Selected works of C. C. Heyde

Commentary: Author's Pick, by C. C. Heyde.- Commentary: Chris Heyde's Contribution to Inference in Stochastic Processes, by Ishwar Basawa.- Commentary: Chris Heyde's Work on Rates of Convergence in the Central Limit Theorem, by Peter Hall.- Commentary: Chris Heyde's Work in Probability Theory, with an Emphasis on the LIL, by Ross Maller.- Commentary: Chris Heyde on Branching Processes and Population Genetics, by Eugene Seneta.- C. C. Heyde. On a property of the lognormal distribution. J. R. Stat. Soc. Ser. B Stat. Methodol. , 25:392-393, 1963. Reprinted with permission of the Royal Statistical Society and John Wiley & Sons.- C. C. Heyde. Two probability theorems and their application to some first passage problems. J. Aust. Math. Soc. , 4:214-222, 1964. Reprinted with permission of the Australian Mathematical Society.- C. C. Heyde. Some renewal theorems with application to a first passage problem. Ann. Math. Statist. , 37:699-710, 1966. Reprinted with permission of the Institute of Mathematical Statistics.- C. C. Heyde. Some results on small-deviation probability convergence rates for sums of independent random variables. Canad. J. Math. , 18:656-665, 1966. Reprinted with the permission of the Canadian Mathematical Society.- C. C. Heyde. A contribution to the theory of large deviations for sums of independent random variables. Z. Wahrsch. Verw. Gebiete. , 7:303-308, 1967. Reprinted with permission of Springer Science+Business Media.- C. C. Heyde. On large deviation problems for sums of random variables which are not attracted to the normal law. Ann. Math. Statist. , 38:1575-1578, 1967. Reprinted with permission of the Institute of Mathematical Statistics.- C. C. Heyde. On the influence of moments on the rate of convergence to the normal distribution. Z. Wahrsch. Verw. Gebiete. , 8:12-18, 1967. Reprinted with permission of Springer Science+Business Media.- C. C. Heyde. On large deviation probabilities in the case of attraction to a non-normal stable law. Sankhy Ser. A , 30:253-258, 1968. Reprinted with permission of the Indian Statistical Institute.- C. C. Heyde. On the converse to the iterated logarithm law. J. Appl.Probab. , 5:210-215, 1968. Reprinted with permission of the Applied Probability Trust.- C. C. Heyde. A note concerning behaviour of iterated logarithm type. Proc. Amer. Math. Soc. , 23:85-90, 1969. Reprinted with permission of the American Mathematical Society.- C. C. Heyde. On extended rate of convergence results for the invariance principle. Ann. Math. Statist. , 40:2178-2179, 1969. Reprinted with permission of the Institute of Mathematical Statistics.- C. C. Heyde. On the maximum of sums of random variables and the supremum functional for stable processes. J. Appl. Probab. , 6:419-429, 1969. Reprinted with permission of the Applied Probability Trust.- C. C. Heyde. Some properties of metrics in a study on convergence to normality. Z. Wahrsch. Verw. Gebiete. , 11:181-192, 1969. Reprinted with permission of Springer Science+Business Media.- C. C. Heyde. Extension of a result of Seneta for the super-critical Galton-Watson process. Ann. Math. Statist. , 41:739-742, 1970. Reprinted with permission of the Institute of Mathematical Statistics.- C. C. Heyde. On the implication of a certain rate of convergence to normality. Z. Wahrsch. Verw. Gebiete. , 16:151-156, 1970. Reprinted with permission of Springer Science+Business Media.- C. C. Heyde. A rate of convergence result for the super-critical Galton-Watson process. J. Appl. Probab. , 7:451-454, 1970. Reprinted with permission of the Applied Probability Trust.- C. C. Heyde and B. M. Brown. On the departure from normality of a certain class of martingales. Ann. Math. Statist. , 41:2161-2165, 1970. Reprinted with permission of the Institute of Mathematical Statistics.- C. C. Heyde. Some almost sure convergence theorems for branching processes. Z. Wahrsch. Verw. Gebiete. , 20:189-192, 1971. Reprinted with permission of Springer Science+Business Media.- C. C. Heyde. Some central limit analogues for supercritical Galton-Watson processes. J. Appl. Probab. , 8:52-59, 1971. Reprinted with permission of the Applied Probability Trust.- C. C. Heyde and B. M. Brown. An invariance principle and some convergence rate results for branching processes. Z. Wahrsch. Verw. Gebiete. , 20:271-278, 1971. Reprinted with permission of Springer Science+Business Media.- C. C. Heyde and J. R. Leslie. Improved classical limit analogues for Galton-Watson processes with or without immigration. Bull. Austral. Math. Soc. , 5:145-155, 1971. Reprinted with permission of the Australian Mathematical Society.- C. C. Heyde and E. Seneta. Analogues of classical limit theorems for the supercritical Galton-Watson process with immigration. Math. Biosci., 11:249-259, 1971. Reprinted with permission of Elsevier Inc. An electronic version is available at doi:10.1016/0025-5564(71)90086-1.- E. J. Hannan and C. C. Heyde. On limit theorems for quadratic functions of discrete time series. Ann. Math. Statist. , 43:2058-2066, 1972. Reprinted with permission of the Institute of Mathematical Statistics.- C. C. Heyde. Martingales: a case for a place in the statistician's repertoire. Austral. J. Statist. , 14:1-9, 1972. invited paper. Reproduced with permission of the Statistical Society of Australia Inc. and John Wiley & Sons.- C. C. Heyde and J. R. Leslie. On the influence of moments on approximations by portion of a Chebyshev series in central limit convergence. Z. Wahrsch. Verw. Gebiete. , 21:225-268, 1972. Reprinted with permission of Springer Science+Business Media.