Chris Heyde

Q: What Schools Are Affiliated With Chris Heyde

Chris Heyde is affiliated with the following schools: University of Sheffield, University of Melbourne, Michigan State University, Columbia University, University of Manchester, Australian National University

Chris Heyde's AcademicInfluence.com Rankings

Chris Heyde

Mathematics

#4461

World Rank

#6332

Historical Rank

Measure Theory

#792

World Rank

#1053

Historical Rank

mathematics Degrees

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Mathematics

Chris Heyde's Degrees

PhD Mathematics Australian National University

Why Is Chris Heyde Influential?

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According to Wikipedia, Christopher Charles Heyde AM was a prominent Australian statistician who did leading research in probability, stochastic processes and statistics. Heyde was a professor at Columbia University, the University of Melbourne, CSIRO, University of Manchester, University of Sheffield, Michigan State University, and The Australian National University, Canberra.

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Chris Heyde's Published Works

Number of citations in a given year to any of this author's works

Total number of citations to an author for the works they published in a given year. This highlights publication of the most important work(s) by the author

Published Works

Martingale Limit Theory and Its Application (1980) (3530)
Martingale Limit Theory and its Application. (1984) (1102)
Quasi-likelihood and its application (1997) (310)
Quasi-Likelihood and Optimal Estimation, Correspondent Paper (1987) (205)
On a Property of the Lognormal Distribution (1963) (191)
Quasi-likelihood and its application : a general approach to optimal parameter estimation (1998) (185)
External Risk Measures and Basel Accords (2013) (162)
On Limit Theorems for Quadratic Functions of Discrete Time Series (1972) (157)
Central Limit Theorem (2006) (149)
Quasi-likelihood and Optimal Estimation (2010) (140)
A supplement to the strong law of large numbers (1975) (125)
EXTENSION OF A RESULT OF SENETA FOR THE SUPER-CRITICAL GALTON-WATSON PROCESS (1970) (110)
A risky asset model with strong dependence through fractal activity time (1999) (107)
Confidence intervals for demographic projections based on products of random matrices. (1985) (107)
Itô's formula with respect to fractional Brownian motion and its application (1996) (103)
Smoothed periodogram asymptotics and estimation for processes and fields with possible long-range dependence (1993) (97)
On Asymptotic Posterior Normality for Stochastic Processes (1979) (97)
Notes on “Estimation theory for growth and immigration rates in a multiplicative process” (1972) (96)
On the Departure from Normality of a Certain Class of Martingales (1970) (94)
Invariance Principles for the Law of the Iterated Logarithm for Martingales and Processes with Stationary Increments (1973) (90)
Student processes (2005) (82)
On the number of terminal vertices in certain random trees with an application to stemma construction in philology (1982) (78)
On defining long-range dependence (1997) (76)
On Large Deviation Problems for Sums of Random Variables which are not Attracted to the Normal Law (1967) (74)
Dynamic models of long-memory processes driven by Lévy noise (2002) (73)
What Is a Good External Risk Measure: Bridging the Gaps between Robustness, Subadditivity, and Insurance Risk Measures (2007) (71)
Estimation of Parameters from Stochastic Processes (1980) (67)
A contribution to the theory of large deviations for sums of independent random variables (1967) (63)
On the martingale property of stochastic exponentials (2004) (60)
On changes of measure in stochastic volatility models (2006) (60)
Demography and social statistics (1977) (60)
On the central limit theorem for stationary processes (1974) (59)
On the controversy over tailweight of distributions (2004) (58)
On central limit and iterated logarithm supplements to the martingale convergence theorem (1977) (57)
