Edit Profile (opens in new tab) Cline, Daren B. H. Compute Distance To: Compute Author ID: cline.daren-b-h Published as: Cline, Daren B. H.; Cline, D. B. H. Documents Indexed: 31 Publications since 1983 Co-Authors: 10 Co-Authors with 15 Joint Publications 661 Co-Co-Authors all top 5 Co-Authors 16 single-authored 6 Pu, Huay-min Huoh 2 Boucher, Thomas R. 1 Brockwell, Peter J. 1 Carroll, Raymond James 1 Çetinkaya, Sıla 1 Hart, Jeffrey D. 1 Resnick, Sidney Ira 1 Ruppert, David 1 Samorodnitsky, Gennady Pinkhosovich 1 Wei, Bo all top 5 Serials 5 Stochastic Processes and their Applications 3 Advances in Applied Probability 3 Statistica Sinica 2 Journal of Mathematical Analysis and Applications 2 The Annals of Statistics 2 Statistics & Probability Letters 2 Journal of the Australian Mathematical Society. Series A 1 Annals of the Institute of Statistical Mathematics 1 Biometrika 1 Journal of Applied Probability 1 Journal of Multivariate Analysis 1 Journal of Statistical Planning and Inference 1 Proceedings of the London Mathematical Society. Third Series 1 Journal of Time Series Analysis 1 Statistics 1 Probability Theory and Related Fields 1 The Annals of Applied Probability 1 Probability in the Engineering and Informational Sciences 1 Stochastics and Dynamics all top 5 Fields 21 Probability theory and stochastic processes (60-XX) 20 Statistics (62-XX) 3 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 2 Sequences, series, summability (40-XX) 2 Harmonic analysis on Euclidean spaces (42-XX) 1 Real functions (26-XX) 1 Dynamical systems and ergodic theory (37-XX) 1 Operations research, mathematical programming (90-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 29 Publications have been cited 686 times in 556 Documents Cited by ▼ Year ▼ Subexponentiality of the product of independent random variables. Zbl 0799.60015Cline, D. B. H.; Samorodnitsky, G. 209 1994 Convolution tails, product tails and domains of attraction. Zbl 0577.60019Cline, Daren B. H. 96 1986 Convolutions of distributions with exponential and subexponential tails. Zbl 0633.60021Cline, Daren B. H. 73 1987 Bias reduction in kernel density estimation by smoothed empirical transformations. Zbl 0795.62042Ruppert, David; Cline, Daren B. H. 44 1994 Intermediate regular and \(\Pi\) variation. Zbl 0793.26004Cline, Daren B. H. 41 1994 Kernel estimation of densities with discontinuities or discontinuous derivatives. Zbl 0729.62031Cline, Daren B. H.; Hart, Jeffrey D. 36 1991 Stability and the Lyapounov exponent of threshold AR-ARCH models. Zbl 1072.62069Cline, Daren B. H.; Pu, Huay-Min H. 24 2004 Linear prediction of ARMA processes with infinite variance. Zbl 0567.62082Cline, Daren B. H.; Brockwell, Peter J. 21 1985 Verifying irreducibility and continuity of a nonlinear time series. Zbl 0938.62090Cline, Daren B. H.; Pu, Huay-min H. 19 1998 Admissible kernel estimators of a multivariate density. Zbl 0653.62027Cline, Daren B. H. 16 1988 Multivariate subexponential distributions. Zbl 0751.62025Cline, Daren B. H.; Resnick, Sidney I. 13 1992 Geometric ergodicity of nonlinear time series. Zbl 0954.60054Cline, Daren B. H.; Pu, Huay-min H. 9 1999 Regular variation of order 1 nonlinear AR-ARCH models. Zbl 1117.60039Cline, Daren B. H. 8 2007 Consistency for least squares regression estimators with infinite variance data. Zbl 0679.62054Cline, Daren B. H. 8 1989 Convolutions of distributions with exponential and subexponential tails: Corrigendum. Zbl 0685.60017Cline, Daren B. H. 8 1990 Stability of nonlinear stochastic recursions with application to nonlinear AR-GARCH models. Zbl 1143.62051Cline, Daren B. H. 7 2007 A note on a simple Markov bilinear stochastic process. Zbl 0999.60067Cline, Daren B. H.; Pu, Huay-min H. 7 2002 Stability of nonlinear AR(1) time series with delay. Zbl 0992.62085Cline, Daren B. H.; Pu, Huay-min H. 7 1999 Evaluating the Lyapounov exponent and existence of moments for threshold AR-ARCH models. Zbl 1150.62042Cline, Daren B. H. 6 2007 An asymptotic