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Christopher C. Heyde - Publications

Affiliations: 
Columbia University, New York, NY 
Area:
Statistics, Finance
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43 high-probability publications. We are testing a new system for linking publications to authors. You can help! If you notice any inaccuracies, please sign in and mark papers as correct or incorrect matches. If you identify any major omissions or other inaccuracies in the publication list, please let us know.

Year Citation  Score
2010 Godambe VP, Heyde CC. Quasi-likelihood and Optimal Estimation International Statistical Review. 55: 386-399. DOI: 10.1007/978-1-4419-5823-5_49  0.383
2002 Gao J, Anh V, Heyde C. Statistical Estimation of Nonstationary Gaussian Processes with Long-Range Dependence and Intermittency Stochastic Processes and Their Applications. 99: 295-321. DOI: 10.1016/S0304-4149(02)00092-3  0.402
1998 Heyde CC. Quasi-likelihood and its application : a general approach to optimal parameter estimation Journal of the American Statistical Association. 93: 1234. DOI: 10.2307/2669868  0.374
1997 Heyde CC, Yang Y. On defining long-range dependence Journal of Applied Probability. 34: 939-944. DOI: 10.1007/978-1-4419-5823-5_54  0.323
1996 Heyde CC, Morton R. Quasi‐Likelihood and Generalizing the Em Algorithm Journal of the Royal Statistical Society Series B-Methodological. 58: 317-327. DOI: 10.1111/J.2517-6161.1996.Tb02084.X  0.322
1995 Chen K, Heyde CC. On asymptotic optimality of estimating functions Journal of Statistical Planning and Inference. 48: 101-112. DOI: 10.1016/0378-3758(94)00133-G  0.319
1994 Heyde CC. A quasi-likelihood approach to estimating parameters in diffusion-type processes Journal of Applied Probability. 31: 416-423. DOI: 10.1007/978-1-4419-5823-5_52  0.334
1993 Heyde CC, Gay R. Smoothed periodogram asymptotics and estimation for processes and fields with possible long-range dependence Stochastic Processes and Their Applications. 45: 169-182. DOI: 10.1016/0304-4149(93)90067-E  0.433
1992 Heyde CC. New developments in inference for temporal stochastic processes Journal of Statistical Planning and Inference. 33: 121-129. DOI: 10.1016/0378-3758(92)90097-C  0.33
1990 Becker NG, Heyde CC. Estimating population size from multiple recapture experiments Stochastic Processes and Their Applications. 36: 77-83. DOI: 10.1016/0304-4149(90)90043-R  0.342
1989 Heyde CC, Gay R. On asymptotic quasi-likelihood estimation Stochastic Processes and Their Applications. 31: 223-236. DOI: 10.1016/0304-4149(89)90089-6  0.364
1987 Heyde CC. On combining quasi-likelihood estimating functions Stochastic Processes and Their Applications. 25: 281-287. DOI: 10.1016/0304-4149(87)90206-7  0.379
1987 Kulkarni PM, Heyde CC. Optimal robust estimation for discrete time stochastic processes Stochastic Processes and Their Applications. 26: 267-276. DOI: 10.1016/0304-4149(87)90180-3  0.385
1982 Pakes AG, Heyde CC. OPTIMAL ESTIMATION OF THE CRITICALITY PARAMETER OF A SUPERCRITICAL BRANCHING PROCESS HAVING RANDOM ENVIRONMENTS Journal of Applied Probability. 19: 415-420.  0.362
1978 Heyde CC. On an optimal asymptotic property of the maximum likelihood estimator of a parameter from a stochastic process Stochastic Processes and Their Applications. 8: 1-9. DOI: 10.1016/0304-4149(78)90064-9  0.311
1975 Heyde CC. Remarks on efficiency in estimation for branching processes Biometrika. 62: 49-55. DOI: 10.1007/978-1-4419-5823-5_38  0.413
1974 Heyde CC. On martingale limit theory and strong convergence results for stochastic approximation procedures Stochastic Processes and Their Applications. 2: 359-370. DOI: 10.1016/0304-4149(74)90004-0  0.32
1974 Heyde CC. On the central limit theorem for stationary processes Zeitschrift FüR Wahrscheinlichkeitstheorie Und Verwandte Gebiete. 30: 315-320. DOI: 10.1007/Bf00532619  0.331
1974 Heyde CC. ON ESTIMATING THE VARIANCE OF THE OFFSPRING DISTRIBUTION IN A SIMPLE BRANCHING PROCESS Advances in Applied Probability. 6: 421-433.  0.384
1973 Heyde CC. An Iterated Logarithm Result for Martingales and its Application in Estimation Theory for Autoregressive Processes Journal of Applied Probability. 10: 237-248. DOI: 10.1007/978-1-4419-5823-5_32  0.399
1972 Heyde CC, Seneta E. Studies in the history of probability and statistics. XXXI. The simple branching process, a turning point test and a fundamental inequality: A historical note on I. J. Bienaymé Biometrika. 59: 680-683. DOI: 10.1093/Biomet/59.3.680  0.339
