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McCormick, William P.

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: 70 Publications since 1980, including 1 Book and 7 Additional arXiv Preprints
Co-Authors: 27 Co-Authors with 46 Joint Publications
527 Co-Co-Authors

Publications by Year

Citations contained in zbMATH Open

47 Publications have been cited 501 times in 371 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.
81
1991
Calculating the extremal index for a class of stationary sequences. Zbl 0741.60042
Chernick, Michael R.; Hsing, Tailen; McCormick, William P.
51
1991
Estimation for first-order autoregressive processes with positive or bounded innovations. Zbl 0692.62070
Davis, Richard A.; McCormick, William P.
26
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.
24
1991
Bootstrapping explosive autoregressive processes. Zbl 0694.62038
Basawa, I. V.; Mallik, A. K.; McCormick, W. P.; Taylor, R. L.
23
1989
Asymptotic distribution for the sum and maximum of Gaussian processes. Zbl 0986.60043
McCormick, W. P.; Qi, Y.
23
2000
Asymptotic distribution of sum and maximum for Gaussian processes. Zbl 0978.60055
Ho, Hwai-Chung; McCormick, William P.
20
1999
Asymptotic expansions for infinite weighted convolutions of heavy tail distributions and applications. Zbl 1172.62005
Barbe, Ph.; McCormick, W. P.
20
2009
Asymptotic expansions of convolutions of regularly varying distributions. Zbl 1071.62016
Barbe, Philippe; McCormick, William P.
18
2005
Regeneration-based bootstrap for Markov chains. Zbl 0780.62063
Datta, Somnath; McCormick, William P.
15
1993
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
Inference for the tail parameters of a linear process with heavy tail innovations. Zbl 0903.62069
Datta, Somnath; McCormick, William P.
13
1998
Limiting properties of Poisson shot noise processes. Zbl 1068.60031
Lund, Robert; McCormick, William P.; Xiao, Yuanhui
12
2004
Bootstrap inference for a first-order autoregression with positive innovations. Zbl 0868.62068
Datta, Somnath; McCormick, William P.
12
1995
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
On the first-order Edgeworth expansion for a Markov chain. Zbl 0770.60023
Datta, Somnath; McCormick, William P.
9
1993
Asymptotic bootstrap validity for finite Markov chains. Zbl 0900.62450
Basawa, I. V.; Green, T. A.; McCormick, W. P.; Taylor, R. L.
9
1990
Sums and maxima of discrete stationary processes. Zbl 0793.60055
McCormick, William P.; Sun, Jiayang
8
1993
Bootstrap for a finite state Markov chain based on i.i.d. resampling. Zbl 0846.62062
Datta, Somnath; McCormick, William P.
7
1992
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.
6
1990
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
Approximating the distribution of the maximum queue length for \(M/M/s\) queues. Zbl 0827.60076
McCormick, William P.; Park, You Sung
6
1992
Some continuous Edgeworth expansions for Markov chains with applications to bootstrap. Zbl 0811.62078
Datta, Somnath; McCormick, William P.
5
1995
Distributional properties of Jaccard’s index of similarity. Zbl 0800.92031
McCormick, W. P.; Lyons, N. I.; Hutcheson, K.
5
1992
Asymptotic expansions for infinite weighted convolutions of rapidly varying subexponential distributions. Zbl 1142.60034
Barbe, Ph.; McCormick, W. P.
5
2008
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
A complete Poisson convergence result for a strongly dependent isotropic Gaussian random field. Zbl 0768.60049
Mathew, George; McCormick, William P.
3
1993
Nonlinear autoregression with positive innovations. Zbl 0923.62092
Datta, Somnath; Mathew, George; McCormick, William P.
3
1998
Weak limit results for the extremes of a class of shot noise processes. Zbl 0834.60059
Homble, Patrick; McCormick, William P.
3
1995
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
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
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
A strong law for the maxima of isotropic Gaussian random fields. Zbl 0751.60028
McCormick, William P.
2
1991
Second-order expansion for the maximum of some stationary Gaussian sequences. Zbl 1075.60024
Barbe, Ph.; McCormick, W. P.
2
2004
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
Estimation for nonnegative autoregressive processes with an unknown location parameter. Zbl 0768.62078
McCormick, William P.; Mathew, George
2
1993
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 conditional limit law result on the location of the maximum of Brownian motion. Zbl 0757.60077
Mathew, George; McCormick, William P.
1
1992
Weak and strong law results for a function of the spacings. Zbl 0575.62049
McCormick, William P.
1
1985
An analysis of Poisson moving-average processes. Zbl 1096.62504
McCormick, William P.; Park, YouSung
1
1997
Estimation for non-negative time series with heavy-tail innovations. Zbl 1274.62575
Bartlett, A.; McCormick, W. P.
1
2013
Tail areas for randomly stopped sums defined on a Markov chain. Zbl 0780.60070
Homble, P.; McCormick, William P.
1
1993
Estimation for non-negative time series with heavy-tail innovations. Zbl 1274.62575
Bartlett, A.; McCormick, W. P.
1
2013
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.
20
2009
Asymptotic expansions for infinite weighted convolutions of rapidly varying subexponential distributions. Zbl 1142.60034
Barbe, Ph.; McCormick, W. P.
5
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.
18
2005
Limiting properties of Poisson shot noise processes. Zbl 1068.60031
Lund, Robert; McCormick, William P.; Xiao, Yuanhui
12
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.
23
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.
20
1999
Inference for the tail parameters of a linear process with heavy tail innovations. Zbl 0903.62069
Datta, Somnath; McCormick, William P.
13
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.
12
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.
3
1995
Regeneration-based bootstrap for Markov chains. Zbl 0780.62063
Datta, Somnath; McCormick, William P.
15
1993
On the first-order Edgeworth expansion for a Markov chain. Zbl 0770.60023
Datta, Somnath; McCormick, William P.
9
1993
Sums and maxima of discrete stationary processes. Zbl 0793.60055
McCormick, William P.; Sun, Jiayang
8
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
Bootstrap for a finite state Markov chain based on i.i.d. resampling. Zbl 0846.62062
Datta, Somnath; McCormick, William P.
7
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
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.
81
1991
Calculating the extremal index for a class of stationary sequences. Zbl 0741.60042
Chernick, Michael R.; Hsing, Tailen; McCormick, William P.
51
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.
24
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.
6
1990
Estimation for first-order autoregressive processes with positive or bounded innovations. Zbl 0692.62070
Davis, Richard A.; McCormick, William P.
26
1989
Bootstrapping explosive autoregressive processes. Zbl 0694.62038
Basawa, I. V.; Mallik, A. K.; McCormick, W. P.; Taylor, R. L.
23
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 449 Authors

