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Stochastics
An International Journal of Probability and Stochastic Processes
Volume 80, 2008 - Issue 2-3: A Festschrift for Priscilla Greenwood
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Editorials

Priscilla Greenwood: Queen of Probability

Pages 103-113 | Published online: 09 Oct 2008

References

Priscilla E. Greenwood: Publications

  • 1965 . A convolution equation on a compact interval . Proc. Amer. Math. Soc. , 16 : 8 – 13 .
  • 1969 . An asymptotic estimate of Brownian path variation . Proc. Amer. Math. Soc. , 21 : 134 – 138 .
  • 1969 . The variation of a stable path is stable . Z. Wahrsch. Verw. Gebiete , 14 : 140 – 148 .
  • 1972 . Variations of processes with stationary independent increments . Z. Wahrsch. Verw. Gebiete , 23 : 171 – 186 . (with B. Fristedt)
  • 1973 . Asymptotics of randomly stopped sequences with independent increments . Ann. Probab. , 1 : 317 – 321 .
  • 1973 . On Prabhu's factorization of Lévy generators . Z. Wahrsch. Verw. Gebiete , 27 : 75 – 77 .
  • 1974 . The Martintote . Ann. Probab. , 2 : 84 – 89 .
  • 1975 . Extreme time of processes with stationary independent increments . Ann. Probab. , 3 : 664 – 676 .
  • 1975 . Wiener-Hopf methods, decompositions, and factorisation identities for maxima and minima of homogeneous random processes . Adv. Appl. Probab. , 7 : 767 – 785 .
  • 1975 . “ Stochastic differentials and quasi-standard random variables ” . In Probabilistic Methods in Differential Equations (Proc. Conf., Univ. Victoria, Victoria, BC, 1974), , vol. 451 , 35 – 62 . Berlin : Springer . (with R. Hersh), Lecture Notes in Math.
  • 1976 . Wiener-Hopf decomposition of random walks and Levy processes . Z. Wahrsch. Verw. Gebiete , 34 : 193 – 198 .
  • l977 . Random stopping preserves regular variation of process distributions . Annals of Probability , 5 : 42 – 51 . (with I. Monroe)
  • 1977 . Fluctuations of random walk in Rd and storage systems . Adv. Appl. Probab. , 9 : 566 – 587 . (with M. Shaked)
  • 1978 . Dual pairs of stopping times for random walk . Ann. Probab. , 6 : 644 – 650 . (with M. Shaked)
  • 1979 . A bivariate stable characterization and domains of attraction . J. Multivariate Anal. , 9 : 206 – 221 . (with S. Resnick)
  • 1980 . Fluctuation identities for Lévy processes and splitting at the maximum . Adv. Appl. Probab. , 12 : 893 – 902 . (with J. Pitman)
  • 1980 . Construction of local time and Poisson point processes from nested arrays . J. London Math. Soc. (2) , 22 : 182 – 192 . (with J. Pitman)
  • 1980 . Fluctuation identities for random walk by path decomposition at the maximum . Adv. Appl. Probab. , 12 : 291 – 293 . (with J. Pitman)
  • 1981 . Competing risks and independent minima: a marked point process approach . Adv. Appl. Probab. , 13 : 669 – 680 . (with E. Arjas)
  • 1981 . “ Point processes and system lifetimes ” . In Stochastic differential systems (Visegrád, 1980), Lecture Notes in Control and Information Sci. , vol. 36 , 56 – 60 . Berlin : Springer .
  • 1982 . Harmonic renewal measures . Z. Wahrsch. Verw. Gebiete , 59 : 391 – 409 . (with E. Omey and J.L. Teugels)
  • 1982 . Harmonic renewal measures and bivariate domains of attraction in fluctuation theory . Z. Wahrsch. Verw. Gebiete , 61 : 527 – 539 . (with E. Omey and J.L. Teugels)
  • 1983 . A conditioned limit theorem for random walk and Brownian local time on square root boundaries . Ann. Probab. , 11 : 227 – 261 . (with E. Perkins)
  • 1984 . Limit theorems for excursions from a moving boundary . Teor. Veroyatnost. i Primenen. , 29 : 703 – 714 . Transl. of the Russian journal: Th. Probab. Appl. 29 (1985), pp. 731–743 (with E. Perkins)
  • 1985 . Contiguity and the Statistical Invariance Principle. Stochastics Monographs , vol. 1 , New York : Gordon & Breach Science Publishers . (with A.N. Shiryaev)
  • 1986 . Characterizations of set-indexed Brownian motion and associated conditions for finite-dimensional convergence . Ann. Probab. , 14 : 802 – 816 . (with C.M. Goldie)