theory for weighted least-squares with weights estimated by replication. Zbl 0635.62068Carroll, Raymond J.; Cline, Daren B. H. 6 1988 Abelian and Tauberian theorems relating the local behavior of an integrable function to the tail behavior of its Fourier transform. Zbl 0781.40005Cline, Daren B. H. 5 1991 Optimal kernel estimation of densities. Zbl 0719.62048Cline, Daren B. H. 5 1990 Geometric transience of nonlinear time series. Zbl 1002.62066Cline, Daren B. H.; Pu, Huay-min H. 5 2001 Regularly varying rates of decrease for moduli of continuity and Fourier transforms of functions on \({\mathbb{R}}^ d\). Zbl 0734.42006Cline, Daren B. H. 4 1991 Correction: “Stability of nonlinear stochastic recursions with application to nonlinear AR-GARCH models”. Zbl 1134.60326Cline, D. B. H. 3 2007 Joint stable attraction of two sums of products. Zbl 0643.60019Cline, Daren B. H. 3 1988 Irreducibility and continuity assumptions for positive operators with application to threshold GARCH time series models. Zbl 1238.62101Cline, Daren B. H. 1 2011 Stability of cyclic threshold and threshold-like autoregressive time series models. Zbl 1145.62069Boucher, Thomas R.; Cline, Daren B. H. 1 2007 Piggybacking threshold processes with a finite state Markov chain. Zbl 1196.60128Boucher, Thomas R.; Cline, Daren B. H. 1 2009 Irreducibility and continuity assumptions for positive operators with application to threshold GARCH time series models. Zbl 1238.62101Cline, Daren B. H. 1 2011 Piggybacking threshold processes with a finite state Markov chain. Zbl 1196.60128Boucher, Thomas R.; Cline, Daren B. H. 1 2009 Regular variation of order 1 nonlinear AR-ARCH models. Zbl 1117.60039Cline, Daren B. H. 8 2007 Stability of nonlinear stochastic recursions with application to nonlinear AR-GARCH models. Zbl 1143.62051Cline, Daren B. H. 7 2007 Evaluating the Lyapounov exponent and existence of moments for threshold AR-ARCH models. Zbl 1150.62042Cline, Daren B. H. 6 2007 Correction: “Stability of nonlinear stochastic recursions with application to nonlinear AR-GARCH models”. Zbl 1134.60326Cline, D. B. H. 3 2007 Stability of cyclic threshold and threshold-like autoregressive time series models. Zbl 1145.62069Boucher, Thomas R.; Cline, Daren B. H. 1 2007 Stability and the Lyapounov exponent of threshold AR-ARCH models. Zbl 1072.62069Cline, Daren B. H.; Pu, Huay-Min H. 24 2004 A note on a simple Markov bilinear stochastic process. Zbl 0999.60067Cline, Daren B. H.; Pu, Huay-min H. 7 2002 Geometric transience of nonlinear time series. Zbl 1002.62066Cline, Daren B. H.; Pu, Huay-min H. 5 2001 Geometric ergodicity of nonlinear time series. Zbl 0954.60054Cline, Daren B. H.; Pu, Huay-min H. 9 1999 Stability of nonlinear AR(1) time series with delay. Zbl 0992.62085Cline, Daren B. H.; Pu, Huay-min H. 7 1999 Verifying irreducibility and continuity of a nonlinear time series. Zbl 0938.62090Cline, Daren B. H.; Pu, Huay-min H. 19 1998 Subexponentiality of the product of independent random variables. Zbl 0799.60015Cline, D. B. H.; Samorodnitsky, G. 209 1994 Bias reduction in kernel density estimation by smoothed empirical transformations. Zbl 0795.62042Ruppert, David; Cline, Daren B. H. 44 1994 Intermediate regular and \(\Pi\) variation. Zbl 0793.26004Cline, Daren B. H. 41 1994 Multivariate subexponential distributions. Zbl 0751.62025Cline, Daren B. H.; Resnick, Sidney I. 13 1992 Kernel estimation of densities with discontinuities or discontinuous derivatives. Zbl 0729.62031Cline, Daren B. H.; Hart, Jeffrey D. 36 1991 Abelian and Tauberian theorems relating the local behavior of an integrable function to the tail behavior of its Fourier transform. Zbl 0781.40005Cline, Daren B. H. 5 1991 Regularly varying rates of decrease for moduli of continuity and Fourier transforms of functions on \({\mathbb{R}}^ d\). Zbl 0734.42006Cline, Daren B. H. 4 1991 Convolutions of distributions with exponential and subexponential tails: Corrigendum. Zbl 0685.60017Cline, Daren B. H. 8 1990 