19 McCormick, William P.
15 Tan, Zhongquan
13 Ferreira, Helena
9 Ferreira, Marta
9 Hall, Andreia O.
9 Peng, Zuoxiang
8 Nadarajah, Saralees
7 Bertail, Patrice
7 Cavaliere, Giuseppe
6 Clémençon, Stéphan
6 Datta, Somnath
6 Hashorva, Enkelejd
6 Kortschak, Dominik
6 Withers, Christopher Stroude
5 Cha, Ji Hwan
5 Mao, Tiantian
5 Martins, Ana Paula
5 Sriram, T. N.
5 Taylor, A. M. Robert
5 Zhang, Chenhua
4 Basawa, Ishwar V.
4 Chang, Yoosoon
4 Freitas, Ana Cristina Moreira
4 Freitas, Jorge Milhazes
4 Hu, Taizhong
4 Lahiri, Soumendra Nath
4 Lin, Jianxi
4 Lund, Robert B.
4 Markovich, Natalia M.
4 Rahbek, Anders
4 Temido, Maria da Graça
3 Abadir, Karim M.
3 Albrecher, Hansjörg
3 Dufour, Jean-Marie
3 Feigin, Paul David
3 Finkelstein, Maxim
3 Fu, Ke’ang
3 Fuh, Cheng-Der
3 Hüsler, Jürg
3 Kokoszka, Piotr S.
3 Kozubowski, Tomasz J.
3 Kreiß, Jens-Peter
3 Li, Hongyi
3 Minkevičius, Saulius
3 Moreno, Marta Susana
3 Panorska, Anna K.
3 Paparoditis, Efstathios
3 Pereira, Luísa
3 Romo, Juan J.
3 Sajjadipanah, Soudabe
3 Scotto, Manuel González
3 Sebastião, J. R.
3 Smeekes, Stephan
3 Yang, Xiaorong
2 Asmussen, Søren
2 Athreya, Krishna Balasundaram
2 Bai, Shuyang
2 Bouzebda, Salim
2 Cao, Lunfeng
2 Cerqueti, Roy
2 Falbo, Paolo
2 Fasen, Vicky
2 Flegal, James M.
2 Fusek, Michal
2 Georgiev, Iliyan
2 Gorst-Rasmussen, Anders
2 Gospodinov, Nikolay
2 Hill, Jonathan B.
2 Holešovský, Jan
2 Hung, Wenliang
2 Ing, Ching-Kang
2 Ivchenko, Grigoriĭ Ivanovich
2 Jirak, Moritz
2 Karavias, Yiannis
2 Khonov, S. A.
2 Kilian, Lutz
2 Klüppelberg, Claudia
2 Kustosz, Christoph P.
2 Lee, Hyunju
2 Ling, Chengxiu
2 Lu, Yingyin
2 Lv, Wenhua
2 Maddala, G. S.
2 Martig, Lukas
2 Mathew, George
2 Matsui, Muneya
2 McCann, Melinda H.
2 Mirjalili, Sayyed Mahmoud
2 Müller, Christine H.
2 Ng, Chi Tim
2 Nielsen, Bent
2 Palm, Franz C.
2 Pang, Guodong
2 Park, Joon Y.
2 Pelizzari, Cristian
2 Pène, Françoise
2 Peng, Liang
2 Politis, Dimitris Nicolas
2 Prášková, Zuzana
2 Qeadan, Fares
...and 349 more Authors
all top 5