What Is a Good Risk Measure: Bridging the Gaps between Data, Coherent Risk Measures, and Insurance Risk Measures (2006) (54)
Some central limit analogues for supercritical Galton-Watson processes (1971) (51)
I. J. Bienayme Statistical Theory Anticipated. (1976) (49)
Remarks on efficiency in estimation for branching processes (1975) (49)
On the central limit theorem and iterated logarithm law for stationary processes (1975) (47)
Finite-time ruin probability with an exponential Lévy process investment return and heavy-tailed claims (2009) (45)
An invariance principle and some convergence rate results for branching processes (1971) (45)
Parameter Estimation of Stochastic Processes with Long‐range Dependence and Intermittency (2001) (44)
On combining quasi-likelihood estimating functions (1987) (43)
On the influence of moments on the rate of convergence to the normal distribution (1967) (42)
A pair of complementary theorems on convergence rates in the law of large numbers (1967) (42)
On Large Deviation Probabilities in the Case of Attraction to a Non-Normal Stable Law (2010) (40)
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 (1972) (40)
A rate of convergence result for the super-critical Galton-Watson process (1970) (38)
Some Renewal Theorems with Application to a First Passage Problem (1966) (38)
Two probability theorems and their application to some first passage problems (1964) (38)
On a class of random field models which allows long range dependence (1990) (38)
Quasi‐Likelihood and Generalizing the Em Algorithm (1996) (38)
Multiple roots in general estimating equations (1998) (38)
On the maximum of sums of random variables and the supremum functional for stable processes (1969) (37)
Estimation theory for growth and immigration rates in a multiplicative process (1972) (35)
Statistical estimation of nonstationaryGaussian processes with long-range dependence and intermittency (2001) (35)
Asymptotic Renewal Results for a Natural Generalization of Classical Renewal Theory (1967) (34)
On Efficiency and Exponential Families in Stochastic Process Estimation (1975) (33)
Asymptotics and Criticality for a Correlated Bernoulli Process (2004) (32)
ON THE ROBUSTNESS TO SMALL TRENDS OF ESTIMATION BASED ON THE SMOOTHED PERIODOGRAM (1996) (31)
On asymptotic quasi-likelihood estimation (1989) (31)
On estimating the variance of the offspring distribution in a simple branching process (1974) (31)
On modes of long-range dependence (2002) (30)
Probability Towards 2000 (1998) (28)
A Note Concerning Behaviour of Iterated Logarithm Type (1969) (27)
Analogues of Classical Limit Theorems for the Supercritical Galton-Watson Process with Immigration (1971) (27)
On estimation in conditional heteroskedastic time series models under non-normal distributions (2008) (27)
Estimating population size from multiple recapture experiments (1990) (26)
On an optimal asymptotic property of the maximum likelihood estimator of a parameter from a stochastic process (1978) (26)
Prediction via estimating functions (1999) (26)
A limit theorem for random walks with drift (1967) (25)
A quasi-likelihood approach to the REML estimating equations (1994) (25)
A quasi-likelihood approach to the REML estimating equations (1994) (25)
On the asymptotic behavior of random walks on an anisotropic lattice (1982) (24)
Special Issue on Long-Range Dependence (1999) (24)
Improved classical limit analogues for Galton-Watson processes with or without immigration (1971) (24)
A stochastic approach to a one substrate, one product enzyme reaction in the initial velocity phase. (1969) (22)
SOME REMARKS ON THE MOMENT PROBLEM (II) (1963) (22)
An iterated logarithm result for martingales and its application in estimation theory for autoregressive processes (1973) (22)
On the converse to the iterated logarithm law (1968) (21)
Stochastic models for fractal processes (1999) (21)
Some properties of metrics in a study on convergence to normality (1969) (20)
Nonstandard limit theorem for infinite variance functionals (2008) (19)
