.60031
Lund, Robert; McCormick, William P.; Xiao, Yuanhui
11
2004
Asymptotic analysis of extremes from autoregressive negative binomial processes. Zbl 0783.60028
McCormick, William P.; Park, You Sung
10
1992
Extremes for shot noise processes with heavy tailed amplitudes. Zbl 0886.60041
McCormick, William P.
10
1997
Asymptotic bootstrap validity for finite Markov chains. Zbl 0900.62450
Basawa, I. V.; Green, T. A.; McCormick, W. P.; Taylor, R. L.
9
1990
Bootstrap inference for a first-order autoregression with positive innovations. Zbl 0868.62068
Datta, Somnath; McCormick, William P.
9
1995
Sums and maxima of discrete stationary processes. Zbl 0793.60055
McCormick, William P.; Sun, Jiayang
8
1993
On the first-order Edgeworth expansion for a Markov chain. Zbl 0770.60023
Datta, Somnath; McCormick, William P.
7
1993
Approximating the distribution of the maximum queue length for \(M/M/s\) queues. Zbl 0827.60076
McCormick, William P.; Park, You Sung
6
1992
Bootstrap for a finite state Markov chain based on i.i.d. resampling. Zbl 0846.62062
Datta, Somnath; McCormick, William P.
6
1992
Asymptotic expansions for distributions of compound sums of random variables with rapidly varying subexponential distributions. Zbl 1145.62011
Barbe, Ph.; McCormick, W. P.; Zhang, Chenhua
6
2007
Distributional properties of Jaccard’s index of similarity. Zbl 0800.92031
McCormick, W. P.; Lyons, N. I.; Hutcheson, K.
5
1992
Some continuous Edgeworth expansions for Markov chains with applications to bootstrap. Zbl 0811.62078
Datta, Somnath; McCormick, William P.
5
1995
An extension to a strong law result of Mittal and Ylvisaker for the maxima of stationary Gaussian processes. Zbl 0451.60040
McCormick, William P.
5
1980
A bootstrap approximation to the joint distribution of sum and maximum of a stationary sequence. Zbl 0941.62050
Mathew, G.; McCormick, W. P.
4
1998
Extreme value theory for processes with periodic variances. Zbl 0669.60030
Ballerini, Rocco; McCormick, William P.
4
1989
Sequential estimation for dependent oberservations with an application to non-standard autoregressive processes. Zbl 0701.62083
Basawa, I. V.; McCormick, W. P.; Sriram, T. N.
4
1990
Asymptotic expansions for infinite weighted convolutions of rapidly varying subexponential distributions. Zbl 1142.60034
Barbe, Ph.; McCormick, W. P.
4
2008
A complete Poisson convergence result for a strongly dependent isotropic Gaussian random field. Zbl 0768.60049
Mathew, George; McCormick, William P.
3
1993
Tail calculus with remainder, applications to tail expansions for infinite order moving averages, randomly stopped sums, and related topics. Zbl 1091.62006
Barbe, Ph.; McCormick, W. P.
3
2004
Nonlinear autoregression with positive innovations. Zbl 0923.62092
Datta, Somnath; Mathew, George; McCormick, William P.
3
1998
Tail expansions for the distribution of the maximum of a random walk with negative drift and regularly varying increments. Zbl 1129.60041
Barbe, Ph.; McCormick, W. P.; Zhang, Chenhua
3
2007
Invariance principles for some FARIMA and nonstationary linear processes in the domain of a stable distribution. Zbl 1271.60050
Barbe, Ph.; McCormick, W. P.
3
2012
Veraverbeke’s theorem at large: on the maximum of some processes with negative drift and heavy tail innovations. Zbl 1226.60064
Barbe, Ph.; McCormick, W. P.
3
2011
Second-order expansion for the maximum of some stationary Gaussian sequences. Zbl 1075.60024
Barbe, Ph.; McCormick, W. P.
2
2004
An extension of a logarithmic form of Cramér’s ruin theorem to some FARIMA and related processes. Zbl 1202.60039
Barbe, Ph.; McCormick, W. P.
2
2010
A strong law for the maxima of isotropic Gaussian random fields. Zbl 0751.60028
McCormick, William P.
2
1991
Weak limit results for the extremes of a class of shot noise processes. Zbl 0834.60059
Homble, Patrick; McCormick, William P.
2
1995
Estimation for nonnegative autoregressive processes with an unknown location parameter. Zbl 0768.62078
McCormick, William P.; Mathew, George
2
1993
Heavy-traffic approximations for fractionally integrated random walks in the domain of attraction of a non-Gaussian stable distribution. Zbl 1254.60035
Barbe, Ph.; McCormick, W. P.
2
2012
Tail areas for randomly stopped sums defined on a Markov chain. Zbl 0780.60070
Homble, P.; McCormick, William P.
