Select Publications

Journal articles

Wee D; Chen F; Dunsmuir W, 2018, 'Likelihood inference for a COGARCH process using sequential Monte Carlo', Journal Of Financial Econometrics,

Dunsmuir W; He J, 2017, 'Marginal Estimation of Parameter Driven Binomial Time Series Models', Journal of Time Series Analysis, vol. 38, pp. 120 - 144,

Walter SR; Raban MZ; Dunsmuir WT M; Douglas HE; Westbrook JI, 2017, 'Emergency doctors' strategies to manage competing workload demands in an interruptive environment: An observational workflow time study', Applied Ergonomics, vol. 58, pp. 454 - 460,

Dean RT; Dunsmuir WT M, 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, vol. 48, pp. 783 - 802,

Dunsmuir WT M; Scott DJ, 2015, 'The glarma Package for Observation-Driven Time Series Regression of Counts', JOURNAL OF STATISTICAL SOFTWARE, vol. 67, pp. 1 - 36,

Richards K-A; Peters GW; Dunsmuir WT M, 2015, 'Heavy-tailed features and dependence in limit order book volume profiles in futures markets', International Journal of Financial Engineering, vol. 2,

Walter SR; Dunsmuir WT M; Westbrook JI, 2015, 'Studying interruptions and multitasking in situ: The untapped potential of quantitative observational studies', International Journal of Human Computer Studies, vol. 79, pp. 118 - 125,

Deana RT; Bailes F; Dunsmuir WT M, 2014, 'Shared and distinct mechanisms of individual and expertise-group perception of expressed arousal in four works', Journal of Mathematics and Music, vol. 8, pp. 207 - 223,

Deana RT; Bailes F; Dunsmuir WT M, 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, vol. 8, pp. 183 - 205,

Walter SR; Li L; Dunsmuir WT M; Westbrook JI, 2014, 'Managing competing demands through task-switching and multitasking: a multi-setting observational study of 200 clinicians over 1000 hours', BMJ Quality & Safety, vol. 23, pp. 231 - 241,

Turner RM; Hayen A; Dunsmuir WT M; Finch CF, 2011, 'Air temperature and the incidence of fall-related hip fracture hospitalisations in older people', Osteoporosis International, vol. 22, pp. 1183 - 1189,

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

Westbrook JI; Woods A; Rob MI; Dunsmuir WT M; Day RO, 2010, 'Association of interruptions with an increased risk and severity of medication administration errors', Archives of Internal Medicine, vol. 170, pp. 683 - 690,

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

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

Lujic S; Finch CF; Boufous S; Hayen A; Dunsmuir WT M, 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, vol. 32, pp. 28 - 33,

Brown MA; Mackenzie C; Dunsmuir WT M; 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, vol. 114, pp. 984 - 993,

Cameron B ; Galbraith S ; Zhang Y ; Davenport T ; Vollmer Conna U ; Wakefield D ; Hickie I ; Dunsmuir WT M; Whistler T ; Vernon S ; Reeves W ; Lloyd A, 2007, 'Gene expression correlates of postinfective fatigue syndrome after infectious mononucleosis', The Journal of Infectious Diseases, vol. 196, pp. 56 - 66,

Lane C; Brown M; Dunsmuir W; Kelly J; Mangos G, 2006, 'Can spot urine protein/creatinine ratio replace 24 h urine protein in usual clinical nephrology?', Nephrology (Carlton), vol. 11, pp. 245 - 249,

Murphy KR; Ruiz GM; Dunsmuir WT M; Waite TD, 2006, 'Optimized Parameters for Fluorescence-Based Verification of Ballast Water Exchange by Ships', Environmental Science & Technology, vol. 40, pp. 2357 - 2362,

Britt H; Toomey TL; Dunsmuir WT M; Wagenaar AC, 2006, 'Propensity for and correlates of alcohol sales to underage youth', Journal of Alcohol and Drug Education, vol. 50, pp. 25 - 42,

