W. McCormick

发表

Contributions to Probability.

J. Gani, V. Rohatgi, W. McCormick, 1984 .

Regeneration-based bootstrap for Markov chains

W. McCormick, S. Datta, 1993 .

Bootstrapping explosive autoregressive processes

R. Taylor, I. Basawa, W. McCormick, 1989 .

Limiting properties of Poisson shot noise processes

Robert Lund, Yuanhui Xiao, William P. McCormick, 2004, Journal of Applied Probability.

Sample size determination in multi-class classification and prediction based on single-nucleotide polymorphisms by Xinyu Liu

Xiangrong Yin, J. Reeves, W. McCormick, 2013 .

The Pricing Problem

J. Reeves, W. McCormick, A. Mallik, 1987 .

Veraverbeke’s theorem at large: on the maximum of some processes with negative drift and heavy tail innovations

P. Barbe, W. McCormick, 2008, 0802.3638.

Extremes for shot noise processes with heavy tailed amplitudes

William P. McCormick, W. McCormick, 1997 .

Estimation for non‐negative time series with heavy‐tail innovations

W. McCormick, A. Bartlett, W. P. McCormick, 2013 .

Tail expansions for the distribution of the maximum of a random walk with negative drift and regularly varying increments

P. Barbe, W. McCormick, C. Zhang, 2006, math/0604377.

Asymptotic expansions for infinite weighted convolutions of rapidly varying subexponential distributions

P. Barbe, W. McCormick, 2008 .

Asympyotic expansions for infinite weighted convolutions of light subexponential distributions

P. Barbe, W. McCormick, 2005, math/0512141.

Some continuous edgeworth expansions for Markov chains with applications to bootstrap

W. McCormick, S. Datta, 1995 .

Sums and maxima of discrete stationary processes

Jiayang Sun, W. McCormick, 1993, Journal of Applied Probability.

Extremes for shot noise processes with heavy tailed amplitudes

W. McCormick, 1997, Journal of Applied Probability.

Asymptotic expansions for infinite weighted convolutions of heavy tail distributions and applications

P. Barbe, W. McCormick, 2004, math/0412537.

Asymptotic reliability of consecutive k-out-of-n systems

E. R. Canfield, W. McCormick, E. Canfield, 1992, Journal of Applied Probability.

Asymptotic distribution of sum and maximum for Gaussian processes

Hwai-Chung Ho, W. McCormick, 1999, Journal of Applied Probability.

Asymptotic properties of the tail distribution and Hill’s estimator for shot noise sequence

Chenhua Zhang, W. McCormick, 2011, Extremes.

Extreme value theory for processes with periodic variances

W. McCormick, R. Ballerini, 1988, Advances in Applied Probability.

Weak Convergence for the Maxima of Stationary Gaussian Processes Using Random Normalization

W. McCormick, 1980 .

Bootstrap Inference for a First-Order Autoregression with Positive Innovations

Somnath Datta, William P. McCormick, W. McCormick, 1995 .

The point process approach for fractionally differentiated random walks under heavy traffic

P. Barbe, W. McCormick, 2012 .

Invariance principles for some FARIMA and nonstationary linear processes in the domain of a stable distribution

P. Barbe, W. McCormick, 2010, 1007.0576.

An extension of a logarithmic form of Cramér's ruin theorem to some FARIMA and related processes

P. Barbe, W. McCormick, 2008, 0811.3460.

Weak limit results for the extremes of a class of shot noise processes

W. McCormick, P. Homblé, 1995, Journal of Applied Probability.

q-Algebraic Equations, their power series solutions, and the asymptotic behavior of their coefficients

P. Barbe, W. McCormick, P. F. Ayuso, 2020, 2006.09527.

Asymptotic distribution for the sum and maximum of Gaussian processes

Y. Qi, W. McCormick, 2000, Journal of Applied Probability.

Asymptotic analysis of extremes from autoregressive negative binomial processes

Yousung Park, William P. McCormick, W. McCormick, 1992, Journal of Applied Probability.

Confidence bands in generalized linear models

Jiayang Sun, Catherine Loader, William P. McCormick, 2000 .

Asymptotic Results for an Extreme Value Estimator of the Autocorrelation Coefficient for a First Order Autoregressive Sequence

W. McCormick, G. Mathew, 1989 .

Estimation for first-order autoregressive processes with positive or bounded innovations

Richard A. Davis, William P. McCormick, W. McCormick, 1989 .

Nonlinear Autoregression with Positive Innovations

W. McCormick, S. Datta, G. Mathew, 1998 .

Asymptotic expansions of convolutions of regularly varying distributions

P. Barbe, W. McCormick, 2005, Journal of the Australian Mathematical Society.

Strong consistency of the MLE for sequential design problems

W. McCormick, A. Mallik, J. Reeves, 1988 .

Asymptotic properties of the tail distribution and Hill’s estimator for shot noise sequence

Chenhua Zhang, W. McCormick, 2012 .

Calculating the extremal index for a class of stationary sequences

Tailen Hsing, Michael R. Chernick, William P. McCormick, 1991, Advances in Applied Probability.

Distributional properties of Jaccard's index of similarity

William P. McCormick, N. I. Lyons, W. McCormick, 1992 .

q-Catalan bases and their dual coefficients

P. Barbe, W. McCormick, 2012, 1211.6206.

Asymptotic Expansions for Distributions of Compound Sums of Random Variables with Rapidly Varying Subexponential Distribution

P. Barbe, W. McCormick, C. Zhang, 2007, Journal of Applied Probability.

A complete poisson convergence result for a strongly dependent isotropic gaussian random field

W. McCormick, G. Mathew, 1993 .

Boot-strapping unstable rst-order autoregressive processes

Robert L. Taylor, Jaxk Reeves, I. V. Basawa, 1991 .

Heavy-traffic approximations for fractionally integrated random walks in the domain of attraction of a non-Gaussian stable distribution

P. Barbe, W. McCormick, 2012 .

Ruin probabilities in tough times - Part 2 - Heavy-traffic approximation for fractionally differentiated random walks in the domain of attraction of a nonGaussian stable distribution

P. Barbe, W. McCormick, 2011, 1102.3956.

A bootstrap approximation to the joint distribution of sum and maximum of a stationary sequence

W. McCormick, G. Mathew, 1998 .

Asymptotic bootstrap validity for finite markov chains

I. Basawa, W. McCormick, T. A. Green, 1990 .

Some Tauberian theory for the q-Lagrange inversion

P. Barbe, W. McCormick, 2013, 1312.6899.

Second-order expansion for the maximum of some stationary Gaussian sequences

P. Barbe, W. McCormick, 2004 .

A CONDITIONED LIMIT LAW RESULT FOR JUMPS IN THE SEQUENCE OF PARTIAL MAXIMA OF A STATIONARY GAUSSIAN SEQUENCE

W. McCormick, 1982 .

Asymptotic expansions for distributions of compound sums of light subexponential random variables

P. Barbe, W. McCormick, C. Zhang, 2006, math/0604378.

An Analysis of Poisson Moving-Average Processes

W. McCormick, Yousung Park, 1997, Probability in the Engineering and Informational Sciences.