The genetic balance between random sampling and random population size (1975) (19)
A Nonuniform Bound on Convergence to Normality (1975) (19)
Rates of Convergence in the Martingale Central Limit Theorem (1981) (19)
On moment measures of departure from the normal and exponential laws (1976) (18)
On the Growth of the Maximum Queue Length in a Stable Queue (1971) (18)
ON ASSESSING THE POTENTIAL SEVERITY OF AN OUTBREAK OF A RARE INFECTIOUS DISEASE: A BAYESIAN APPROACH (1979) (18)
Uniform bounding of probability generating functions and the evolution of reproduction rates in birds (1978) (18)
Scaling issues for risky asset modelling (2009) (17)
Australian and New Zealand Journal of Statistics, the (2005) (17)
The asymptotic behavior of a random walk on a dual-medium lattice (1982) (17)
Some almost sure convergence theorems for branching processes (1971) (17)
On martingale limit theory and strong convergence results for stochastic approximation procedures (1974) (16)
A Cautionary note on modeling with fractional Lévy flights (2008) (16)
Kurtosis and Departure from Normality (1975) (16)
Stochastic fluctuations in a one substrate one product enzyme system: are they ever relevant? (1971) (16)
On constrained quasi-likelihood estimation (1993) (16)
Invariance Principles in Statistics, Correspondent Paper (1981) (16)
Optimal robust estimation for discrete time stochastic processes (1987) (15)
On Fibonacci (or lagged Bienaymé-Galton-Watson) branching processes (1981) (15)
On a unified approach to the law of the iterated logarithm for martingales (1976) (14)
ON QUASI-LIKELIHOOD METHODS AND ESTIMATION FOR BUNCHING PROCESSES AND HETEROSCEDASTIC REGRESSION MODELS (1992) (14)
A quasi-likelihood approach to estimating parameters in diffusion-type processes (1994) (14)
On spaces of estimating functions (1997) (14)
Asymptotics for Two-dimensional Anisotropic Random Walks (1993) (14)
On Extended Rate of Convergence Results for the Invariance Principle (1969) (13)
MARTINGALES: A CASE FOR A PLACE IN THE STATISTICIAN'S REPERTOIRE1 (1972) (12)
The effect of selection on genetic balance when the population size is varying. (1977) (12)
On a probabilistic analogue of the Fibonacci sequence (1980) (11)
Some local limit results in fluctuation theory (1967) (11)
On the influence of moments on approximations by portion of a Chebyshev series in central limit convergence (1972) (10)
On the uniform metric in the context of convergence to normality (1973) (10)
Athens Conference on Applied Probability and Time Series Analysis (1996) (10)
An Iterated Logarithm Result for Autocorrelations of a Stationary Linear Process (1974) (9)
Optimal estimating functions and wedderburn's quasi-likelihood (1993) (9)
Selected proceedings of the Symposium on Inference for Stochastic Processes (2001) (9)
On asymptotic behavior for the Hawkins random sieve (1976) (9)
A derivation of the ballot theorem from the Spitzer–Pollaczek identity (1969) (8)
A Log Log Improvement to the Riemann Hypothesis for the Hawkins Random Sieve (1978) (7)
Limit Theory for Stationary Processes via Corresponding Results for Approximating Martingales (1980) (7)
An alternative approach to asymptotic results on genetic composition when the population size is varying. (1983) (7)
Further results on the survival of a gene represented in a founder population (1982) (7)
An asymptotic representation for products of random matrices (1985) (7)
On asymptotic optimality of estimating functions (1995) (6)
Moment matrices in conditional heteroskedastic models under elliptical distributions with applications in AR-ARCH models (2011) (6)
On Extremal Factorization and Recurrent Events (1969) (6)
Branching processes : proceedings of the first world congress (1995) (6)
ON EFFICIENCY FOR QUASI-LIKELIHOOD AND COMPOSITE QUASI-LIKELIHOOD METHODS (1989) (6)
Some Results on Small-Deviation Probability Convergence Rates for Sums of Independent Random Variables (1966) (6)
On the survival of a gene represented in a founder population (1982) (6)