- C. C. Heyde and E. Seneta. Estimation theory for growth and immigration rates in a multiplicative process. J. Appl. Probab. , 9:235-256, 1972. Reprinted with permission of the Applied Probability Trust.- C. C. Heyde. An iterated logarithm result for martingales and its application in estimation theory for autoregressive processes. J. Appl. Probab., 10:146-157, 1973. Reprinted with permission of the Applied Probability Trust.- C. C. Heyde. On the uniform metric in the context of convergence to normality. Z. Wahrsch. Verw. Gebiete. , 25:83-95, 1973. Reprinted with permission of Springer Science+Business Media.- C. C. Heyde and D. J. Scott. Invariance principles for the law of the iterated logarithm for martingales and processes with stationary increments. Ann. Probab. , 1:428-436, 1973. Reprinted with permission of the Institute of Mathematical Statistics.- C. C. Heyde. An iterated logarithm result for autocorrelations of a stationary linear process. Ann. Probab. , 2:328-332, 1974. Reprinted with permission of the Institute of Mathematical Statistics.- C. C. Heyde. On estimating the variance of the offspring distribution in a simple branching process. Adv. in Appl. Probab. , 6:421-433, 1974. Reprinted with permission of the Applied Probability Trust.- C. C. Heyde. A nonuniform bound on convergence to normality. Ann. Probab. , 3(5):903-907, 1975. Reprinted with permission of the Institute of Mathematical Statistics.- C. C. Heyde. Remarks on efficiency in estimation for branching processes. Biometrika , 62:49-55, 1975. Reprinted with permission of Oxford University Press.- C. C. Heyde and E. Seneta. The genetic balance between random sampling and random population size. J. Math. Biol. , 1(4):317-320, 1975. Reprinted with permission of Springer Science+Business Media.- P. G. Hall and C. C. Heyde. On a unified approach to the law of the iterated logarithm for martingales. Bull. Austral. Math. Soc. , 14(3):435-447, 1976. Reprinted with permission of the Australian Mathematical Society.- C. C. Heyde. The effect of selection on genetic balance when the population size is varying. Theoret. Population Biol. , 11:249-251, 1977. Reprinted with permission of Elsevier Inc. An electronic version is available at doi:10.1016/0040-5809(77)90027-2.- C. C. Heyde. On central limit and iterated logarithm supplements to the martingale convergence theorem. J. Appl. Probab. , 14(4):758-775, 1977. Reprinted with permission of the Applied Probability Trust.- C. C. Heyde. A log log improvement to the Riemann hypothesis for the Hawkins random sieve. Ann. Probab. , 6(5):870-875, 1978. Reprinted with permission of the Institute of Mathematical Statistics.- C. C. Heyde. On an optimal asymptotic property of the maximum likelihood estimator of a parameter from a stochastic process. Stochastic Process. Appl. , 8(1):1-9, 1978. Reprinted with permission of Elsevier Inc..- C. C. Heyde and I. M. Johnstone. On asymptotic posterior normality for stochastic processes. J. R. Stat. Soc. Ser. B Stat. Methodol. , 41(2):184-189, 1979. Reprinted with permission of the Royal Statistical Society and John Wiley & Sons.- C. C. Heyde. On the survival of a gene represented in a founder population. J. Math. Biol. , 12(1):91-99, 1981. Reprinted with permission of Springer Science+Business Media.- C. C. Heyde. An alternative approach to asymptotic results on genetic composition when the population size is varying. J. Math. Biol. , 18:163-168, 1983. Reprinted with permission of Springer Science+Business Media.- C. C. Heyde and T. Nakata. On the asymptotic equivalence of L p metrics for convergence to normality. Z. Wahrsch. Verw. Gebiete. , 68(1):97-106, 1984. Reprinted with permission of Springer Science+Business Media.- V. P. Godambe and C. C. Heyde. Quasi-likelihood and optimal estimation. Internat. Statist. Rev. , 55(3):231-244, 1987. Reprinted with permission of the International Statistical Institute and John Wiley & Sons.- C. C. Heyde. Quasi-likelihood and optimality for estimating functions: some current unifying themes. In Proceedings of the 47th Session of the International Statistical Institute, Book 1 (Paris, 1989) , volume 53, pages 19-29, 1989. The Fisher Lecture. Reprinted with permission of the International Statistical Institute and John Wiley & Sons.- C. C. Heyde. On best asymptotic confidence intervals for parameters of stochastic processes. Ann. Statist. , 20(1):603-607, 1992. Reprinted with permission of the Institute of Mathematical Statistics.- C. C. Heyde. A quasi-likelihood approach to estimating parameters in diffusion-type processes. In J. Galambos and J. Gani, editors, Studies in applied probability , J. Appl. Probab. Special Volume 31A, pages 283-290. Applied Probability Trust, 1994. Reprinted with permission of the Applied Probability Trust.- C. C. Heyde. Asymptotic optimality. In M. Hazewinkel, editor, Encyclopedia of Mathematics, Suppl. Vol. I , pages 69-70. Kluwer, Dordrecht, 1997. Reprinted with permission of Springer Science+Business Media.- C. C. Heyde and Y. Yang. On defining long-range dependence. J. Appl. Probab. , 34(4):939-944, 1997. Reprinted with permission of the Applied Probability Trust.- C. C. Heyde. A risky asset model with strong dependence through fractal activity time. J. Appl. Probab. , 36(4):1234-1239, 1999. Reprinted with permission of the Applied Probability Trust.- J. Gao, V. Anh, and C. Heyde. Statistical estimation of nonstationary Gaussian processes with long-range dependence and intermittency. Stochastic Process. Appl. , 99(2):295-321, 2002. Reprinted with permission of Elsevier Inc