Hostname: page-component-cd9895bd7-dzt6s Total loading time: 0 Render date: 2024-12-23T18:24:17.915Z Has data issue: false hasContentIssue false

Obituary: Christopher Charles Heyde AM, DSc, FAA, FASSA

Published online by Cambridge University Press:  14 July 2016

Joe Gani
Affiliation:
Australian National University, Canberra
Eugene Seneta
Affiliation:
University of Sydney
Rights & Permissions [Opens in a new window]

Abstract

Image of the first page of this content. For PDF version, please use the ‘Save PDF’ preceeding this image.'
Type
Obituary
Copyright
Copyright © Applied Probability Trust 2008 

References

[1] The central limit theorem. In Encyclopedia of Actuarial Science, eds Teugels, J. and Sundt, B., John Wiley, Chichester, pp. 651655.Google Scholar
[2]Comments on the paper ‘Evidence functions and the optimality of the law of likelihood’ by Lele, S. In The Nature of Scientific Evidence: Empirical, Statistical and Philosophical Considerations, eds Taper, M. L. and Lele, S., University of Chicago Press, pp. 203205.Google Scholar
[3] Asymptotics and criticality for a correlated Bernoulli process. Australian and New Zealand Journal of Statistics 46, 5357.CrossRefGoogle Scholar
[4](with Kou, S. G.) On the controversy over tailweight of distributions. it Operations Research Letters 32, 399408.Google Scholar
[5](with Wong, B.) On the martingale property of stochastic exponentials. Journal of Applied Probability 41, 654664.CrossRefGoogle Scholar
[6](with Irle, A.) On subordinated market models. In Proceedings of the International Sri Lankan Statistical Conference: Visions of Futuristic Methodologies (December 2004), eds de Silva, B. M. and Mukhopadhyay, N., Postgraduate Institute of Science, University of Peradenya, Sri Lanka, pp. 115.Google Scholar
[7](with Leonenko, N. N.) Student processes. Advances in Applied Probability 37, 342365.Google Scholar
[8](with Au, K.) On the problem of discriminating between the tails of distributions. In Contributions to Probability and Statistics: Applications and Challenges (Proceedings of the University of Canberra International Statistical Workshop, April 2005), eds Brown, P. et al., World Scientific, Singapore, pp. 246258.Google Scholar
[9](Wong, B. with) On changes of measure in stochastic volatility models. Journal of Applied Mathematics and Stochastic Analysis 2006, 18130.Google Scholar
[10](with Sly, A.) Non-standard limit theorem for infinite variance functionals. The Annals of Probability 36, 796805.Google Scholar
[11](with Liu, S.) On estimation in conditionally heteroscedastic time series models under non-normal distributions. Statistical Papers 49, 455469.CrossRefGoogle Scholar
[12](with Au, K.) A cautionary note on model choice and the Kullback–Leibler information. Journal of Statistical Theory and Practice 2, 221232.Google Scholar
[13] Scaling issues for risky asset modelling. Submitted.Google Scholar
[14](with Wang, D.) Finite-time ruin probability with an exponential Levy process investment return and heavy-tailed claims. Submitted.Google Scholar
[15](with Sly, A.) A cautionary note on modeling with fractional Lévy flights. To appear in Physica A: Statistical Mechanics and Its Applications.Google Scholar