By Emeritus Professor William T M Dunsmuir

Journal articles

Richards KA; Dunsmuir WTM; Peters GW, 2024, 'Score test for marks in Hawkes processes', International Journal of Data Science and Analytics, http://dx.doi.org/10.1007/s41060-024-00644-4

Kwan J; Chen F; Dunsmuir W, 2023, 'Alternative asymptotic inference theory for a non-stationary Hawkes process', Journal of Statistical Planning and Inference, http://dx.doi.org/10.1016/j.jspi.2023.03.004

Wee D; Chen F; Dunsmuir W, 2023, 'ESTIMATING GARCH(1,1) IN THE PRESENCE OF MISSING DATA', Annals of Applied Statistics, http://dx.doi.org/10.1214/23-AOAS1734

Wee DCH; Chen F; Dunsmuir WTM, 2022, 'Likelihood inference for Markov switching GARCH(1,1) models using sequential Monte Carlo', Econometrics and Statistics, 21, pp. 50 - 68, http://dx.doi.org/10.1016/j.ecosta.2020.03.004

Clinet S; Dunsmuir WTM; Peters GW; Richards KA, 2021, 'Asymptotic distribution of the score test for detecting marks in hawkes processes', Statistical Inference for Stochastic Processes, 24, pp. 635 - 668, http://dx.doi.org/10.1007/s11203-021-09245-5

Walter SR; Brown BM; Dunsmuir WTM, 2020, 'Detecting changes in task length due to task-switching in the presence of repeated length-biased sampling', Australian and New Zealand Journal of Statistics, 62, pp. 133 - 152, http://dx.doi.org/10.1111/anzs.12296

Walter SR; Dunsmuir WTM; Westbrook JI, 2019, 'Inter-observer agreement and reliability assessment for observational studies of clinical work', Journal of Biomedical Informatics, 100, pp. 103317, http://dx.doi.org/10.1016/j.jbi.2019.103317

Wee D; Chen F; Dunsmuir W, 2019, 'Likelihood inference for a COGARCH process using sequential Monte Carlo', Journal Of Financial Econometrics, 17, pp. 229 - 253, http://dx.doi.org/10.1093/jjfinec/nby012

Walter SR; Raban MZ; Dunsmuir WTM; Douglas HE; Westbrook JI, 2017, 'Emergency doctors' strategies to manage competing workload demands in an interruptive environment: An observational workflow time study', Applied Ergonomics, 58, pp. 454 - 460, http://dx.doi.org/10.1016/j.apergo.2016.07.020

Dunsmuir W; He J, 2017, 'Marginal Estimation of Parameter Driven Binomial Time Series Models', Journal of Time Series Analysis, 38, pp. 120 - 144, http://dx.doi.org/10.1111/jtsa.12205

Dean RT; Dunsmuir WTM, 2016, 'Dangers and uses of cross-correlation in analyzing time series in perception, performance, movement, and neuroscience: The importance of constructing transfer function autoregressive models', Behavior Research Methods, 48, pp. 783 - 802, http://dx.doi.org/10.3758/s13428-015-0611-2

Dunsmuir WTM; Scott DJ, 2015, 'The glarma Package for Observation-Driven Time Series Regression of Counts', Journal of Statistical Software, 67, pp. 1 - 36, http://dx.doi.org/10.18637/jss.v067.i07

Richards K-A; Peters GW; Dunsmuir WTM, 2015, 'Heavy-tailed features and dependence in limit order book volume profiles in futures markets', International Journal of Financial Engineering, 2, http://dx.doi.org/10.1142/S2424786315500334

Walter SR; Dunsmuir WTM; Westbrook JI, 2015, 'Studying interruptions and multitasking in situ: The untapped potential of quantitative observational studies', International Journal of Human Computer Studies, 79, pp. 118 - 125, http://dx.doi.org/10.1016/j.ijhcs.2015.01.008

Deana RT; Bailes F; Dunsmuir WTM, 2014, 'Shared and distinct mechanisms of individual and expertise-group perception of expressed arousal in four works', Journal of Mathematics and Music, 8, pp. 207 - 223, http://dx.doi.org/10.1080/17459737.2014.928753

Deana RT; Bailes F; Dunsmuir WTM, 2014, 'Time series analysis of real-time music perception: Approaches to the assessment of individual and expertise differences in perception of expressed affect', Journal of Mathematics and Music, 8, pp. 183 - 205, http://dx.doi.org/10.1080/17459737.2014.928752

