By Emeritus Professor William T M Dunsmuir

Journal articles

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

Dunsmuir WTM, 1992, 'A simulation study of l1: estimation of a seasonal moving average time series model', Communications in Statistics-Simulation and Computation, 21, pp. 519 - 531

Breidt FJ; Davis RA; Dunsmuir WTM, 1992, 'On backcasting in linear time series models', New Directions in Time Series Analysis, 45, pp. 25 - 40

Dunsmuir WTM; Phillips DM, 1991, 'Modelling of annual variation of tropospheric moisture in the Australian region from radiosonde and satellite data', Australian Meteorological Magazine, 39, pp. 87 - 94

Dunsmuir W; Spencer NM, 1991, 'Strong consistency and asymptotic normality of /1 estimates of the autoregressive moving-average model', Journal of Time Series Analysis, 12, pp. 95 - 104, http://dx.doi.org/10.1111/j.1467-9892.1991.tb00071.x

Dunsmuir WTM; Phillips DM, 1990, 'Modelling of temporal variation of atmospheric moisture at surface level in the Australian region', Australian Meteorological Magazine, 38, pp. 181 - 9

Dunsmuir WTM; Snyder RN, 1989, 'Control of inventories with intermittent demand', European Journal of Operational Research, 40, pp. 16 - 21

Dunsmuir WTM; Tweedie R; Flack L; Mengersen K, 1989, 'Modelling of transitions between employment states for young Australians', Australian Journal of Statistics, 31, pp. 165 - 196

Dunsmuir W, 1983, 'A central limit theorem for estimation in Gaussian stationary time series observed at unequally spaced times', Stochastic Processes and their Applications, 14, pp. 279 - 295

Dunsmuir WTM; Robinson PM, 1981, 'Asymptotic theory for time series containing missing and amplitude modulated observations', Sankhya Series A, 43, pp. 260 - 281, url:%20http://www.jstor.org/stable/25050279

Dunsmuir WTM, 1981, 'Estimation of periodically varying means and standard deviations in time series data', Journal of Time Series Analysis, 2, pp. 129 - 153, http://dx.doi.org/10.1111/j.1467-9892.1981.tb00318.x

Dunsmuir WTM; Robinson PM, 1981, 'Estimation of time series models in the presence of missing data', Journal of the American Statistical Association, 76, pp. 560 - 568, http://dx.doi.org/10.1080/01621459.1981.10477687

Robinson P; Dunsmuir WTM, 1981, 'Parametric estimators for stationary time series with missing observations', Advances in applied probability, 13, pp. 129 - 146, http://dx.doi.org/10.2307/1426471

Hannan EJ; Dunsmuir WTM; Deistler M, 1980, 'Estimation of vector ARMAX models', Journal of Multivariate Analysis, 10, pp. 275 - 295

Dunsmuir W, 1979, 'A central limit theorem for parameter estimation in stationary vector time series and its application to models for a signal observed with noise', The Annals of Statistics, pp. 490 - 506

Deistler M; Dunsmuir WTM; Hannan EJ, 1978, 'Vector linear time series models: corrections and extensions', Advances in Applied Probability, pp. 360 - 372, http://dx.doi.org/10.2307/1426940

Dunsmuir W; Hannan EJ, 1976, 'Vector linear time series models', Advances in Applied Probability, pp. 339 - 364, http://dx.doi.org/10.2307/1425908

Conference Papers

Walter SR; Dunsmuir WT; Westbrook JI, 2016, 'Assessing the effect of interruptive events on task completion time: a multi-site study', Toulouse, France, presented at HEPS 2016 Healthcare and Society: new challenges, new opportunities., Toulouse, France, 05 October 2016 - 07 October 2016

Westbrook J; Creswick NJ; Duffield CM; Dunsmuir WTM, 2012, 'Changes in nurses' work associated with computerised information systems: Opportunities for international comparative studies using the revised Work Observation Method By Activity Timing (WOMBAT)', in Proceedings of the 11th International Congress on Nursing Informatics, American Medical Informatics Association, Bethesda, USA, pp. 448 - 452, presented at 11th International Congress on Nursing Informatics, Montreal, Canada, 23 June 2012 - 27 June 2012, http://proceedings.amia.org/29toi9/29toi9/1

