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Browsing by Author Heyde, C C

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Showing results 14 to 29 of 29

On changes of measure in stochastic volatility models

Author(s)Wong, Bernard; Heyde, C C
TypeJournal article
Date Published2006
Date Created-

On estimation in conditional heteroskedastic time series models under non-normal distributions

Author(s)Liu, Shuangzhe; Heyde, C C
TypeJournal article
Date Published2006
Date Created-

On modes of long-range dependence

Author(s)Heyde, C C
TypeJournal article
Date Published2002
Date Created-

On the controversy over tailweight of distributions

Author(s)Heyde, C C; Kou, S G
TypeJournal article
Date Published2004
Date Created-

On the martingale property of stochastic exponentials

Author(s)Wong, Bernard; Heyde, C C
TypeJournal article
Date Published2004
Date Created-
01_Heyde_On_the_Problem_of_2006.pdf.jpg

On the Problem of Discriminating between the Tails of Distributions

Author(s)Heyde, C C; Au, Khanhav
TypeBook chapter
Date Published2006
Date Created-

Parametric estimation of stochastic processes with long-range dependence and intermittency

Author(s)Gao, Jiangrui; Anh, Phan Thi Vang; Heyde, C C, et al
TypeJournal article
Date Published2001
Date Created-

Prediction via estimating functions

Author(s)Thavaneswaran, A; Heyde, C C
TypeJournal article
Date Published1999
Date Created-

Scaling issues for risky asset modelling

Author(s)Heyde, C C
TypeJournal article
Date Published2009
Date Created-

Shifting paridigms in inference

Author(s)Heyde, C C
TypeConference paper
Date Published2001
Date CreatedMay 10 2001

Some efficiency comparisons for estimators from quasi-likelihood and generalized estimating equations

Author(s)Heyde, C C; Liu, Shuangzhe
TypeBook chapter
Date Published2003
Date Created-

Special Issue on Long-Range Dependence

Author(s)Anh, Phan Thi Vang; Heyde, C C
TypeJournal article
Date Published1999
Date Created-

Statistical estimation of nonstationary Gaussian processes with long range dependence and intermittency

Author(s)Heyde, C C; Gao, Jiangrui; Anh, Phan Thi Vang
TypeJournal article
Date Published2002
Date Created-

Statistics in the State Universities: Beginnings and Establishment

Author(s)Heyde, C C
TypeConference paper
Date Published2005
Date CreatedApril 5 2005

Stochastic models for fractal processes

Author(s)Anh, Phan Thi Vang; Heyde, C C; Tieng, Quang
TypeJournal article
Date Published1999
Date Created-

Student Processes

Author(s)Heyde, C C; Leonenko, N N
TypeJournal article
Date Published2005
Date Created-

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