Walter SR; Li L; Dunsmuir WTM; Westbrook JI, 2013, 'Managing competing demands through task-switching and multitasking: a multi-setting observational study of 200 clinicians over 1000 hours', BMJ quality & safety, 2013, http://dx.doi.org/10.1136/bmjqs-2013-002097

Turner RM; Hayen A; Dunsmuir WTM; Finch C, 2011, 'Air temperature and the incidence of fall-related hip fracture hospitalisations in older people', Osteoporosis International, 22, pp. 1183 - 1189, http://dx.doi.org/10.1007/s00198-010-1306-2

Westbrook JI; Woods A; Rob MI; Dunsmuir WTM; Day RO, 2010, 'Association of interruptions with an increased risk and severity of medication administration errors', Archives of Internal Medicine, 170, pp. 683 - 690, http://dx.doi.org/10.1001/archinternmed.2010.65

Westbrook JI; Coiera E; Dunsmuir WTM; Brown B; Kelk N; Paoloni R; Tran C, 2010, 'The impact of interruptions on clinical task completion', Quality and Safety in Health Care, 19, pp. 284 - 289

Turner RM; Hayen A; Dunsmuir WT; Finch CF, 2009, 'Spatial temporal modeling of hospitalizations for fall-related hip fractures in older people', Osteoporosis International, 20, pp. 1479 - 1485

Lujic S; Finch CF; Boufous S; Hayen A; Dunsmuir WTM, 2008, 'How comparable are road traffic crash cases in hospital admissions data and police records? An examination of data linkage rates', Australian and New Zealand Journal of Public Health, 32, pp. 28 - 33, http://dx.doi.org/10.1111/j.1753-6405.2008.00162.x

Kuo FY; Dunsmuir WT; Sloan IH; Wand MP; Womersley RS, 2008, 'Quasi-Monte Carlo for highly structured generalised response models', Methodology and Computing in Applied Probability, 10, pp. 239 - 275

Brown MA; Mackenzie C; Dunsmuir WTM; Roberts L; Ikin K; Matthews J; Mangos G; Davis G, 2007, 'Can we predict recurrence of pre-eclampsia or gestational hypertension?', BJOG: An International Journal of Obstetrics & Gynaecology, 114, pp. 984 - 993, http://dx.doi.org/10.1111/j.1471-0528.2007.01376.x

Cameron B ; Galbraith S ; Zhang Y ; Davenport T ; Vollmer Conna U ; Wakefield D ; Hickie I ; Dunsmuir WTM; Whistler T ; Vernon S ; Reeves W ; Lloyd A , 2007, 'Gene expression correlates of postinfective fatigue syndrome after infectious mononucleosis', The Journal of Infectious Diseases, 196, pp. 56 - 66, http://dx.doi.org/10.1086/518614

Murphy KR; Ruiz G; Dunsmuir WT; Waite TD, 2006, 'Optimized parameters for fluorescence-based verification of ballast water exchange by ships', Environmental Science and Technology, 40, pp. 2357 - 2362, http://dx.doi.org/10.1021/es0519381

Lane CA; Brown MA; Dunsmuir WT; Kelly JJ; Mangos G, 2006, 'Can spot urine protein/creatinine ratio replace 24 h urine protein in usual clinical nephrology?', Nephrology, 11, pp. 245 - 249

Brown MA; Mackenzie C; Dunsmuir WTM; Roberts L; Ikin K; Matthews J; Mangos G; Davis GK, 2006, 'Can we predict the recurrence of pre-eclampsia or gestational hypertension?', Hypertension in Pregnancy, 25, pp. 179 - 179

Britt H; Toomey TL; Dunsmuir WTM; Wagenaar AC, 2006, 'Propensity for and correlates of alcohol sales to underage youth', Journal of Alcohol and Drug Education, 50, pp. 25 - 42, http://eric.ed.gov/?id=EJ761245

Davis RA; Dunsmuir WT; Streett SB, 2005, 'Maximum likelihood estimation for an observation driven model for Poisson counts', Methodology and Computing in Applied Probability, 7, pp. 149 - 159

Cripps EJ; Nott DJ; Dunsmuir WT; Wikle C, 2005, 'Space-time modelling of Sydney Harbour winds', Australian and New Zealand Journal of Statistics, 47, pp. 3 - 17

Bernat D; Dunsmuir WT; Wagenaar AC, 2004, 'Effects of lowering the legal BAC to 0.08 on single-vehicle-nighttime fatal traffic crashes in 19 jurisdictions', Accident Analysis and Prevention, 36, pp. 1089 - 1097

