Browse By Person: Wolff, Rodney
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Number of items: 37.
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.
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.
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.
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.
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.
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.
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.
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.
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.
Wolff, Rodney C., Yao, Qiwei, & Tong, Howell (2004) Statistical tests for Lyapunov exponents of deterministic systems. Studies in Nonlinear Dynamics and Econometrics, 8(2).
Lawrance, Anthony J. & Wolff, Rodney C. (2003) Binary time series generated by chaotic logistic maps. Stochastics and Dynamics, 3(4), pp. 529-544.
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.
Gao, Jiti, Tong, Howell, & Wolff, Rodney C. (2002) Adaptive orthogonal series estimation in additive stochastic regression models. Statistica Sinica, 12(2), pp. 409-428.
Gao, Jiti, Wolff, Rodney C., & Anh, Vo V. (2001) Semiparametric Approximation Methods in Multivariate Model Selection. Journal of Complexity, 17(4), pp. 754-772.
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.
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.
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.
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.
Hall, Peter A. & Wolff, Rodney C. (1995) Estimators of integrals of powers of density derivatives. Statistics and Probability Letters, 24(2), pp. 105-110.
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.
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)
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.
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)
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.
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.
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.
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.
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.
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.
Cecchinato, Nedda & Wolff, Rodney C. (2008) Edgeworth expansion for the sample autocorrelation function. [Working Paper] (Unpublished)
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)