Selected Works of C.C. Heyde
This volume is dedicated to the memory of the late Professor C.C. (Chris) Heyde (1939-2008), distinguished statistician, mathematician and scientist. Chris worked at a time when many of the foundational building blocks of probability and statistics were being put in place by a phalanx of eminent sci...
| Συγγραφή απο Οργανισμό/Αρχή: | |
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| Άλλοι συγγραφείς: | , , , |
| Μορφή: | Ηλεκτρονική πηγή Ηλ. βιβλίο |
| Γλώσσα: | English |
| Έκδοση: |
New York, NY :
Springer New York,
2010.
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| Σειρά: | Selected Works in Probability and Statistics
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| Θέματα: | |
| Διαθέσιμο Online: | Full Text via HEAL-Link |
Πίνακας περιεχομένων:
- Author’s Pick
- Chris Heyde’s Contribution to Inference in Stochastic Processes
- Chris Heyde’s Work on Rates of Convergence in the Central Limit Theorem
- Chris Heyde’s Work in Probability Theory, with an Emphasis on the LIL
- Chris Heyde on Branching Processes and Population Genetics
- On a Property of the Lognormal Distribution
- Two Probability Theorems and Their Application to Some First Passage Problems
- Some Renewal Theorems with Application to a First Passage Problem
- Some Results on Small-Deviation Probability Convergence Rates for Sums of Independent Random Variables
- A Contribution to the Theory of Large Deviations for Sums of Independent Random Variables
- On Large Deviation Problems for Sums of Random Variables which are not Attracted to the Normal Law
- On the Influence of Moments on the Rate of Convergence to the Normal Distribution
- On Large Deviation Probabilities in the Case of Attraction to a Non-Normal Stable Law
- On the Converse to the Iterated Logarithm Law
- A Note Concerning Behaviour of Iterated Logarithm Type
- On Extended Rate of Convergence Results for the Invariance Principle
- On the Maximum of Sums of Random Variables and the Supremum Functional for Stable Processes
- Some Properties of Metrics in a Study on Convergence to Normality
- Extension of a Result of Seneta for the Super-Critical Galton–Watson Process
- On the Implication of a Certain Rate of Convergence to Normality
- A Rate of Convergence Result for the Super-Critical Galton-Watson Process
- On the Departure from Normality of a Certain Class of Martingales
- Some Almost Sure Convergence Theorems for Branching Processes
- Some Central Limit Analogues for Supercritical Galton-Watson Processes
- An Invariance Principle and Some Convergence Rate Results for Branching Processes
- Improved classical limit analogues for Galton-Watson processes with or without immigration
- Analogues of Classical Limit Theorems for the Supercritical Galton-Watson Process with Immigration
- On Limit Theorems for Quadratic Functions of Discrete Time Series
- Martingales: A Case for a Place in the Statistician’s Repertoire
- On the Influence of Moments on Approximations by Portion of a Chebyshev Series in Central Limit Convergence
- Estimation Theory for Growth and Immigration Rates in a Multiplicative Process
- An Iterated Logarithm Result for Martingales and its Application in Estimation Theory for Autoregressive Processes
- On the Uniform Metric in the Context of Convergence to Normality
- Invariance Principles for the Law of the Iterated Logarithm for Martingales and Processes with Stationary Increments
- An Iterated Logarithm Result for Autocorrelations of a Stationary Linear Process
- On Estimating the Variance of the Offspring Distribution in a Simple Branching Process
- A Nonuniform Bound on Convergence to Normality
- Remarks on efficiency in estimation for branching processes
- The Genetic Balance between Random Sampling and Random Population Size
- On a unified approach to the law of the iterated logarithm for martingales
- The Effect of Selection on Genetic Balance when the Population Size is Varying
- On Central Limit and Iterated Logarithm Supplements to the Martingale Convergence Theorem
- A Log Log Improvement to the Riemann Hypothesis for the Hawkins Random Sieve
- On an Optimal Asymptotic Property of the Maximum Likelihood Estimator of a Parameter from a Stochastic Process
- On Asymptotic Posterior Normality for Stochastic Processes
- On the Survival of a Gene Represented in a Founder Population
- An alternative approach to asymptotic results on genetic composition when the population size is varying
- On the Asymptotic Equivalence of Lp Metrics for Convergence to Normality
- Quasi-likelihood and Optimal Estimation
- Fisher Lecture
- On Best Asymptotic Confidence Intervals for Parameters of Stochastic Processes
- A quasi-likelihood approach to estimating parameters in diffusion-type processes
- Asymptotic Optimality
- On Defining Long-Range Dependence
- A Risky Asset Model with Strong Dependence through Fractal Activity Time
- Statistical estimation of nonstationary Gaussian processes with long-range dependence and intermittency.