  • 1986 . Variance of set-indexed sums of mixing random variables and weak convergence of set-indexed processes . Ann. Probab. , 14 : 817 – 839 . (with C.M. Goldie)
  • 1986 . One-sided boundary crossing for processes with independent increments . Teor. Veroyatnost. i Primenen. , 31 : 266 – 277 . Transl. of the Russian journal: Th. Probab. Appl. 31 (1987) 221–232 (with A.A. Novikov)
  • 1987 . “ Central limit results for random fields ” . In Proceedings of the 1st World Congress of the Bernoulli Society, (Tashkent, 1986) , vol. 1 , 345 – 352 . Utrecht : VNU Sci. Press . (with C.M. Goldie)
  • 1987 . Some remarks with respect to the application of tests of chi-square type . Zap. Nauchn. Sem. Leningrad. Otdel. Mat. Inst. Steklov. (LOMI) , 158 : 49 – 71 . English transl.: Application of tests of chi-square type. J. Sov. Math. 43 (1988), pp. 2776–2791 (with M.S. Nikulin)
  • 1988 . An extreme-type limit law for a storage process . Math. Oper. Res. , 13 : 232 – 242 . (with G. Hooghiemstra)
  • 1988 . “ Partially specified semimartingale experiments ” . In Statistical inference from stochastic processes (Ithaca, NY, 1987 ), , vol. 80 , 1 – 17 . Providence, RI : Amer. Math. Soc. . Contemp. Math
  • 1989 . “ Uniform weak convergence of semimartingales with applications to the estimation of a parameter in an autoregression model of the first order ” . In Statistics and Control of Stochastic Processes , 40 – 48 . Moscow, 1989 : Nauka . (with A.N. Shiryaev). English transl. of the volume: New York, Optimization Software, Inc.,
  • 1990 . Efficiency of estimators for partially specified filtered models . Stoch. Process. Appl. , 36 : 353 – 370 . (with W. Wefelmeyer)
  • 1991 . On the domain of attraction of an operator between supremum and sum . Probab. Th. Related Fields , 89 : 201 – 210 . (with G. Hooghiemstra)
  • 1991 . “ A central limit theorem for evolving random fields ” . In Selected Proceedings of the Sheffield Symposium on Applied Probability (Sheffield, 1989), vol. 18, IMS Lecture Notes Monogr. Series , 66 – 99 . Hayward, CA : Inst. Math. Statist. . (with M. Ossiander)
  • Prabhu , N. U. and Basawa , I. V. , eds. 1991 . “ Efficient estimating equations for nonparametric filtered models ” . In Statistical Inference in Stochastic Processes, vol. 6, Probab. Pure Appl. , 107 – 141 . New York : Dekker . (with W. Wefelmeyer)
  • 1991 . Efficient estimation in a nonlinear counting-process regression model . Canadian J. Statist. , 19 : 165 – 178 . (with W. Wefelmeyer)
  • 1991 . “ On optimal estimating functions for partially specified counting process models ” . In Estimating functions, Oxford Statist. Sci. Series , vol. 7 , 147 – 160 . New York : Oxford Univ. Press . (with W. Wefelmeyer)
  • 1992 . Asymptotic minimaxity of a sequential maximum likelihood estimator for a first order autoregressive model . Stochastics Stochastics Rep. , 38 : 49 – 65 . (with A.N. Shiryaev)
  • 1992 . A Markov evolving random field and spliting random elements . Teor. Veroyatnost. i Primenen. , 37 : 46 – 48 . Transl. of the Russian journal: Th. Probab. Appl. 37 (1993), pp. 40–42 (with I.V. Evstigneev)
  • 1992 . Partially specified filtered models and efficiency . Teor. Veroyatnost. i Primenen. , 37 : 162 – 165 . Transl. of the Russian journal: Th. Probab. Appl. 37 (1993), pp. 139–142 (with W. Wefelmeyer)
  • 1993 . Rates of Poisson approximation of finite range random fields . Ann. of Appl. Probab. , 3 : 91 – 102 . (with A. Barbour)
  • 1993 . On the joint distribution of ladder variables of random walk . Probab. Th. Related Fields , 94 : 457 – 472 . (with R.A. Doney)
  • 1993 . Asymptotic minimax results for stochastic process families with critical points . Stoch. Process. Appl. , 44 : 107 – 116 . (with W. Wefelmeyer)
  • 1993 . On asymptotically efficient Bahadur estimation . Dokl. Akad. Nauk, Ross. Akad. Nauk , 332 : 5 – 7 . Transl. of the Russian journal: Russ. Acad. Sci., Dokl. Math. 48 (1994), pp. 221–224 (with I.A. Ibragimov)