Miller B; Kassenborg H; Dunsmuir WT; Griffith J; Hadidi M; Nordin JD; Danila R, 2004, 'Syndromic surveillance for influenzalike illness in an ambulatory care network', Emerging Infectious Diseases, 10, pp. 1806 - 1811, http://dx.doi.org/10.3201/eid1010.030789

Cripps EJ; Dunsmuir WTM, 2003, 'Modeling the variability of Sydney Harbor wind measurements', Journal of Applied Meteorology, 42, pp. 1131 - 1138, http://dx.doi.org/10.1175/1520-0450(2003)042<1131:MTVOSH>2.0.CO;2

Davis RA; Dunsmuir WTM; Streett SB, 2003, 'Observation-driven models for Poisson counts', Biometrika, 90, pp. 777 - 790, http://dx.doi.org/10.1093/biomet/90.4.777

Leonte D; Nott DJ; Dunsmuir WTM, 2003, 'Smoothing and change point detection for gamma ray count data', Mathematical Geology, 35, pp. 175 - 194, http://dx.doi.org/10.1023/A:1023287521958

Connor GJ; Spark E; Dunsmuir WTM, 2003, 'Statistical forecasting techniques to describe the surface winds in Sydney Harbour', Australian Meteorological Magazine, 52, pp. 101 - 115

Dunsmuir WTM; Spark E; Chen S; Kim S, 2003, 'Statistical prediction of sea breezes in Sydney Harbour', Australian Meteorological Magazine, 52, pp. 117 - 126

Nott DJ; Dunsmuir WT, 2002, 'Estimation of nonstationary spatial covariance structure', Biometrika, 89, pp. 819 - 829

Dunsmuir WTM; Meyn SP; Roberts G, 2002, 'Obituary: Richard Lewis Tweedie', Journal of Applied Probability, 39, pp. 441 - 454, http://dx.doi.org/10.1239/jap/1025131442

Nott DJ; Dunsmuir WT; Kohn R; Woodcock F, 2001, 'Statistical correction of a deterministic numerical weather prediction model', Journal of the American Statistical Association, pp. 794 - 804

Dunsmuir WTM, 2000, 'Modeling Longitudinal and Spatially Correlated Data: Methods, Applications and Future Directions. T. G. Gregoire, D. R. Brillinger, P. J. Diggle, E. Russek-Cohen, W. G. Warren and R. D. Wolfinger (eds). Lecture Notes in Statistics, vol 122, Springer-Verlag, New York, 1997. No. of pages: x+402. Price: �30.50. ISBN 0-387-98216-7', Statistics in Medicine, 19, pp. 1258 - 1260, http://dx.doi.org/10.1002/(sici)1097-0258(20000515)19:9<1258::aid-sim399>3.0.co;2-s

Dunsmuir WTM; Wang Y; Davis RA, 2000, 'On autocorrelation in a Poisson regression model', Biometrika, 87, pp. 491 - 505, http://dx.doi.org/10.1093/biomet/87.3.491

Huang D; Dunsmuir WT, 1998, 'Computing joint distributions of 2D moving median filters with applications to detection of edges', IEEE Transactions on Pattern Analysis and Machine Intelligence, 20, pp. 340 - 343

Davis RA; Dunsmuir WTM, 1997, 'Least absolute deviation estimation for regression with ARMA errors', Journal of Theoretical Probability, 10, pp. 481 - 497, http://dx.doi.org/10.1023/A:1022620818679

Davis RA; Dunsmuir WTM, 1996, 'Maximum likelihood estimation for ma(1) processes with root on or near the unit circle', Econometric Theory, 12, pp. 1 - 29, http://dx.doi.org/10.1017/S0266466600006423

Dunsmuir WTM; Scott DJ; Wang Q, 1996, 'The distribution of the weighted moving median of a sequence of iid observations', Communications in Statistics-Simulation and Computation, 25, pp. 1015 - 1029

Breidt FJ; Dunsmuir WTM; Davis RA, 1995, 'Improved bootstrap forecast intervals for autoregressions', Journal of Time Series Analysis, 16, pp. 177 - 200, http://dx.doi.org/10.1111/j.1467-9892.1995.tb00229.x

Davis R; Chen M; Dunsmuir WTM, 1995, 'Inference for a MA(1) process with a root on or near the unit circle', Probability and Mathematical Statistics, 15, pp. 227 - 242, http://www.math.uni.wroc.pl/~pms/publicationsArticle.php?nr=15&nrA=17&ppB=%20227&ppE=%20242

Dunsmuir WTM, 1993, 'Least absolute deviation estimation of stationary time series models', European Journal of Operational Research, 67, pp. 272 - 277

Back to profile page