Optimal kernel estimation of densities. Zbl 0719.62048Cline, Daren B. H. 5 1990 Consistency for least squares regression estimators with infinite variance data. Zbl 0679.62054Cline, Daren B. H. 8 1989 Admissible kernel estimators of a multivariate density. Zbl 0653.62027Cline, Daren B. H. 16 1988 An asymptotic theory for weighted least-squares with weights estimated by replication. Zbl 0635.62068Carroll, Raymond J.; Cline, Daren B. H. 6 1988 Joint stable attraction of two sums of products. Zbl 0643.60019Cline, Daren B. H. 3 1988 Convolutions of distributions with exponential and subexponential tails. Zbl 0633.60021Cline, Daren B. H. 73 1987 Convolution tails, product tails and domains of attraction. Zbl 0577.60019Cline, Daren B. H. 96 1986 Linear prediction of ARMA processes with infinite variance. Zbl 0567.62082Cline, Daren B. H.; Brockwell, Peter J. 21 1985 all cited Publications top 5 cited Publications all top 5 Cited by 611 Authors 31 Tang, Qihe 29 Yang, Yang 24 Wang, Yuebao 22 Šiaulys, Jonas 20 Wang, Kaiyong 17 Cline, Daren B. H. 16 Cheng, Dongya 15 Gao, Qingwu 15 Leipus, Remigijus 12 Wang, Dingcheng 11 Chen, Yiqing 11 Fu, Ke’ang 11 Shen, Xinmei 10 Cheng, Fengyang 8 Chen, Yu 8 Karunamuni, Rohana J. 8 Klüppelberg, Claudia 8 Li, Dong 7 Hashorva, Enkelejd 7 Lu, Dawei 7 Ng, Kai Wang 7 Saikkonen, Pentti 7 Wang, Shijie 6 Konstantinides, Dimitrios G. 6 Li, Jinzhu 6 Liu, Xijun 6 Omey, Edward 6 Pakes, Anthony G. 6 Peng, Jiangyan 6 Rønn-Nielsen, Anders 6 Song, Lixin 6 Zhang, Yi 5 Cui, Zhaolei 5 Danilenko, Svetlana 5 Foss, Sergey G. 5 Guo, Fenglong 5 Hill, Jonathan B. 5 Jones, Michael Chris 5 Korshunov, Dmitry Alekseevich 5 Lin, Jinguan 5 Lin, Zhengyan 5 Ling, Shiqing 5 Meitz, Mika 5 Yuen, Kam Chuen 5 Zwart, Bert P. 4 Asmussen, Søren 4 Braverman, Michael Sh. 4 Dębicki, Krzysztof 4 Fasen, Vicky 4 Palmowski, Zbigniew 4 Samorodnitsky, Gennady Pinkhosovich 4 Stehr, Mads 4 Su, Chun 4 Tjøstheim, Dag B. 4 Wang, Wensheng 4 Watanabe, Toshiro 4 Wei, Li 4 Weng, Chengguo 4 Xu, Hui 4 Yin, Chuancun 4 Yu, Changjun 4 Zhang, Shunpu 3 Alberts, Tom 3 Bertin, Karine 3 Chen, Yang 3 Denisov, Denis E. 3 Devroye, Luc P. J. A. 3 Dyszewski, Piotr 3 Geluk, Jaap L. 3 Griffin, Philip S. 3 Hall, Peter Gavin 3 Hareesh, G. 3 Jiang, Tao 3 Lefèvre, Claude 3 Liu, Rongfei 3 Loukissas, Fotis 3 Nassiuma, Dankit K. 3 Ng, Cheuk Yin Andrew 3 Park, Byeong Uk 3 Politis, Dimitris Nicolas 3 Pu, Huay-min Huoh 3 Resnick, Sidney Ira 3 Rozovskiĭ, Leonid Viktorovich 3 Scotto, Manuel González 3 Slaoui, Yousri 3 Soulier, Philippe 3 Vesilo, Rein 3 Vlasiou, Maria 3 Yang, Haizhong 3 Yuan, Zhongyi 3 Zakoïan, Jean-Michel 3 Zhang, WeiPing 2 Aguilar, Mike 2 Aknouche, Abdelhakim 2 Albrecher, Hansjörg 2 Arvanitis, Stelios 2 Asimit, Alexandru V. 2 Ayhan, Hayriye 2 Bagkavos, Dimitrios 2 Barbe, Philippe ...and 511 more Authors all top 5 Cited in 116 Serials 50 Statistics & Probability Letters 44 Communications in Statistics. Theory and Methods 26 Insurance Mathematics & Economics 24 Journal of Applied Probability 23 Stochastic Processes and their Applications 21 Journal of Mathematical Analysis and Applications 18 Advances in Applied Probability 17 Extremes 16 Journal of Time Series Analysis 15 Journal of Nonparametric Statistics 14 Journal of Statistical Planning and Inference 12 Lithuanian Mathematical Journal 11 Journal of Econometrics 11 Econometric Theory 10 Scandinavian Actuarial Journal 9 Probability Theory and Related Fields 9 Bernoulli 8 The Annals of Applied Probability 8 Computational Statistics and Data Analysis 7 Methodology and Computing in Applied Probability 7 Stochastic Models 7 Journal of the Korean Statistical Society 6 Probability in the Engineering and Informational Sciences 6 Nonlinear Analysis. Modelling and Control 6 Journal of Industrial and Management Optimization 5 Acta Mathematicae Applicatae Sinica. English Series 5 Statistics 5 Queueing Systems 5 Applied Mathematics. Series B (English Edition) 5 Stochastics 5 Frontiers of Mathematics in China 4 