  • 1994 . Nonparametric estimators for Markov step processes . Stoch. Process. Appl. , 52 : 1 – 16 . (with W. Wefelmeyer)
  • 1994 . Optimality properties of empirical estimators for multivariate point processes . J. Multivariate Anal. , 49 : 202 – 217 . (with W. Wefelmeyer)
  • 1994 . Markov Fields Over Countable Partially Ordered Sets: Extrema and Splitting. Mem. Amer. Math. Soc. (Monogr. Series) , vol. 112 (537) , Providence, RI : American Mathematical Society . (with I.V. Evstigneev)
  • Henry , J. and Ivon , J.-P. , eds. 1994 . “ Stochastic extrema, splitting random elements and models of crack formation ” . In System modelling and optimization (Compiègne, 1993), , vol. 197 , 315 – 319 . London : Springer . (with I.V. Evstigneev), Lecture Notes in Control and Inform. Sci
  • 1995 . Asymptotically efficient estimation of functionals in a Gaussian white noise . Dokl. Akad. Nauk, Ross. Akad. Nauk , 344 : 155 – 157 . Transl. of the Russian journal: Russ. Acad. Sci. Dokl. Math. 52 (1995), pp. 183–185 (with I.A. Ibragimov)
  • 1995 . Efficiency of empirical estimators for Markov chains . Ann. Statist. , 23 : 132 – 143 . (with W. Wefelmeyer)
  • 1996 . Outperforming the Gibbs sampler empirical estimator for nearest neighbor random fields . Ann. Statist. , 24 : 1433 – 1456 . (with I.W. McKeague and W. Wefelmeyer)
  • 1996 . Empirical estimators for semi-Markov processes . Math. Methods Statist. , 5 : 229 – 315 . (with W. Wefelmeyer)
  • 1996 . A Guide to Chi-squared Testing. Wiley Series in Probability and Statistics: Applied Probability and Statistics , New York : John Wiley & Sons Inc. . (with M.S. Nikulin)
  • 1997 . Maximum likelihood estimator and Kullback-Leibler information in misspecified Markov chain models . Teor. Veroyatnost. i Primenen. , 42 : 169 – 178 . Transl. of the Russian journal: Th. Probab. and Appl. 42 (1998), pp. 103–111 (with W. Wefelmeyer)
  • 1997 . Equivalences of the large deviation principle for Gibbs measures and critical balance in the Ising model . J. Statist. Phys. , 86 : 149 – 164 . (with J. Sun)
  • 1997 . The domain of attraction of the α-sun operator for type II and type III distributions . Bernoulli , 3 : 479 – 489 . (with G. Hooghiemstra)
  • Basawa , I. V. , Godambe , V. P. and Taylor , R. L. , eds. 1997 . “ Partial likelihood and estimating equations ” . In Selected Proceedings of the Symposium on Estimating Functions (Athens, GA, 1996) , Vol. 32 , 19 – 33 . Hayward, CA : Inst. Math. Statist. . (with W. Wefelmeyer), IMS Lecture Notes Monogr. Series
  • 1998 . Cox's factoring of regression model likelihoods for continuous time processes . Bernoulli , 4 : 65 – 80 . (with W. Wefelmeyer)
  • 1998 . On criticality for competing influences of boundary and external field in the Ising model . J. Statist. Phys. , 92 : 35 – 45 . (with J. Sun)
  • 1998 . Information bounds for Gibbs samplers . Ann. Statist. , 26 : 2128 – 2156 . (with I.W. McKeague and W. Wefelmeyer)
  • 1999 . Reversible Markov chains and optimality of symmetrized empirical estimators . Bernoulli , 5 : 109 – 123 . (with W. Wefelmeyer)
  • 1999 . Bahadur's asymptotic efficiency and the LAN expansion. I. Lower bounds. Independent observations . Math. Methods Statist. , 8 : 181 – 208 . (with I.A. Ibragimov)
  • 1999 . Von Mises type statistics for single site updated local interaction random fields . Statistica Sinica , 9 : 699 – 712 . (with I.W. McKeague and W. Wefelmeyer)
  • 1999 . Characterizing efficient estimators for local interaction Gibbs fields . Stat. Inference Stoch. Process. , 2 : 119 – 134 . (with W. Wefelmeyer)
  • Computation of the size distribution of an epidemic in a finite heterogeneous population . Second European Conference on Highly Structured Stochastic Systems , 183 – 185 . (with S.A. Marion)
  • 1999 . Statistical analysis of stochastic resonance in a simple setting . Physical Review E. , 60 : 4687 – 4695 . (with L.M. Ward and W. Wefelmayer)
