# Browse By Person: Wolff, Rodney

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**38**.## Journal Article

Liu, Shen, Anh, Vo, McGree, James, Kozan, Erhan, & Wolff, Rodney C.
(2014)
A new approach to spatial data interpolation using higher-order statistics.

*Stochastic Environmental Research and Risk Assessment*. (In Press)

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.
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8

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.
9

5

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.
5

1

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.
492

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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.
256

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, Xiao Yu, 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.
436

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.
361

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.
919

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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.
717

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

*Studies in Nonlinear Dynamics and Econometrics*,*8*(2).
341

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1

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

*Stochastics and Dynamics*,*3*(4), pp. 529-544.
712

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.
7

8

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

*Statistica Sinica*,*12*(2), pp. 409-428.
384

4

3

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

*Journal of Complexity*,*17*(4), pp. 754-772.
5

2

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.
164

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3

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.
606

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224

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.
436

135

119

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.
118

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3

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

*Statistics and Probability Letters*,*24*(2), pp. 105-110.
183

3

2

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.
388

9

## 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.
473

2

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.
391

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2

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.)

*Data mining and analytics 2007 : proceedings of the sixth Australasian Data Mining Conference (AusDM2007)*, Australian Computer Society in association with the ACM Digital LIbrary, Gold Coast, Queensland, pp. 157-166.
181

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.
494

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.
312

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.
433

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.
533

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)
173

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)
311