Emeritus Professor William T M Dunsmuir
Emeritus Professor

Emeritus Professor William T M Dunsmuir

Science
Sch of Mathematics & Statistic

 

Professor of Statistics at the University of New South Wales (1993-2019)  and Head of the Department of Statistics (1993-2000; 2003-2005, 2007). Previous academic positions: the Massachusetts Institute of Technology (1976-1980), The Australian National University (1980-1982), The Australian Graduate School of Management (1987-1988), Bond University (1988-1993) and the University of Minnesota (2001-2002). Previous consulting management positions: Siromath Pty Ltd (1982-1987) and Bond University.

Education

  • Ph.D. (Statistics) 1977, Australian National University
  • B.Sc.(Hons) 1973, La Trobe University
  • Fellowship Diploma (Mathematics) 1971, R.M.I.T. University.

 

RESEARCH

 

Research Goals

My core research is in statistical time series analysis with excursions into spatio-temporal processes, longitudinal data analysis and applied statistics in a range of disciplines. Currently my research is concerned with three themes:

  • Methods and models for discrete valued time series.
  • Self exciting point processes with applications to the limit order book.
  • Continuous time approximations to discrete time series.
  • Statistical methods in health informatics.

Research in Detail

My theory and methods research has been into asymptotic theory for time series model estimation, methods for missing data in time series analysis, robust and non-parametric estimation in time series and image analysis, modelling seasonally varying time series, Bayesian methods for hierarchical spatial modelling and, more recently, modelling nonlinear non-Gaussian time series particularly focussed on discrete valued time series.

I have also engaged in substantial applied research with research collaborators in a variety of disciplines including public health, medical research and weather and environmental modelling.

Research Grants

  • The nature and consequences of interruptions and multi-tasking. ARC Discovery Grant 2016-2018 -- with JI Westbrook and J Braithwaite.
  • Advancing understanding of health professionals' work and communication patterns and the effectiveness of work reform initiatives. ARC Discovery Grant 2011-2014 -- with JI Westbrook and CM Duffield.
  • Levels of evidence for surrogate therapeutics NHMRC Project Grant 2007-2010 -- with M Lassere, K Johnson, S Galbraith, R Ward and M Hughes.
  • Levels of Evidence for Surrogate Therapeutics, UNSW Goldstar Award 2007 -- with M Lassere, K Johnson and S Galbraith.
  • The safety and effectiveness of hospital e-prescribing systems: a controlled time series study. NHMRC Project Grant 2006-2008 -- with JI Westbrook, W Runciman, R Day, J Braithwaite and M Williamson.
  • Biostatistical Approaches for Injury Data. New South Wales Department of Health, 2004-2007 -- with C Finch.
  • Clinical errors - their causes and frequency in hospitals, The HCF Health and Medical Research Foundation grant , 2006-7 -- with JI Westbrook, E Coiera, M Williamson and A Amp.
  • Statistical analysis of mesoscale weather observations with particular application to the Sydney 2000 Olympics”, ARC Collaborative Grant with the Australian Bureau of Meteorology 1997-2000 -- with  E. Spark.

Student Projects

I am no longer supervising PhD and Honours Students. 

TEACHING & OUTREACH

Courses recently taught

MATH5845 Time Series Analysis – a postgraduate course for Honours and Masters students

MATH5885.Longitudinal Data Analysis – a postgraduate course for Honours and Masters students.

MATH5805 Special topics course on Nonlinear Non-Gaussian time series analysis for Honours, Masters and PhD students.

MATH1041 Statistics for Life and Social Sciences, undergraduate general statistics course.

MATH3841 Statistical Analysis of Dependent Data – an elective in the undergraduate Statistics major.

Professional affiliations and service positions

I am a member of several professional associations: American Statistical Association (Fellow), Bernoulli Society, Institute of Mathematical Statistics, International Statistical Institute (Elected 1993), Statistical Society of Australia.

