Professor Chris Heyde

Contents

1. Selected Publications
2. Other Information

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Selected Publications

• Heyde,C.C., Quasi-Likelihood and its Application. A General Approach to Optimal Parameter Estimation. Springer, New York, 1997, ix + 235pp.
• Lin,Y.-X. and Heyde,C.C., On spaces of estimating functions. J.Statist. Planning Inf., 63 (1997), 255-264.
• Heyde,C.C., Avoiding the likelihood. Proceedings of the Athens Conference on Estimating Functions, Godambe,V.P., Ed., IMS Lecture Note Series No.32 (1998).
• Heyde,C.C. and Yang,Y.-M., On defining long-range dependence. J.Appl. Prob., 34 (1997), 939-944.
• Heyde,C.C. and Dai,W., On the robustness to small trends of estimation based on the smoothed periodogram. J. Time Series Anal. 17 (1996), 141-150.
• Heyde,C.C. and Morton R., Quasi-likelihood and generalizing the E-M algorithm. J.Roy. Statist. Soc., 58 (1996), 317-327.
• Heyde,C.C., On the use of quasi-likelihood for estimation in hidden-Markov random fields. J. Statist. Planning Inf., 63 (1996), 373-378.

Other Information

Links to sites of interest:

• The Center for Applied Probability at Columbia University.
• The Applied Probability Trust

Documents for download

• test file

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Prof. Chris Heyde
Centre for Mathematics and its Applications, Mathematical Sciences Institute
Australian National University, ACT 0200
Ph +61 (2) 6125 2897 (office) 6125 2962 (direct) Fax +61 (2) 6125 3918
Email: Chris.Heyde {AT} maths.anu.edu.au