C. C. Heyde - Concepedia

Author

C. C. Heyde

Also Known As

C C Heyde, C HEYDE, C. C. HEYDE, C. C. Heyde, C. Heyde, C.C. HEYDE, C.C. Heyde, Chris C. Heyde, Chris Heyde, Heyde, C. C

313

Publications

13.7K

Citations

H-Index

125

Concepts

All Affiliations

Australian National University Commonwealth Scientific and Industrial Research Organisation Columbia University Canberra (United Kingdom)University of Sheffield

About

C. C. Heyde is an author at Australian National University specializing in engineering, probability theory, and statistics.

Top Concepts

#	Concept	H-Index	Publications	Citations
1	Engineering	35	82	6.2K
2	Business	16	19	842
3	Medicine	7	7	127
4	Management	3	3	278
5	Arts	1	1	50

C. C. Heyde

105

Publications

10.2K

Citations

H-Index

Page 1

	Year	Citations
Matrix-Geometric Solutions in Stochastic Models. An Algorithmic Approach. C. C. Heyde, Marcel F. Neuts Journal of the American Statistical Association Matrix-geometric SolutionsStochastic SystemMatrix Theory	1982	3.3K
Martingale Limit Theory and its Application. R. M. Loynes, Peter Hall, C. C. Heyde Journal of the Royal Statistical Society Series A (General) EngineeringIntegrable ProbabilityStochastic ProcessesStochastic CalculusStochastic Analysis	1984	2.8K
On a Property of the Lognormal Distribution C. C. Heyde Journal of the Royal Statistical Society Series B (Statistical Methodology) EngineeringEntropySame MomentsIntegrable ProbabilityLevy Process	1963	176
External Risk Measures and Basel Accords Steven Kou, Xianhua Peng, C. C. Heyde Mathematics of Operations Research EngineeringRisk Model ValidationFinancial Risk ManagementRisk MetricRobust Risk Measures	2013	167
Confidence intervals for demographic projections based on products of random matrices C. C. Heyde, Joel E. Cohen Theoretical Population Biology Random MatricesConfidence IntervalsStatistical FoundationBiostatisticsStatistical Inference	1985	152
Itô′s formula with respect to fractional Brownian motion and its application Wen Dai, C. C. Heyde International Journal of Stochastic Analysis Fractional Brownian MotionEngineeringAsset PricingStandard Itô CalculusStochastic Processes	1996	139
On Limit Theorems for Quadratic Functions of Discrete Time Series E. J. Hannan, C. C. Heyde The Annals of Mathematical Statistics Spectral TheoryEngineeringMacroeconomic ForecastingFunctional AnalysisTime Series Econometrics	1972	135
Extension of a Result of Seneta for the Super-Critical Galton-Watson Process C. C. Heyde The Annals of Mathematical Statistics Super-critical Galton-watson ProcessPhysicsNatural SciencesParticle PhysicsQuantum Field Theory	1970	120
A supplement to the strong law of large numbers C. C. Heyde Journal of Applied Probability Distributed Random VariablesLarge DeviationsEngineeringEntropyStrong Law	1975	113
A risky asset model with strong dependence through fractal activity time C. C. Heyde Journal of Applied Probability EngineeringFinancial MathematicsComputational FinanceStrong DependenceAsset Pricing	1999	96

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