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...

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Detalles Bibliográficos
Clasificación:Libro Electrónico
Autor Corporativo: SpringerLink (Online service)
Otros Autores: Maller, Ross (Editor ), Basawa, Ishwar (Editor ), Hall, Peter (Editor ), Seneta, Eugene (Editor )
Formato: Electrónico eBook
Idioma:Inglés
Publicado: New York, NY : Springer New York : Imprint: Springer, 2010.
Edición:1st ed. 2010.
Colección:Selected Works in Probability and Statistics,
Temas:
Statistics .
Probabilities.
Econometrics.
Biomathematics.
Social sciences-Mathematics.
Statistical Theory and Methods.
Probability Theory.
Mathematical and Computational Biology.
Mathematics in Business, Economics and Finance.
Acceso en línea:Texto Completo
Tabla de Contenidos:
  • 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.

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