C. C. Heyde

Matrix-Geometric Solutions in Stochastic Models. An Algorithmic Approach.

C. C. Heyde, Marcel F. Neuts · Journal of the American Statistical Association · 1982 · 3.3K citations

Engineering, Mathematics, Probability Theory +12

Martingale Limit Theory and its Application.

R. M. Loynes, Peter Hall, C. C. Heyde · Journal of the Royal Statistical Society Series A (General) · 1984 · 2.8K citations · Full text

Engineering, Economics, Mathematics +12

On a Property of the Lognormal Distribution

C. C. Heyde · Journal of the Royal Statistical Society Series B (Statistical Methodology) · 1963 · 178 citations

Natural Sciences, Mathematics, Probability Theory +6

External Risk Measures and Basel Accords

Steven Kou, Xianhua Peng, C. C. Heyde · Mathematics of Operations Research · 2013 · 169 citations

Business, Finance, Risk Management +17

Confidence intervals for demographic projections based on products of random matrices

C. C. Heyde, Joel E. Cohen · Theoretical Population Biology · 1985 · 152 citations

Social Sciences, Demography, Mathematics +16