## Maller, Ross

# Selected Works of C.C. Heyde

**Table of contents**

1. Author’s Pick*C. C. Heyde*

2. Chris Heyde’s Contribution to Inference in Stochastic Processes*Ishwar Basawa*

3. Chris Heyde’s Work on Rates of Convergence in the Central Limit Theorem*Peter Hall*

4. Chris Heyde’s Work in Probability Theory, with an Emphasis on the LIL*Ross Maller*

5. Chris Heyde on Branching Processes and Population Genetics*Eugene Seneta*

6. On a Property of the Lognormal Distribution*C. C. Heyde*

7. Two Probability Theorems and Their Application to Some First Passage Problems*C. C. Heyde*

8. Some Renewal Theorems with Application to a First Passage Problem*C. C. Heyde*

9. Some Results on Small-Deviation Probability Convergence Rates for Sums of Independent Random Variables*C. C. Heyde*

10. A Contribution to the Theory of Large Deviations for Sums of Independent Random Variables*C. C. Heyde*

11. On Large Deviation Problems for Sums of Random Variables which are not Attracted to the Normal Law*C. C. Heyde*

12. On the Influence of Moments on the Rate of Convergence to the Normal Distribution*C. C. Heyde*

13. On Large Deviation Probabilities in the Case of Attraction to a Non-Normal Stable Law*C. C. Heyde*

14. On the Converse to the Iterated Logarithm Law*C. C. Heyde*

15. A Note Concerning Behaviour of Iterated Logarithm Type*C. C. Heyde*

16. On Extended Rate of Convergence Results for the Invariance Principle*C. C. Heyde*

17. On the Maximum of Sums of Random Variables and the Supremum Functional for Stable Processes*C. C. Heyde*

18. Some Properties of Metrics in a Study on Convergence to Normality*C. C. Heyde*

19. Extension of a Result of Seneta for the Super-Critical Galton–Watson Process*C. C. Heyde*

20. On the Implication of a Certain Rate of Convergence to Normality*C. C. Heyde*

21. A Rate of Convergence Result for the Super-Critical Galton-Watson Process*C. C. Heyde*

22. On the Departure from Normality of a Certain Class of Martingales*C. C. Heyde, B. M. Brown*

23. Some Almost Sure Convergence Theorems for Branching Processes*C. C. Heyde*

24. Some Central Limit Analogues for Supercritical Galton-Watson Processes*C. C. Heyde*

25. An Invariance Principle and Some Convergence Rate Results for Branching Processes*C. C. Heyde, B. M. Brown*

26. Improved classical limit analogues for Galton-Watson processes with or without immigration*C. C. Heyde, J. R. Leslie*

27. Analogues of Classical Limit Theorems for the Supercritical Galton-Watson Process with Immigration*C. C. Heyde, E. Seneta*

28. On Limit Theorems for Quadratic Functions of Discrete Time Series*E. J. Hannan, C. C. Heyde*

29. Martingales: A Case for a Place in the Statistician’s Repertoire*C. C. Heyde*

30. On the Influence of Moments on Approximations by Portion of a Chebyshev Series in Central Limit Convergence*C. C. Heyde, J. R. Leslie*

31. Estimation Theory for Growth and Immigration Rates in a Multiplicative Process*C. C. Heyde, E. Seneta*

32. An Iterated Logarithm Result for Martingales and its Application in Estimation Theory for Autoregressive Processes*C. C. Heyde*

33. On the Uniform Metric in the Context of Convergence to Normality*C. C. Heyde*

34. Invariance Principles for the Law of the Iterated Logarithm for Martingales and Processes with Stationary Increments*C. C. Heyde, D. J. Scott*

35. An Iterated Logarithm Result for Autocorrelations of a Stationary Linear Process*C. C. Heyde*

36. On Estimating the Variance of the Offspring Distribution in a Simple Branching Process*C. C. Heyde*

37. A Nonuniform Bound on Convergence to Normality*C. C. Heyde*

38. Remarks on efficiency in estimation for branching processes*C. C. Heyde*

39. The Genetic Balance between Random Sampling and Random Population Size*C. C. Heyde, E. Seneta*

40. On a unified approach to the law of the iterated logarithm for martingales*P. G. Hall, C. C. Heyde*

41. The Effect of Selection on Genetic Balance when the Population Size is Varying*C. C. Heyde*

42. On Central Limit and Iterated Logarithm Supplements to the Martingale Convergence Theorem*C. C. Heyde*

43. A Log Log Improvement to the Riemann Hypothesis for the Hawkins Random Sieve*C. C. Heyde*

44. On an Optimal Asymptotic Property of the Maximum Likelihood Estimator of a Parameter from a Stochastic Process*C. C. Heyde*

45. On Asymptotic Posterior Normality for Stochastic Processes*C. C. Heyde, I. M. Johnstone*

46. On the Survival of a Gene Represented in a Founder Population*C. C. Heyde*

47. An alternative approach to asymptotic results on genetic composition when the population size is varying*C. C. Heyde*

48. On the Asymptotic Equivalence of

*C. C. Heyde, T. Nakata*

49. Quasi-likelihood and Optimal Estimation*V. P. Godambe, C. C. Heyde*

50. Fisher Lecture*C. C. Heyde*

51. On Best Asymptotic Confidence Intervals for Parameters of Stochastic Processes*C. C. Heyde*

52. A quasi-likelihood approach to estimating parameters in diffusion-type processes*C. C. Heyde*

53. Asymptotic Optimality*C. C. Heyde*

54. On Defining Long-Range Dependence*C. C. Heyde, Y. Yang*

55. A Risky Asset Model with Strong Dependence through Fractal Activity Time*C. C. Heyde*

56. Statistical estimation of nonstationary Gaussian processes with long-range dependence and intermittency*Jiti Gao, Vo Anh, Chris Heyde*

**Keywords:** Statistics, Statistical Theory and Methods, Probability Theory and Stochastic Processes, Econometrics, Mathematical Biology in General, Quantitative Finance

- Author(s)
- Maller, Ross
- Basawa, Ishwar
- Hall, Peter
- Seneta, Eugene
- Publisher
- Springer
- Publication year
- 2010
- Language
- en
- Edition
- 1
- Series
- Selected Works in Probability and Statistics
- Page amount
- 37 pages
- Category
- Natural Sciences
- Format
- Ebook
- eISBN (PDF)
- 9781441958235