Cripps E; Nott D; Dunsmuir WT M; Wikle C, 2005, 'Space-time modelling of Sydney Harbour winds', AUSTRALIAN & NEW ZEALAND JOURNAL OF STATISTICS, vol. 47, pp. 3 - 17,

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

Miller B; Kassenborg H; Dunsmuir W; Griffith J; Hadidi M; Nordin JD; Danila R, 2004, 'Syndromic surveillance for influenzalike illness in ambulatory care network.', Emerging infectious diseases, vol. 10, pp. 1806 - 1811,

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

Leonte D; Nott DJ; Dunsmuir WT M, 2003, 'Smoothing and Change Point Detection for Gamma Ray Count Data', Mathematical Geology, vol. 35, pp. 175 - 194,

Cripps EJ; Dunsmuir WT M, 2003, 'Modeling the variability of Sydney Harbor wind measurements', Journal of Applied Meteorology, vol. 42, pp. 1131 - 1138,<1131:MTVOSH>2.0.CO;2

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

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

Davis RA; Dunsmuir WT M; Streett SB, 2003, 'Observation-driven models for Poisson counts', Biometrika, vol. 90, pp. 777 - 790,

Dunsmuir WT M; Meyn SP; Roberts G, 2002, 'Obituary: Richard Lewis Tweedie', JOURNAL OF APPLIED PROBABILITY, vol. 39, pp. 441 - 454,

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

Nott DJ; Dunsmuir WT M; Kohn R; Woodcock F, 2001, 'Statistical correction of a deterministic numerical weather prediction model', Journal of the American Statistical Association, vol. 96, pp. 794 - 804,

Dunsmuir WT M; Wang Y; Davis RA, 2000, 'On autocorrelation in a Poisson regression model', Biometrika, vol. 87, pp. 491 - 505,

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

Davis RA; Dunsmuir WT M, 1997, 'Least absolute deviation estimation for regression with ARMA errors', Journal of Theoretical Probability, vol. 10, pp. 481 - 497,

Dunsmuir WT M; Scott DJ; Qiu W, 1996, 'The distribution of the weighted moving median of a sequence of IID observations', Communications in Statistics Part B: Simulation and Computation, vol. 25, pp. 1015 - 1029,

Davis RA; Dunsmuir WT M, 1996, 'Maximum likelihood estimation for ma(1) processes with root on or near the unit circle', Econometric Theory, vol. 12, pp. 1 - 29,

Davis R; Chen M; Dunsmuir WT M, 1995, 'Inference for a MA(1) process with a root on or near the unit circle', Probability and Mathematical Statistics, vol. 15, pp. 227 - 242,

Breidt FJ; Dunsmuir WT M; Davis RA, 1995, 'Improved bootstrap forecast intervals for autoregressions', Journal of Time Series Analysis, vol. 16, pp. 177 - 200,

Dunsmuir WT M; Murtagh BA, 1993, 'Least absolute deviation estimation of stationary time series models', European Journal of Operational Research, vol. 67, pp. 272 - 277,

Dunsmuir WT M, 1992, 'A simulation study of l1xs estimation of a seasonal moving average time series model', Communications in Statistics - Simulation and Computation, vol. 21, pp. 519 - 531,

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

Dunsmuir W; Spencer NM, 1991, 'Strong consistency and asymptotic normality of /1 estimates of the autoregressive moving-average model', Journal of Time Series Analysis, vol. 12, pp. 95 - 104,

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

Dunsmuir WT M; Phillips DM, 1990, 'Modelling of temporal variation of atmospheric moisture at surface level in the Australian region', Australian Meteorological Magazine, vol. 38, pp. 181 - 189

Dunsmuir W; Tweedie R; Flack L; Mengersen K, 1989, 'MODELLING OF TRANSITIONS BETWEEN EMPLOYMENT STATES FOR YOUNG AUSTRALIANS', Australian Journal of Statistics, vol. 31 A, pp. 165 - 196,

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

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

Dunsmuir W, 1981, 'ESTIMATION OF PERIODICALLY VARYING MEANS AND STANDARD DEVIATIONS IN TIME SERIES DATA', Journal of Time Series Analysis, vol. 2, pp. 129 - 153,

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