1
1993
A conditional limit law result on the location of the maximum of Brownian motion. Zbl 0757.60077
Mathew, George; McCormick, William P.
1
1992
An analysis of Poisson moving-average processes. Zbl 1096.62504
McCormick, William P.; Park, YouSung
1
1997
Weak and strong law results for a function of the spacings. Zbl 0575.62049
McCormick, William P.
1
1985
Invariance principles for some FARIMA and nonstationary linear processes in the domain of a stable distribution. Zbl 1271.60050
Barbe, Ph.; McCormick, W. P.
3
2012
Heavy-traffic approximations for fractionally integrated random walks in the domain of attraction of a non-Gaussian stable distribution. Zbl 1254.60035
Barbe, Ph.; McCormick, W. P.
2
2012
Veraverbeke’s theorem at large: on the maximum of some processes with negative drift and heavy tail innovations. Zbl 1226.60064
Barbe, Ph.; McCormick, W. P.
3
2011
An extension of a logarithmic form of Cramér’s ruin theorem to some FARIMA and related processes. Zbl 1202.60039
Barbe, Ph.; McCormick, W. P.
2
2010
Asymptotic expansions for infinite weighted convolutions of heavy tail distributions and applications. Zbl 1172.62005
Barbe, Ph.; McCormick, W. P.
19
2009
Asymptotic expansions for infinite weighted convolutions of rapidly varying subexponential distributions. Zbl 1142.60034
Barbe, Ph.; McCormick, W. P.
4
2008
Asymptotic expansions for distributions of compound sums of random variables with rapidly varying subexponential distributions. Zbl 1145.62011
Barbe, Ph.; McCormick, W. P.; Zhang, Chenhua
6
2007
Tail expansions for the distribution of the maximum of a random walk with negative drift and regularly varying increments. Zbl 1129.60041
Barbe, Ph.; McCormick, W. P.; Zhang, Chenhua
3
2007
Asymptotic expansions of convolutions of regularly varying distributions. Zbl 1071.62016
Barbe, Philippe; McCormick, William P.
16
2005
Limiting properties of Poisson shot noise processes. Zbl 1068.60031
Lund, Robert; McCormick, William P.; Xiao, Yuanhui
11
2004
Tail calculus with remainder, applications to tail expansions for infinite order moving averages, randomly stopped sums, and related topics. Zbl 1091.62006
Barbe, Ph.; McCormick, W. P.
3
2004
Second-order expansion for the maximum of some stationary Gaussian sequences. Zbl 1075.60024
Barbe, Ph.; McCormick, W. P.
2
2004
Asymptotic distribution for the sum and maximum of Gaussian processes. Zbl 0986.60043
McCormick, W. P.; Qi, Y.
18
2000
Confidence bands in generalized linear models. Zbl 1106.62343
Sun, Jiayang; Loader, Catherine; McCormick, William P.
14
2000
Asymptotic distribution of sum and maximum for Gaussian processes. Zbl 0978.60055
Ho, Hwai-Chung; McCormick, William P.
16
1999
Inference for the tail parameters of a linear process with heavy tail innovations. Zbl 0903.62069
Datta, Somnath; McCormick, William P.
11
1998
A bootstrap approximation to the joint distribution of sum and maximum of a stationary sequence. Zbl 0941.62050
Mathew, G.; McCormick, W. P.
4
1998
Nonlinear autoregression with positive innovations. Zbl 0923.62092
Datta, Somnath; Mathew, George; McCormick, William P.
3
1998
Extremes for shot noise processes with heavy tailed amplitudes. Zbl 0886.60041
McCormick, William P.
10
1997
An analysis of Poisson moving-average processes. Zbl 1096.62504
McCormick, William P.; Park, YouSung
1
1997
Bootstrap inference for a first-order autoregression with positive innovations. Zbl 0868.62068
Datta, Somnath; McCormick, William P.
9
1995
Some continuous Edgeworth expansions for Markov chains with applications to bootstrap. Zbl 0811.62078
Datta, Somnath; McCormick, William P.
5
1995
Weak limit results for the extremes of a class of shot noise processes. Zbl 0834.60059
Homble, Patrick; McCormick, William P.
2
1995
Regeneration-based bootstrap for Markov chains. Zbl 0780.62063
Datta, Somnath; McCormick, William P.
12
1993
Sums and maxima of discrete stationary processes. Zbl 0793.60055
McCormick, William P.; Sun, Jiayang
8
1993
On the first-order Edgeworth expansion for a Markov chain. Zbl 0770.60023
Datta, Somnath; McCormick, William P.
7
1993
A complete Poisson convergence result for a strongly dependent isotropic Gaussian random field. Zbl 0768.60049
Mathew, George; McCormick, William P.
