# Browse By Person: Wolff, Rodney

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**37**.## Journal Article

Zhou, Yifan, Sun, Yong, Mathew, Joseph, Wolff, Rodney C., & Ma, Lin (2011) Latent degradation indicators estimation and prediction : a Monte Carlo approach.

*Mechanical Systems and Signal Processing*,*25*(1), pp. 222-236. 11

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Zhou, Yifan, Ma, Lin, Mathew, Joseph, Sun, Yong, & Wolff, Rodney C. (2011) Maintenance strategy optimization using a continuous-state partially observable semi-Markov decision process.

*Microelectronics Reliability*,*51*(2), pp. 300-309. 6

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Diongue, Abdou Ka, Guegan, Dominique, & Wolff, Rodney (2010) BL-GARCH models with elliptical distributed innovations.

*Journal of Statistical Computation and Simulation*,*80*(7), pp. 775-791. 2

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Tong, Shilu, Dale, Pat, Nicholls, Neville, Mackenzie, John S., Wolff, Rodney C., & McMichael, Tony (2008) Climate variability, social and environmental factors and Ross River virus transmission – overview of research development and future research needs.

*Environmental Health Perspectives*,*116*(12), pp. 1591-1597. 361

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Robertson, Calum, Geva, Shlomo, & Wolff, Rodney C. (2007) Predicting the Short-Term Market Reaction to Asset Specific News: Is Time Against Us?

*Emerging Technologies in Knowledge Discovery and Data Mining (LNCS)*,*4819*, pp. 15-26. 215

Wang, Xiao Yu, Verrall, Kenneth, Gerber, Rod, Wolff, Rodney, & Tong, Shilu (2007) Spatial Patterns of So2 and Cardiorespiratory Mortality in Brisbane, Australia, 1999-2001.

*Environmental Health*,*7*(3), pp. 64-74.Wang, X-Y, Tong, Shilu, Verrall, Ken, Gerber, Rod, & Wolff, Rodney C. (2006) Air pollution trends in Brisbane, Australia, between 1980 and 2003.

*Clean Air and Environmental Quality*,*40*(1), pp. 34-39. 375

Nur, Darfiana, Mengersen, Kerrie L., & Wolff, Rodney C. (2005) Phase randomisation: a convergence diagnostic test for MCMC.

*Australian and New Zealand Journal of Statistics*,*47*(3), pp. 309-323. 337

Barnett, Adrian G. & Wolff, Rodney C. (2005) A time-domain test for some types of non-linearity.

*IEEE Transactions on Signal Processing*,*53*(1), pp. 26-33. 866

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Gerber, Rod, Howie, Jessica, Tong, Shilu, Verrall, Kenneth, & Wolff, Rodney (2005) Air Pollution and Cardiopilmonary Diseases in Australia: A Review of Epidemiological Evidence.

*Environmental Health*,*5*(1), pp. 23-36.Falta, Michael & Wolff, Rodney C. (2004) Recent developments of statistical approaches in cost accounting: a review.

*International Statistical Review*,*72*(3), pp. 377-396. 617

Wolff, Rodney C., Yao, Qiwei, & Tong, Howell (2004) Statistical tests for Lyapunov exponents of deterministic systems.

*Studies in Nonlinear Dynamics and Econometrics*,*8*(2). 309

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Lawrance, Anthony J. & Wolff, Rodney C. (2003) Binary time series generated by chaotic logistic maps.

*Stochastics and Dynamics*,*3*(4), pp. 529-544. 585

Gerber, Rod, Tong, Shilu, Verrall, Kenneth, Watt, Alison, & Wolff, Rodney (2003) Towards Environmental Health Indicators for Sustainable Development: An Inductive Qualitative Perspective.

*Environmental Health*,*3*(3), pp. 26-36.Gao, Jiti, Tong, Howell, & Wolff, Rodney C. (2002) Model specification tests in nonparametric stochastic regression models.

*Journal of Multivariate Analysis*,*83*(2), pp. 324-359. 6

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Gao, Jiti, Tong, Howell, & Wolff, Rodney C. (2002) Adaptive orthogonal series estimation in additive stochastic regression models.

*Statistica Sinica*,*12*(2), pp. 409-428. 353

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Gao, Jiti, Wolff, Rodney C., & Anh, Vo V. (2001) Semiparametric Approximation Methods in Multivariate Model Selection.

*Journal of Complexity*,*17*(4), pp. 754-772. 4

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Nur, Darfiana, Wolff, Rodney C., & Mengersen, Kerrie L. (2001) Phase randomisation: numerical study of higher cumulants behaviour.

*Computational Statistics & Data Analysis*,*37*(4), pp. 487-513. 131

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Hitchins, Jane, Morawska, Lidia, Wolff, Rodney C., & Gilbert, Dale (2000) Concentration of submicrometre particles from vehicle emissions near a major road.

*Atmospheric Environment*,*34*(1), pp. 51-59. 479

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Hall, Peter, Wolff, Rodney C., & Yao, Qiwei (1999) Methods for estimating a conditional distribution function.

*Journal of the American Statistical Association*,*94*(445), pp. 154-163. 427

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Hall, Peter A. & Wolff, Rodney C. (1998) Properties of distributions and correlation integrals for generalised versions of the logistic map.