Annals of the Institute of Statistical Mathematics 4 The Annals of Probability 4 Journal of Computational and Applied Mathematics 4 Journal of Multivariate Analysis 4 Econometric Reviews 4 Japan Journal of Industrial and Applied Mathematics 4 Journal of Mathematical Sciences (New York) 4 Science China. Mathematics 3 Chinese Annals of Mathematics. Series B 3 Stochastic Analysis and Applications 3 Test 3 Journal of Applied Statistics 3 Acta Mathematica Sinica. English Series 3 Electronic Journal of Statistics 3 Modern Stochastics. Theory and Applications 2 The Canadian Journal of Statistics 2 Mathematical Notes 2 Siberian Mathematical Journal 2 Journal of Theoretical Probability 2 Science in China. Series A 2 Computational Statistics 2 Communications in Statistics. Simulation and Computation 2 Journal of Statistical Computation and Simulation 2 Theory of Probability and Mathematical Statistics 2 Electronic Journal of Probability 2 Mathematical Problems in Engineering 2 Abstract and Applied Analysis 2 Statistical Inference for Stochastic Processes 2 Journal of Systems Science and Complexity 2 ASTIN Bulletin 2 AStA. Advances in Statistical Analysis 2 Statistics and Computing 1 Computers & Mathematics with Applications 1 Computer Methods in Applied Mechanics and Engineering 1 Rocky Mountain Journal of Mathematics 1 Ukrainian Mathematical Journal 1 Zhurnal Vychislitel’noĭ Matematiki i Matematicheskoĭ Fiziki 1 Theory of Probability and its Applications 1 Automatica 1 Journal of the American Statistical Association 1 Journal of Approximation Theory 1 Journal of Economic Theory 1 Journal of Functional Analysis 1 Kybernetika 1 Nonlinear Analysis. Theory, Methods & Applications. Series A: Theory and Methods 1 Semigroup Forum 1 Transactions of the American Mathematical Society 1 Probability and Mathematical Statistics 1 Economics Letters 1 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques 1 ZOR. Zeitschrift für Operations Research 1 Journal of the Egyptian Mathematical Society 1 Filomat 1 Monte Carlo Methods and Applications 1 Journal of Difference Equations and Applications 1 Sbornik: Mathematics 1 Science in China. Series E 1 Doklady Mathematics 1 Journal of Inequalities and Applications 1 Studies in Nonlinear Dynamics and Econometrics 1 The Econometrics Journal 1 Journal of the Royal Statistical Society. Series B. Statistical Methodology 1 Computational Geosciences 1 Applied Stochastic Models in Business and Industry 1 Brazilian Journal of Probability and Statistics 1 Journal of the Australian Mathematical Society 1 Advances and Applications in Statistics 1 Journal of Applied Mathematics 1 Iranian Journal of Science and Technology. Transaction A: Science ...and 16 more Serials all top 5 Cited in 30 Fields 339 Statistics (62-XX) 325 Probability theory and stochastic processes (60-XX) 158 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 20 Numerical analysis (65-XX) 13 Operations research, mathematical programming (90-XX) 12 Real functions (26-XX) 10 Harmonic analysis on Euclidean spaces (42-XX) 5 Integral transforms, operational calculus (44-XX) 4 Combinatorics (05-XX) 4 Dynamical systems and ergodic theory (37-XX) 4 Functional analysis (46-XX) 3 Sequences, series, summability (40-XX) 3 Approximations and expansions (41-XX) 3 Computer science (68-XX) 2 Partial differential equations (35-XX) 2 Difference and functional equations (39-XX) 2 Integral equations (45-XX) 2 Operator theory (47-XX) 2 Statistical mechanics, structure of matter (82-XX) 2 Biology and other natural sciences (92-XX) 2 Systems theory; control (93-XX) 2 Information and communication theory, circuits (94-XX) 1 Order, lattices, ordered algebraic structures (06-XX) 1 Number theory (11-XX) 1 Functions of a complex variable (30-XX) 1 Special functions (33-XX) 1 Abstract harmonic analysis (43-XX) 1 Calculus of variations and optimal control; optimization (49-XX) 1 Mechanics of deformable solids (74-XX) 1 Fluid mechanics (76-XX) Citations by Year