3
1993
Estimation for nonnegative autoregressive processes with an unknown location parameter. Zbl 0768.62078
McCormick, William P.; Mathew, George
2
1993
Tail areas for randomly stopped sums defined on a Markov chain. Zbl 0780.60070
Homble, P.; McCormick, William P.
1
1993
Asymptotic analysis of extremes from autoregressive negative binomial processes. Zbl 0783.60028
McCormick, William P.; Park, You Sung
10
1992
Approximating the distribution of the maximum queue length for \(M/M/s\) queues. Zbl 0827.60076
McCormick, William P.; Park, You Sung
6
1992
Bootstrap for a finite state Markov chain based on i.i.d. resampling. Zbl 0846.62062
Datta, Somnath; McCormick, William P.
6
1992
Distributional properties of Jaccard’s index of similarity. Zbl 0800.92031
McCormick, W. P.; Lyons, N. I.; Hutcheson, K.
5
1992
A conditional limit law result on the location of the maximum of Brownian motion. Zbl 0757.60077
Mathew, George; McCormick, William P.
1
1992
Bootstrapping unstable first-order autoregressive processes. Zbl 0725.62076
Basawa, I. V.; Mallik, A. K.; McCormick, W. P.; Reeves, J. H.; Taylor, R. L.
71
1991
Calculating the extremal index for a class of stationary sequences. Zbl 0741.60042
Chernick, Michael R.; Hsing, Tailen; McCormick, William P.
44
1991
Bootstrap test of significance and sequential bootstrap estimation for unstable first order autoregressive processes. Zbl 0724.62089
Basawa, I. V.; Mallik, A. K.; McCormick, W. P.; Reeves, J. H.; Taylor, R. L.
21
1991
A strong law for the maxima of isotropic Gaussian random fields. Zbl 0751.60028
McCormick, William P.
2
1991
Asymptotic bootstrap validity for finite Markov chains. Zbl 0900.62450
Basawa, I. V.; Green, T. A.; McCormick, W. P.; Taylor, R. L.
9
1990
Sequential estimation for dependent oberservations with an application to non-standard autoregressive processes. Zbl 0701.62083
Basawa, I. V.; McCormick, W. P.; Sriram, T. N.
4
1990
Bootstrapping explosive autoregressive processes. Zbl 0694.62038
Basawa, I. V.; Mallik, A. K.; McCormick, W. P.; Taylor, R. L.
23
1989
Estimation for first-order autoregressive processes with positive or bounded innovations. Zbl 0692.62070
Davis, Richard A.; McCormick, William P.
22
1989
Extreme value theory for processes with periodic variances. Zbl 0669.60030
Ballerini, Rocco; McCormick, William P.
4
1989
Weak and strong law results for a function of the spacings. Zbl 0575.62049
McCormick, William P.
1
1985
Weak convergence for the maxima of stationary Gaussian processes using random normalization. Zbl 0434.60033
McCormick, William P.
14
1980
An extension to a strong law result of Mittal and Ylvisaker for the maxima of stationary Gaussian processes. Zbl 0451.60040
McCormick, William P.
5
1980
all top 5

Cited by 389 Authors