1972 Heyde CC, Seneta E. Estimation Theory For Growth And Immigration Rates In A Multiplicative Process Journal of Applied Probability. 9: 214-235. DOI: 10.1007/978-1-4419-5823-5_31  0.438
1972 Heyde CC, Leslie JR. On the influence of moments on approximations by portion of a Chebyshev series in central limit convergence Zeitschrift FüR Wahrscheinlichkeitstheorie Und Verwandte Gebiete. 21: 255-268. DOI: 10.1007/978-1-4419-5823-5_30  0.405
1972 Hannan EJ, Heyde CC. On Limit Theorems for Quadratic Functions of Discrete Time Series Annals of Mathematical Statistics. 43: 181-189. DOI: 10.1007/978-1-4419-5823-5_28  0.384
1971 Heyde CC, Brown BM. An invariance principle and some convergence rate results for branching processes Zeitschrift FüR Wahrscheinlichkeitstheorie Und Verwandte Gebiete. 20: 271-278. DOI: 10.1007/978-1-4419-5823-5_25  0.405
1971 Heyde CC. Some Central Limit Analogues for Supercritical Galton-Watson Processes Journal of Applied Probability. 8: 138-146. DOI: 10.1007/978-1-4419-5823-5_24  0.454
1971 Heyde CC. Some almost sure convergence theorems for branching processes Zeitschrift FüR Wahrscheinlichkeitstheorie Und Verwandte Gebiete. 20: 189-192. DOI: 10.1007/978-1-4419-5823-5_23  0.418
1970 Heyde CC, Brown BM. On the Departure from Normality of a Certain Class of Martingales Annals of Mathematical Statistics. 41: 129-133. DOI: 10.1007/978-1-4419-5823-5_22  0.406
1970 Heyde CC. A Rate of Convergence Result for the Super-Critical Galton-Watson Process Journal of Applied Probability. 7: 125-128. DOI: 10.1007/978-1-4419-5823-5_21  0.427
1970 Heyde CC. On the implication of a certain rate of convergence to normality Zeitschrift FüR Wahrscheinlichkeitstheorie Und Verwandte Gebiete. 16: 151-156. DOI: 10.1007/978-1-4419-5823-5_20  0.421
1970 Heyde CC. Extension Of A Result Of Seneta For The Super-Critical Galton-Watson Process Annals of Mathematical Statistics. 41: 115-118. DOI: 10.1007/978-1-4419-5823-5_19  0.371
1969 Heyde CC. Some properties of metrics in a study on convergence to normality Zeitschrift FüR Wahrscheinlichkeitstheorie Und Verwandte Gebiete. 11: 181-192. DOI: 10.1007/978-1-4419-5823-5_18  0.374
1969 Heyde CC. On the Maximum of Sums of Random Variables and the Supremum Functional for Stable Processes Journal of Applied Probability. 6: 92-102. DOI: 10.1007/978-1-4419-5823-5_17  0.408
1969 Heyde CC. On Extended Rate of Convergence Results for the Invariance Principle Annals of Mathematical Statistics. 40: 90-91. DOI: 10.1007/978-1-4419-5823-5_16  0.364
1968 Heyde CC. On the converse to the iterated logarithm law Journal of Applied Probability. 5: 77-83. DOI: 10.1007/978-1-4419-5823-5_14  0.422
1967 Heyde CC. A limit theorem for random walks with drift Journal of Applied Probability. 4: 144-150. DOI: 10.2307/3212307  0.403
1967 Heyde CC. Asymptotic Renewal Results for a Natural Generalization of Classical Renewal Theory Journal of the Royal Statistical Society Series B-Methodological. 29: 141-150. DOI: 10.1111/J.2517-6161.1967.Tb00682.X  0.354
1967 Heyde CC. On the influence of moments on the rate of convergence to the normal distribution Zeitschrift FüR Wahrscheinlichkeitstheorie Und Verwandte Gebiete. 8: 12-18. DOI: 10.1007/978-1-4419-5823-5_12  0.436
1967 Heyde CC. On Large Deviation Problems for Sums of Random Variables which are not Attracted to the Normal Law Annals of Mathematical Statistics. 38: 59-62. DOI: 10.1007/978-1-4419-5823-5_11  0.425
1967 Heyde CC. A contribution to the theory of large deviations for sums of independent random variables Zeitschrift FüR Wahrscheinlichkeitstheorie Und Verwandte Gebiete. 7: 303-308. DOI: 10.1007/978-1-4419-5823-5_10  0.422
1966 Heyde CC. Some Results on Small-Deviation Probability Convergence Rates for Sums of Independent Random Variables Canadian Journal of Mathematics. 18: 42-52. DOI: 10.1007/978-1-4419-5823-5_9  0.426
1966 Heyde CC. Some Renewal Theorems with Application to a First Passage Problem Annals of Mathematical Statistics. 37: 29-41. DOI: 10.1007/978-1-4419-5823-5_8  0.437
1964 Heyde CC. Two Probability Theorems and Their Application to Some First Passage Problems Journal of the Australian Mathematical Society. 4: 214-222. DOI: 10.1007/978-1-4419-5823-5_7  0.418
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