Cited in 102 Serials

28 Journal of Statistical Planning and Inference
23 Journal of Econometrics
23 Extremes
21 Statistics & Probability Letters
18 Stochastic Processes and their Applications
13 Communications in Statistics. Theory and Methods
12 Journal of Time Series Analysis
11 Test
11 Econometric Theory
9 Econometric Reviews
8 Journal of Applied Probability
8 Economics Letters
7 The Annals of Statistics
7 Journal of Multivariate Analysis
7 Bernoulli
7 Methodology and Computing in Applied Probability
6 Computational Statistics and Data Analysis
5 Journal of Statistical Computation and Simulation
5 Statistical Papers
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 Scandinavian Journal of Statistics
3 Annals of the Institute of Statistical Mathematics
3 Journal of Theoretical Probability
3 The Annals of Applied Probability
3 Communications in Statistics. Simulation and Computation
3 Journal of Nonparametric Statistics
3 Journal of Applied Statistics
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 Econometrica
2 International Statistical Review
2 Statistics
2 Applied Mathematics. Series B (English Edition)
2 Random Operators and Stochastic Equations
2 Acta Mathematica Sinica. English Series
2 AStA. Advances in Statistical Analysis
2 Statistics and Computing
2 Dependence Modeling
1 The American Statistician
1 Communications in Mathematical Physics
1 Mathematical Notes
1 Advances in Mathematics
1 The Annals of Probability
1 Biometrics
1 Bulletin de la Société Mathématique de France
1 International Economic Review
1 Journal of the American Statistical Association
1 Journal of the London Mathematical Society. Second Series
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 Applied Mathematics Letters
1 Mathematical and Computer Modelling
1 Queueing Systems
1 Applications of Mathematics
1 Computational Statistics
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 Statistica Sinica
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 Applied Stochastic Models in Business and Industry
1 Brazilian Journal of Probability and Statistics
1 Quantitative Finance
1 Statistical Modelling
1 OR Spectrum
1 Statistical Methodology
1 ALEA. Latin American Journal of Probability and Mathematical Statistics
1 Frontiers of Mathematics in China
1 Journal of Statistical Theory and Practice
1 Statistics Surveys
1 Science China. Mathematics
1 Journal of Business and Economic Statistics
1 Journal of Mathematical Extension
1 Journal of Mahani Mathematical Research Center
...and 2 more Serials

Citations by Year