  • 2000 . Spatial coupling in cyclic population dynamics: Models and data . Theoretical Population Biology , 58 : 239 – 254 . (with D.T. Haydon)
  • 2000 . Stochastic resonance enhances the electrosensory information available to paddlefish for prey capture . Physical Review Letters , 84 : 4773 – 4776 . (with L.M. Ward, D.F. Russell, A. Neiman and F. Moss)
  • 2001 . “ Semiparametric inference for synchronization of population cycles ” . In Selected Proceedings of the Symposium on Inference for Stochastic Processes (Athens, GA, 2000), , vol. 37 , 205 – 211 . Beachwood, OH : Inst. Math. Statist. . (with D.T. Haydon), IMS Lecture Notes Monogr Series
  • 2001 . Phase coupling and synchrony in the spatio-temporal dynamics of muskrat and mink populations across Canada . Proc. Natnl. Acad. Sci. U.S.A. , 98 : 13149 – 13154 . (with D.T. Haydon, N.C. Stenseth and M.S. Boyce)
  • 2001 . Commentary on “Inference for Semiparametric Models” by P.J. Bickel and J. Kwan . Statistica Sinica , 11 : 892 – 906 . (with W. Wefelmeyer and A. Schick)
  • The asymptotics of a near-critical epidemic, Research Report 2001:7, Mathematical Statistics, Stockholm University. ISSN 1650–0377, 2001 (with S.A. Marion and A. Martin-Löf). Presented at the 19th Nordic Conference on Mathematical Statistics, June 9–13 2002, Stockholm, Sweden
  • 2003 . Spatio-temporal dynamics of the grey-sided vole in Hokkaido: Identifying coupling using state-based Markov-chain modeling . Proceedings of the Royal Society B , 270 : 435 – 445 . (with D.T. Haydon, N.C. Stenseth and T. Sato)
  • 2003 . Statistical analysis of stochastic resonance in a threshold detector . Austrian J. of Statistics , 32 : 49 – 70 . (with U.U. Müller, L.M. Ward and W. Wefelmeyer)
  • 2003 . “ Empirical estimators based on MCMC data ” . In Stochastic processes: modelling and simulation , vol. 21 , 337 – 370 . Amsterdam : North-Holland . (with W. Wefelmeyer), Handbook of Statist
  • 2004 . Efficient estimation for semiparametric semi-Markov processes . Comm. Statist. Th. Methods , 33 : 419 – 435 . (with U.U. Müller and W. Wefelmeyer)
  • 2004 . Soft threshold stochastic resonance . Phys. Rev. E , 70 051110 (with U.U. Müller and L.M. Ward)
  • 2004 . “ An introduction to efficient estimation for semiparametric time series ” . In Parametric and Semiparametric Models with Applications to Reliability, Survival Analysis, and Quality of Life, Stat. Ind. Technol. , 253 – 269 . Boston, MA : Birkhäuser . (with U.U. Müller and W. Wefelmeyer)
  • 2005 . Optimum signal in a simple neuronal model with signal-dependent noise . Biol. Cybernet. , 92 : 199 – 205 . (with P. Lansky)
  • 2005 . Optimal signal estimation in neuronal models . Neural Computation , 17 : 2240 – 2257 . (with P. Lansky)
  • Huskova , M. and Janzura , M. , eds. 2006 . “ Autonomous stochastic resonance ” . In Prague Stochastics 2006 , 102 – 111 . Prague : MatFyzPress . (with L.F. Gordillo and R. Kuske)
  • 2007 . Information content in threshold data with non-Gaussian noise . Fluctuation Noise Lett. , 7 : L79 – L89 . (with P. Lansky)
  • 2007 . Optimal signal in sensory neurons under an extended rate coding concept . Biosystems , 89 : 10 – 15 . (with P. Lansky)
  • 2007 . Sustained oscillations via coherence resonance in SIR . J. Theoret. Biol. , 245 : 459 – 469 . (with R. Kuske and L.F. Gordillo)
  • 2007 . Constructing 1/ωα noise from reversible Markov chains . Physical Review E , 76 031114 (with S. Erland)

Forthcoming:

  • Bimodal epidemic size distributions for near-critical SIR with vaccination . Bull. Math. Biol. , (with L.F. Gordillo, S.A. Marion and A. Martin-Löf)
  • Effects of drinking times in drinking environments . Socio-Econ. Planning Sci. , (with A. Mubayi, C. Castillo-Chávez, P. Gruenewald and D.M. Gorman)
  • Construction of equivalent stochastic differential equation models . Stoch. Anal. Appl. , (with E. Allen, L.J.S. Allen and A. Arciniega)

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