Fractal Scaling and Black-Scholes: the full story. A new view of long range dependence in stock prices (2001) (6)
I. J. Bienaymé (1977) (6)
New developments in inference for temporal stochastic processes (1992) (5)
On a Fluctuation Theorem for Processes with Independent Increments II (1969) (5)
OFFICIAL STATISTICS IN THE LATE COLONIAL PERIOD LEADING ON TO THE WORK OF THE FIRST COMMONWEALTH STATISTICIAN, G.H. KNIBBS (1988) (5)
On the implication of a certain rate of convergence to normality (1970) (5)
On the stationary waiting time distribution in the queue. GI/G/1 (1964) (5)
Optimal estimation of the criticality parameter of a supercritical branching process having random environments (1982) (5)
A Conversation with Joe Gani (1995) (5)
On the Problem of Discriminating between the Tails of Distributions (2006) (5)
On the use of quasi-likelihood for estimation in hidden-Markov random fields (1996) (4)
An Extension of the Hájek-Rényi inequality for the case without moment conditions (1968) (4)
Some thoughts on stationary processes and linear time series analysis (1988) (4)
On an explanation for the characteristic clutch size of some bird species (1978) (4)
Robust External Risk Measures (2011) (4)
Limit Theorem, Central (2006) (4)
Law of the Iterated Logarithm (2006) (4)
Thoughts on the modelling and identification of random processes and fields subject to possible long-range dependence (1992) (3)
On the use of time series representations of population models (1986) (3)
Quantile Transformation Methods (2004) (3)
On Best Asymptotic Confidence Intervals for Parameters of Stochastic Processes (1992) (3)
Variations on a Renewal Theorem of Smith (1968) (3)
Asymptotic Quasi-Likelihood (1997) (3)
Some efficiency comparisons for estimators from quasi-likelihood and generalized estimating equations (2003) (3)
On the growth of a random walk (1968) (3)
Inequalities and Laws of Large Numbers (1980) (3)
A further generalization of the arc-sine law (1968) (3)
Selected works of C.C. Heyde (2010) (3)
An alternative approach to asymptotic results on genetic composition when the population size is varying (1983) (3)
On the asymptotic equivalence ofLpmetrics for convergence to normality (1984) (3)
Agner Krarup Erlang (2001) (3)
Invariance Principles in Statistics (2016) (2)
On Some New Probabilistic Developments of Significance to Statistics: Martingales, Long Range Dependence, Fractals, and Random Fields (1985) (2)
Revisits for transient random walk (1973) (2)
Avoiding the Likelihood (1997) (2)
A Cautionary Note on Model Choice and the Kullback-Leibler Information (2008) (2)
Random Sum Distributions (2006) (1)
On the retirement of Mavis Hitchcock (1992) (1)
THE BICENTENNIAL HISTORY ISSUE OF THE AUSTRALIAN JOURNAL OF STATISTICS (1988) (1)
Epidemic and Genetic Models (1984) (1)
On the distribution of the last occurrence time in an interval for a regenerative phenomenon (1968) (1)
Robust population models with application in genetic and epidemic theory (1984) (1)
Obituary: MOTOO KIMURA (1995) (1)
A note on filtering for long memory processes (2001) (1)
DYNAMIC MODELS OF LONG-MEMORY (2002) (1)
Patrick Alfred Pierce Moran, 14 July 1917 - 19 September 1988 (1991) (1)
TRENDS IN THE STATISTICAL SCIENCES (1981) (1)
On central limit and iterated logarithm results for subadditive processes (1979) (1)
On a probablistic analogue of the Fibonacci sequence (1980) (1)
Statistical Inference for Branching Processes - P. Guttorp. (1997) (1)
Invariance Principles and Functional Limit Theorems (2006) (1)
Arbitrage and approximate arbitrage: the fundamental theorem of asset pricing (2010) (1)
On Some Mixing Sequences in Queuing Theory (1970) (1)
Asymptotic Confidence Zones of Minimum Size (1997) (0)
JPR volume 51 issue 2 Cover and Front matter (2014) (0)
Other probability and statistics (1977) (0)
JPR volume 51 issue 1 Cover and Front matter (2014) (0)
JPR volume 41 issue 3 Cover and Front matter (2004) (0)
Lectures on inference for stochastic processes (1985) (0)
