Christopher C. Heyde
Affiliations: | Columbia University, New York, NY |
Area:
Statistics, FinanceGoogle:
"Christopher Heyde"
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Publications
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| Godambe VP, Heyde CC. (2010) Quasi-likelihood and Optimal Estimation International Statistical Review. 55: 386-399 |
| Gao J, Anh V, Heyde C. (2002) Statistical Estimation of Nonstationary Gaussian Processes with Long-Range Dependence and Intermittency Stochastic Processes and Their Applications. 99: 295-321 |
| Heyde CC. (1998) Quasi-likelihood and its application : a general approach to optimal parameter estimation Journal of the American Statistical Association. 93: 1234 |
| Heyde CC, Yang Y. (1997) On defining long-range dependence Journal of Applied Probability. 34: 939-944 |
| Heyde CC, Morton R. (1996) Quasi‐Likelihood and Generalizing the Em Algorithm Journal of the Royal Statistical Society Series B-Methodological. 58: 317-327 |
| Chen K, Heyde CC. (1995) On asymptotic optimality of estimating functions Journal of Statistical Planning and Inference. 48: 101-112 |
| Heyde CC. (1994) A quasi-likelihood approach to estimating parameters in diffusion-type processes Journal of Applied Probability. 31: 416-423 |
| Heyde CC, Gay R. (1993) Smoothed periodogram asymptotics and estimation for processes and fields with possible long-range dependence Stochastic Processes and Their Applications. 45: 169-182 |
| Heyde CC. (1992) New developments in inference for temporal stochastic processes Journal of Statistical Planning and Inference. 33: 121-129 |
| Becker NG, Heyde CC. (1990) Estimating population size from multiple recapture experiments Stochastic Processes and Their Applications. 36: 77-83 |