For the Statistical Society of Australia: Honorary Life Member 2016, SSAI National President 2007-2009; SSAI National Vice President 2006-2007, 2009-2010; Council Member Victorian Branch (1985); Member of the Steering Committee for the SSAI sponsored review of Statistics at Australian Universities (Report finalized by Review Panel in December 2005); Chair of the Program Committee and member of the Organizing Committee for ASC/NZSA2006, the Australian and New Zealand Statistical Conference, Auckland, 2006; Belz Lecture 2009; Lancaster Lecture 2005; Knibbs Lecture 2003; Member of Organising Committee for the Australian Statistical Conference, Cairns, 2004; Organiser and Chair of Panel Session on “Time Series Analysis for Count Data”, 14th Biennial Conference of the Statistical Society of Australia, Gold Coast, Queensland, Australia, July, 1998; Member of Organising Committee and Chair: Local Arrangements Committee, for SISC ’96 (the Sydney International Statistical Congress, July 1996) a joint meeting of the Statistical Society of Australia, the Institute of Mathematical Statistics and the Interface Foundation; Council Member New South Wales Branch, 1995-1996; Organiser of Workshop of Statisticians involved in Quality Management, Bond University, (1989); Established Victorian Business Modelling and Forecasting Group in (1985); President Victorian Branch (1986); Founding chairman of special interest section on Industrial Statistics (1986); Chair, Steering Committee for Bicentennial Project on Youth and Unemployment and co-editor of special volume 31A Youth Employment and Unemployment of the Australian Journal of Statistics, August 1989.

Other major professional service: Member of the Australian Research Council’s College of Experts in Mathematics, Information and Communication Sciences, 2005-2006. Associate Editor: Journal of the American Statistical Association: Applications and Case Studies, 2001 – 2006; Australian & New Zealand Journal of Statistics, 1995 – 2006; Methodology and Computing in Applied Probability, 1997 –  2015. Member, Australian Quality Awards Evaluation Panel in 1988 (inaugural year) and 1989. Academic representative on the National Industry Extension Service’s Quality Forum the peak advisory group on its quality management programs, 1990 -1991.

 

Consulting to Industry, Commerce and Government

Commercial consulting has proved invaluable in informing my teaching and research in statistical methods. I developed substantial experience as a statistical consultant through five years full time as a consulting manager and consultant for Siromath Pty Ltd, a mathematical, statistical and computing consultancy established by CSIRO in 1980. Additionally while at Bond University I was Director of the Centre for Quality Management and Decision Analysis for five years. Since being at UNSW I have provided consulting and contract research activities on major projects including more recently on modelling policy impacts on criminal charge and conviction rates, impacts of government education programs on prescription drug utilization, time series and forecasting and assessment of prudential regulation risk management. Additionally, I have provided advice to various leading law firms and their clients on the use of statistical analysis in legal matters.

AWARDS & ACHIEVEMENTS

  • Honorary Life Member, Statistical Society of Australia (2016).
  • Service Award, Statistical Society of Australia (2012).
  • Fellow: American Statistical Association (2004). Citation: For fundamental contributions to the theory and practice of time series analysis and spatio-temporal modelling, for excellence in teaching, administration and consulting and for service to the profession.
  • The Tjalling C. Koopmans Econometric Theory Prize with Richard A. Davis, 1998, for the paper “Maximum Likelihood Estimation for MA(1) Processes with a Root on or Near the Unit Circle,” Econometric Theory, Vol 12, 1996, pages 1–29.
  • D.M. Myers University Medal, La Trobe University, 1973.
Phone
9385 7111
Location
School of Mathematics & Statistics University of New South Wales Sydney, NSW, 2052 The Red Centre Room 2057