Dunsmuir WTM; Yeung JC; Liu X, 2004, 'Extensions to observation driven models for time series of counts', in de Silva BM; Mukhopadhyay, N (ed.), Proceedings of the International Sri Lankan Statistical Conference: Visions of Futuristic Methodologies,, Postgraduate Institute of Science, Sri Lanka, presented at International Sri Lankan Statistical Conference: Visions of Futuristic Methodologies, Postgraduate Institute of Science, Sri Lanka, 28 December 2004 - 30 December 2004

Nott DJ; Dunsmuir WTM, 2001, 'Estimation of non-stationary spatial covariance structure', in Mardia KV; Aykroyd RG (ed.), Proceedings in Functional and Spatial Data Analysis, Leeds, UK, presented at Leeds Conference on Functional and Spatial Data Analysis, Leeds, UK, -

Zou Y; Dunsmuir WTM, 1997, 'Generalized max/median filtering', in Proceedings of International Conference on Image Processing, Santa Barbara CA, pp. 428 - 431, presented at International Conference on Image Processing, Santa Barbara CA, 26 October 1997 - 29 October 1997

Zou Y; Dunsmuir WTM, 1997, 'Edge detection using generalized root signals of 2-d median filtering', in Image Processing, International Conference on, IEEE Computer Society, pp. 417 - 417, IEEE Computer Society

Dunsmuir WTM, 1980, 'Estimation for stationary time series when data are irregularly spaced or missing', in Findley DF (ed.), Applied time series analysis II : proceedings of the Second Applied Time Series Symposium held in Tulsa, Oklahoma, March 3-5, 1980, New York : Academic Press, Tulsa, OK, pp. 609 - 650, presented at Second Applied Time Series Symposium, Tulsa, OK, 03 March 1980 - 05 March 1980

Software / Code

Dunsmuir WTM; Scott DJ; Li C, 2014, glarma: Generalized Linear Autoregressive Moving Average Models. R package version 1.3-0, CRAN archive, R package, Published: 2014, Software / Code

Working Papers

Dunsmuir WTM; He JY, 2016, Detecting Serial Dependence in Binomial Time Series II: Observation Driven Models, http://dx.doi.org, http://arxiv.org/abs/1606.00984v1

Dunsmuir WTM; He JY, 2016, Testing for Serial Dependence in Binomial Time Series I: Parameter Driven Models, http://dx.doi.org, http://arxiv.org/abs/1606.00983v1

Dunsmuir WTM; McKendry C; Dean RT, 2016, Modelling discrete valued cross sectional time series with observation driven models, http://dx.doi.org, http://arxiv.org/abs/1606.00547v2

Preprints

Kwan T-KJ; Chen F; Dunsmuir W, 2024, Likelihood inference of the non-stationary Hawkes process with non-exponential kernel, http://arxiv.org/abs/2408.09710v1

Richards K-A; Dunsmuir WTM; Peters GW, 2024, Score Test for Marks in Hawkes Processes, http://dx.doi.org/10.21203/rs.3.rs-3898697/v1

Clinet S; Dunsmuir WTM; Peters GW; Richards K-A, 2019, Asymptotic Distribution of the Score Test for Detecting Marks in Hawkes Processes, http://dx.doi.org/10.48550/arxiv.1904.13147

Richards K-A; Peters GW; Dunsmuir W, 2012, Heavy-Tailed Features and Empirical Analysis of the Limit Order Book Volume Profiles in Futures Markets, http://dx.doi.org/10.48550/arxiv.1210.7215

Clinet S; Dunsmuir W; Peters G; Richards K-A, Asymptotic Distribution of the Score Test for Detecting Marks in Hawkes Processes, http://dx.doi.org/10.2139/ssrn.3380754

Richards K-A; Peters GW; Dunsmuir WTM, Heavy-Tailed Features and Empirical Analysis of the Limit Order Book Volume Profiles in Futures Markets, http://dx.doi.org/10.2139/ssrn.2268283

Richards K-A; Dunsmuir W; Peters GW, Score Test for Marks in Hawkes Processes, http://dx.doi.org/10.2139/ssrn.3381976

Richards K-A; Dunsmuir W; Peters GW, Supplementary Materials for 'Score Test for Marks in Hawkes Processes', http://dx.doi.org/10.2139/ssrn.3531285

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