Selected Works of C.C. Heyde

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 L

p
Metrics for Convergence to Normality
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