Publications

  • Book Chapters | 2019
    Emeritus Professor William T M Dunsmuir
    Walter SR; Dunsmuir WTM; Raban MZ; Westbrook JI, 2019, 'Understanding Clinical Workflow Through Direct Continuous Observation: Addressing the Unique Statistical Challenges', in Zheng K; Westbrook J; Kannampallil T; Patel V (ed.), COGNITIVE INFORMATICS Reengineering Clinical Workflow for More Efficient and, Springer, pp. 191 - 210, http://dx.doi.org/10.1007/978-3-030-16916-9_12
    Book Chapters | 2016
    Emeritus Professor William T M Dunsmuir
    Dunsmuir WTM, 2016, 'Generalized Linear Autoregressive Moving Average Models', in Davis RA; Holan SH; Lund R; Ravishanker N (ed.), Handbook of Discrete-Valued Time Series, Chapman and Hall/CRC, pp. 51 - 76
    Book Chapters | 2016
    Emeritus Professor William T M Dunsmuir
    Davis RA; Dunsmuir WTM, 2016, 'State Space Models for Count Time Series', in Davis RA; Holan SH; Lund R; Ravishankar N (ed.), Handbook of Discrete-Valued Time Series, Chapman and Hall/CRC, pp. 121 - 144
    Book Chapters | 1999
    Emeritus Professor William T M Dunsmuir
    Schubert E; Dunsmuir WTM, 1999, 'Regression modelling continuous data in music psychology', in Yi SW (ed.), Music, Mind, and Science, Seoul National University Press, Seoul, pp. 298 - 352
    Book Chapters | 1999
    Emeritus Professor William T M Dunsmuir
    Davis RA; Dunsmuir WTM; Wang Y, 1999, 'Modelling Time Series of Count Data', in Ghosh S (ed.), Asymptotics, nonparametrics, and time series, edn. Original, Marcel Dekker, New York, pp. 63 - 113
    Book Chapters | 1996
    Emeritus Professor William T M Dunsmuir
    Davis RA; Chen M; Dunsmuir WTM, 1996, 'Inference for seasonal moving average models with a unit root', in Robinson, P.M. ; Rosenblatt M (ed.), Athens Conference on Applied Probability and Time Series Analysis, edn. Lecture Notes in Statistics, Springer New York, pp. 160 - 176, http://dx.doi.org/10.1007/978-1-4612-2412-9_12
    Book Chapters | 1984
    Emeritus Professor William T M Dunsmuir
    Dunsmuir W, 1984, 'Time series regression with periodically correlated errors and missing data', in Parzen E (ed.), Time Series Analysis of Irregularly Observed Data: Proceedings of a Symposium held at Texas A & M University, College Station, Texas February 10–13, 1983, edn. Lecture Notes in Statistics, Springer New York, pp. 78 - 107, http://dx.doi.org/10.1007/978-1-4684-9403-7_5
    Book Chapters | 1984
    Emeritus Professor William T M Dunsmuir
    Dunsmuir W, 1984, 'Large sample properties of estimation in time series observed at unequally spaced times', in Parzen E (ed.), Time Series Analysis of Irregularly Observed Data: Proceedings of a Symposium held at Texas A & M University, College Station, Texas February 10-13, 1983, edn. Lecture Notes in Statistics, Springer New York, pp. 58 - 77, http://dx.doi.org/10.1007/978-1-4684-9403-7_4
  • Journal articles | 2021
    Emeritus Professor William T M Dunsmuir
    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, http://dx.doi.org/10.1007/s11203-021-09245-5
    Journal articles | 2020
    Emeritus Professor William T M Dunsmuir
    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, vol. 62, pp. 133 - 152, http://dx.doi.org/10.1111/anzs.12296
    Journal articles | 2020
    Emeritus Professor William T M Dunsmuir
    Wee DCH; Chen F; Dunsmuir WTM, 2020, 'Likelihood inference for Markov switching GARCH(1,1) models using sequential Monte Carlo', Econometrics and Statistics, http://dx.doi.org/10.1016/j.ecosta.2020.03.004
    Journal articles | 2019
    Emeritus Professor William T M Dunsmuir