On criteria of optimality in estimation for stochastic processes (1987) (0)
Statistical analysis of air quality time series with long-range dependence and intermittency (2000) (0)
Multidimensional Central Limit Theorems (2006) (0)
Invariance Principles in the Central Limit Theorem and Law of the Iterated Logarithm (1980) (0)
Book reviews (1997) (0)
Publications submitted for the degree of Doctor of Science in the Australian National University (1972) (0)
NATURAL EXTENSIONS OF PROBABILITY MEASURE IN FUNCTION SPACE (2008) (0)
Martingale methods in estimation theory (1975) (0)
2. A miscellanea of asymptotic results concerning maxima for stochastic processes (1988) (0)
On the rate of convergence in the martingale convergence theorem (1977) (0)
JPR volume 48 issue 2 Cover and Front matter (2011) (0)
An Alternative Approach: E-Sufficiency (1997) (0)
Publications of Christopher Charles Heyde (2004) (0)
JPR volume 47 issue 4 Cover and Front matter (2010) (0)
Author’s Pick (2010) (0)
OBITUARY: Christopher Charles Heyde AM, DSc, FAA, FASSA (2008) (0)
The smoothed periodogram asymptotics and estimation for random processes and fields with possible long-range dependence (1993) (0)
On the Asymptotic Equivalence of L p Metrics for Convergence to Normality (2010) (0)
Consistency and Asymptotic Normality for Estimating Functions (1997) (0)
JPR volume 41 issue A Cover and Front matter (2004) (0)
JPR volume 47 issue 1 Cover and Front matter (2010) (0)
LECTURE NOTES — MONOGRAPH SERIES SHIFTING PARADIGMS IN INFERENCE (2008) (0)
[Some Statistical Applications of Poisson's Work]: Comment (1986) (0)
Limit theory for stationary processes via approximating martingales (1974) (0)
APR volume 8 issue 4 Cover and Front matter (1976) (0)
APR volume 49 issue 1 Cover and Front matter (2017) (0)
Complements and Strategies for Application (1997) (0)
Looking Forward into the 1980's: A Personal View of the Problems and Prospects for the Statistical Profession (1981) (0)
Probability Theory (Outline) (2004) (0)
The General Framework (1997) (0)
JPR volume 44 issue 1 Cover and Front matter (2007) (0)
1. Extreme values and asymptotic inference in non-regular cases (1988) (0)
Combining Estimating Functions (1997) (0)
Homogeneity and stability of statistical trials (1977) (0)
JPR volume 52 issue 4 Cover and Front matter (2015) (0)
JPR volume 46 issue 1 Cover and Front matter (2009) (0)
APR volume 7 issue 2 Cover and Front matter (1975) (0)
Bypassing the Likelihood (1997) (0)
Questions claims in unwanted horse survey report. (2009) (0)
IMMIGRATION RATES IN A MULTIPLICATIVE PROCESS (1974) (0)
The Controversy over Tailweight of Distributions and a Robust Measure of Tailweight (2005) (0)
Applied probability in honor of J.M. Gani (1996) (0)
Introduction (2007) (0)
Statistics in the State Universities: Beginnings and Establishment (2005) (0)
Obituary: STAMATIS CAMBANIS (1943–1995) (1996) (0)
APR volume 8 issue 1 Cover and Front matter (1976) (0)
Laws of Large Numbers (2006) (0)
JPR volume 50 issue 1 Cover and Front matter (2013) (0)
JPR volume 46 issue 3 Cover and Front matter (2009) (0)
APR volume 33 issue 1 Cover and Front matter (2001) (0)
Infinite Dimensional Problems (1997) (0)
Linear least squares (1977) (0)
George Handley Knibbs (2001) (0)
JPR volume 45 issue 2 Cover and Front matter (2008) (0)
Projected Quasi-Likelihood (1997) (0)
DISTRIBUTION IN THE QUEUE GI/G/1. (2016) (0)
JPR volume 51 issue 3 Cover and Front matter (2014) (0)
APR volume 32 issue 1 Cover and Front matter (2000) (0)
Preface (2007) (0)
The Promotion and Development of Applied Probability: A Note on the Contributions of Joe Gani (1991) (0)
Results related to first passage time problems and some of their applications (1964) (0)
Shifting paridigms in inference (2001) (0)
Obituary: Richard L. Tweedie (2002) (0)
HE CONCEPT of a mixing sequence of random variables was intro (2016) (0)

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What Schools Are Affiliated With Chris Heyde?

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