*Stochastic Processes and Their Applications*,*77*(1), pp. 123-137. 104

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Hall, Peter A. & Wolff, Rodney C. (1995) Estimators of integrals of powers of density derivatives.

*Statistics and Probability Letters*,*24*(2), pp. 105-110. 177

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Hall, Peter A. & Wolff, Rodney C. (1995) Properties of invariant distributions and Lyapunov exponents for chaotic logistic maps.

*Journal of the Royal Statistical Society: Series B (Statistical Methodology)*,*57*(2), pp. 439-452. 366

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## Conference Paper

Zhou, Yifan, Ma, Lin, Wolff, Rodney C., & Kim, Hack-Eun (2009) Asset life prediction using multiple degradation indicators and lifetime data : a Gamma-based state space model approach. In

*The 8th International Conference on Reliability, Maintainability and Safety*, 20-24 July 2009, Chengdu, China. (In Press) 424

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Robertson, Calum S., Geva, Shlomo, & Wolff, Rodney C. (2007) Can the Content of Public News be used to Forecast Abnormal Stock Market Behaviour? In Ramakrishnan, Naren, Zaïane, Osmar R., Shi, Yong, Clifton, Christopher W., & Wu, Xindong (Eds.)

*Seventh IEEE International Conference on Data Mining*, 28-31 October, Omaha, Nebraska, United States of America. 351

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Robertson, Calum S., Geva, Shlomo, & Wolff, Rodney C. (2007) News Aware Volatility Forecasting: Is the Content of News Important? In Christen, Peter, Kennedy, Paul, Li, Jiuyong, Kolyshkina, Inna, & Williams, Graham (Eds.)

*Sixth Australasian Data Mining Conference (AusDM 2007)*, 3-4 December, Gold Coast, Queensland, Australia. (In Press) 160

Robertson, Calum S., Geva, Shlomo, & Wolff, Rodney C. (2006) Does Company Specific News Effect the US, UK, and Australian Markets within 60 minutes? In Moshirian, Fariborz (Ed.)

*19th Australasian Finance and Banking Conference*, 13-15 December 2006, Shangri-La Hotel, Sydney, Australia. 446

Martinez, Luis A. & Wolff, Rodney C. (2006) Modelling the initial pit design: the first step for project valuation. In

*6th Mining Geology Conference*, 21-23 August 2006, Darwin.Robertson, Calum S., Geva, Shlomo, & Wolff, Rodney C. (2006) What Types of Events Provide the Strongest Evidence that the Stock Market is Affected by Company Specific News? In Christen, Peter, Kennedy, Paul, Li, Jiuyong, Simoff, Simeon, & Williams, Graham (Eds.)

*5th Australasian Data Mining Conference*, 29th -30th November, 2006, Sydney, Australia. 256

Colin, Andrew, Falta, Michael, Su, Steve, Turner, Lyle, Willett, Roger, & Wolff, Rodney (2006) A statistical activity cost analysis of the relationship between physical and financial aspects of fixed assets. In Matthew, Joseph, Ma, Lin, Tan, Andy, & Anderson, Deryk (Eds.)

*First World Congress on Engineering Asset Management (WCEAM)*, 11-14 July 2006, Gold Coast, Queensland, Australia. 378

Wolff, Rodney C. (2004) Dependence structures in financial time series: a chaos-theoretic approach. In Pan, H., Sornette, D., & Kortanek, K. (Eds.)

*Intelligent Finance - a Convergence of Financial Mathematics with Technical and Fundamental Analysis*, 13-14 December 2004, Melbourne. 505

Martinez, Luis & Wolff, Rodney (2004) New Method for Metal Price Risk Using Copulas. In Dimitrakopoulos, Roussos (Ed.)

*Orebody Modelling and Strategic Mine Planning - Uncertainty and Risk Management International Symposium 2004*, 22-24 November 2004, Perth, Western Australia.Mengersen, Kerrie, Nur, Darfiana, & Wolff, Rodney (2001) Assessment of MCMC Convergence: A Time Series and Dynamical Systems Approach. In

*Proceedings of the 11th Institute of Electrical and Electronics Engineers Signal Processing Workshop on Statistical Signal Processing*, 6-8 August 2001. 1

Barnett, Adrian & Wolff, Rodney (2001) On the Estimation of Common Non-Linearity Among Repeated Time Series. In

*Proceedings of the 11th Institute of Electrical and Electronics Engineers Signal Processing Workshop on Statistical Signal Processing*, 6-8 August 2001.## Working Paper

Cecchinato, Nedda & Wolff, Rodney C. (2008)

*Edgeworth expansion for the sample autocorrelation function.*[Working Paper] (Unpublished) 165

Wolff, Rodney C., Yao, Qiwei, & Tong, Howell (2003)

*Statistical Tests for Lyapunov Exponents of Deterministic Systems. Discussion paper No 167.*. [Working Paper] (Unpublished)Barnett, Adrian G. & Wolff, Rodney C. (2003)

*A Time-Domain Test for Some Types of Non-Linearity, Discussion Paper No 168.*. [Working Paper] (Unpublished) 295