19 McCormick, William P.
14 Tan, Zhongquan
13 Ferreira, Helena
9 Hall, Andreia O.
9 Peng, Zuoxiang
8 Barbe, Philippe
8 Ferreira, Marta
8 Nadarajah, Saralees
6 Datta, Somnath
6 Hashorva, Enkelejd
6 Kortschak, Dominik
6 Withers, Christopher Stroude
5 Bertail, Patrice
5 Cavaliere, Giuseppe
5 Clémençon, Stéphan
5 Mao, Tiantian
5 Martins, Ana Paula
5 Sriram, T. N.
5 Taylor, A. M. Robert
5 Zhang, Chenhua
4 Basawa, Ishwar V.
4 Cha, Ji Hwan
4 Chang, Yoosoon
4 Hu, Taizhong
4 Lahiri, Soumendra Nath
4 Lin, Jianxi
4 Lund, Robert B.
4 Temido, Maria da Graça
3 Abadir, Karim M.
3 Albrecher, Hansjörg
3 Dufour, Jean-Marie
3 Feigin, Paul David
3 Freitas, Ana Cristina Moreira
3 Freitas, Jorge Milhazes
3 Fuh, Cheng-Der
3 Hüsler, Jürg
3 Kozubowski, Tomasz J.
3 Kreiß, Jens-Peter
3 Li, Hongyi
3 Markovich, Natalia M.
3 Minkevičius, Saulius
3 Moreno, Marta Susana
3 Panorska, Anna K.
3 Paparoditis, Efstathios
3 Pereira, Luísa
3 Rahbek, Anders
3 Romo, Juan J.
3 Scotto, Manuel González
3 Sebastião, J. R.
3 Smeekes, Stephan
3 Yang, Xiaorong
2 Asmussen, Søren
2 Athreya, Krishna Balasundaram
2 Cao, Lunfeng
2 Cerqueti, Roy
2 Falbo, Paolo
2 Fasen, Vicky
2 Finkelstein, Maxim
2 Fu, Ke’ang
2 Gorst-Rasmussen, Anders
2 Gospodinov, Nikolay
2 Hill, Jonathan B.
2 Hung, Wenliang
2 Ivchenko, Grigoriĭ Ivanovich
2 Khonov, S. A.
2 Kilian, Lutz
2 Kokoszka, Piotr S.
2 Kustosz, Christoph P.
2 Lee, Hyunju
2 Lv, Wenhua
2 Maddala, G. S.
2 Martig, Lukas
2 Mathew, George
2 Matsui, Muneya
2 McCann, Melinda H.
2 Müller, Christine H.
2 Ng, Chi Tim
2 Palm, Franz C.
2 Pang, Guodong
2 Park, Joon Y.
2 Pelizzari, Cristian
2 Peng, Liang
2 Politis, Dimitris Nicolas
2 Prášková, Zuzana
2 Qeadan, Fares
2 Qi, Yongcheng
2 Rahimov, Ibrahim
2 Reeves, Jaxk H.
2 Samorodnitsky, Gennady Pinkhosovich
2 Seo, Myunghwan
2 Soja-Kukieła, Natalia
2 Sun, Jiayang
2 Tang, Linjun
2 Tang, Qihe
2 Taylor, Jonathan E.
2 Todd, Mike
2 Urbain, Jean-Pierre
2 Vaienti, Sandro
2 van Giersbergen, Noud P. A.
2 Wagler, Amy
...and 289 more Authors
all top 5

Cited in 88 Serials

28 Journal of Statistical Planning and Inference
21 Journal of Econometrics
21 Statistics & Probability Letters
21 Extremes
18 Stochastic Processes and their Applications
13 Communications in Statistics. Theory and Methods
11 Test
11 Econometric Theory
10 Journal of Time Series Analysis
8 Journal of Applied Probability
8 Econometric Reviews
8 Economics Letters
7 The Annals of Statistics
6 Journal of Multivariate Analysis
6 Computational Statistics and Data Analysis
5 Journal of Statistical Computation and Simulation
5 Statistical Papers
5 Bernoulli
5 Methodology and Computing in Applied Probability
4 Kybernetika
4 Insurance Mathematics & Economics
4 Probability Theory and Related Fields
4 Sequential Analysis
4 Scandinavian Actuarial Journal
4 Electronic Journal of Statistics
3 Advances in Applied Probability
3 Metrika
3 The Annals of Applied Probability
3 Stochastic Models
3 Stochastics
3 Journal of the Korean Statistical Society
2 The Canadian Journal of Statistics
2 Journal of Mathematical Analysis and Applications
2 Journal of Statistical Physics
2 Lithuanian Mathematical Journal
2 Annals of the Institute of Statistical Mathematics
2 Communications in Statistics. Simulation and Computation
2 Applied Mathematics. Series B (English Edition)
2 Random Operators and Stochastic Equations
2 Journal of Nonparametric Statistics
2 Journal of Applied Statistics
2 Acta Mathematica Sinica. English Series
2 Statistics and Computing
2 Dependence Modeling
1 Communications in Mathematical Physics
1 Mathematical Notes
1 Advances in Mathematics
1 The Annals of Probability
1 Biometrics
1 International Statistical Review
1 Journal of the American Statistical Association
1 Journal of Soviet Mathematics
1 Operations Research
1 Transactions of the American Mathematical Society
1 Operations Research Letters
1 Stochastic Analysis and Applications
1 Acta Applicandae Mathematicae
1 Statistics
1 Journal of Theoretical Probability
1 Applied Mathematics Letters
1 Mathematical and Computer Modelling
1 Queueing Systems
1 Applications of Mathematics
1 Automation and Remote Control
1 European Journal of Operational Research
1 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques
1 Chinese Science Bulletin
1 Open Economies Review
1 Journal of Mathematical Sciences (New York)
1 Fractals
1 Economic Theory
1 Mathematical Problems in Engineering
1 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics
1 The Econometrics Journal
1 Statistical Inference for Stochastic Processes
1 Probability in the Engineering and Informational Sciences
1 Lobachevskii Journal of Mathematics
1 Brazilian Journal of Probability and Statistics
1 Quantitative Finance
1 Statistical Modelling
1 OR Spectrum
1 Statistical Methodology
1 Frontiers of Mathematics in China
1 Journal of Statistical Theory and Practice
1 AStA. Advances in Statistical Analysis
1 Statistics Surveys
1 Science China. Mathematics
1 Stochastic Systems

Citations by Year