    Walter SR; Dunsmuir WTM; Westbrook JI, 2019, 'Inter-observer agreement and reliability assessment for observational studies of clinical work', Journal of Biomedical Informatics, vol. 100, pp. 103317 - 103317, http://dx.doi.org/10.1016/j.jbi.2019.103317
    Journal articles | 2018
    Emeritus Professor William T M Dunsmuir
    Wee D; Chen F; Dunsmuir W, 2018, 'Likelihood inference for a COGARCH process using sequential Monte Carlo', Journal Of Financial Econometrics, http://dx.doi.org/10.1093/jjfinec/nby012
    Journal articles | 2017
    Emeritus Professor William T M Dunsmuir
    Dunsmuir W; He J, 2017, 'Marginal Estimation of Parameter Driven Binomial Time Series Models', Journal of Time Series Analysis, vol. 38, pp. 120 - 144, http://dx.doi.org/10.1111/jtsa.12205
    Journal articles | 2017
    Emeritus Professor William T M Dunsmuir
    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, vol. 58, pp. 454 - 460, http://dx.doi.org/10.1016/j.apergo.2016.07.020
    Journal articles | 2016
    Emeritus Professor William T M Dunsmuir
    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, vol. 48, pp. 783 - 802, http://dx.doi.org/10.3758/s13428-015-0611-2
    Journal articles | 2015
    Emeritus Professor William T M Dunsmuir
    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, vol. 79, pp. 118 - 125, http://dx.doi.org/10.1016/j.ijhcs.2015.01.008
    Journal articles | 2015
    Emeritus Professor William T M Dunsmuir
    Dunsmuir WTM; Scott DJ, 2015, 'The glarma Package for Observation-Driven Time Series Regression of Counts', Journal of Statistical Software, vol. 67, pp. 1 - 36, http://dx.doi.org/10.18637/jss.v067.i07
    Journal articles | 2015
    Emeritus Professor William T M Dunsmuir
    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, vol. 2, http://dx.doi.org/10.1142/S2424786315500334
    Journal articles | 2014
    Emeritus Professor William T M Dunsmuir
    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, vol. 8, pp. 183 - 205, http://dx.doi.org/10.1080/17459737.2014.928752
    Journal articles | 2014
    Emeritus Professor William T M Dunsmuir
    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, vol. 8, pp. 207 - 223, http://dx.doi.org/10.1080/17459737.2014.928753
    Journal articles | 2013
    Emeritus Professor William T M Dunsmuir
    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, vol. 2013, http://dx.doi.org/10.1136/bmjqs-2013-002097
    Journal articles | 2011
    Emeritus Professor William T M Dunsmuir
    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, vol. 22, pp. 1183 - 1189, http://dx.doi.org/10.1007/s00198-010-1306-2
    Journal articles | 2010
    Emeritus Professor William T M Dunsmuir
    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, vol. 170, pp. 683 - 690, http://dx.doi.org/10.1001/archinternmed.2010.65
    Journal articles | 2010
    Emeritus Professor William T M Dunsmuir
    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, vol. 19, pp. 284 - 289, http://dx.doi.org/10.1136/qshc.2009.039255
    Journal articles | 2009
    Emeritus Professor William T M Dunsmuir
    Turner RM; Hayen A; Dunsmuir WT; Finch CF, 2009, 'Spatial temporal modeling of hospitalizations for fall-related hip fractures in older people', Osteoporosis International, vol. 20, pp. 1479 - 1485, http://dx.doi.org/10.1007/s00198-008-0819-4
    Journal articles | 2008
    Emeritus Professor William T M Dunsmuir
    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, vol. 10, pp. 239 - 275, http://dx.doi.org/10.1007/s11009-007-9045-3
    Journal articles | 2008
    Emeritus Professor William T M Dunsmuir
    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, vol. 32, pp. 28 - 33, http://dx.doi.org/10.1111/j.1753-6405.2008.00162.x
    Journal articles | 2007
    Emeritus Professor William T M Dunsmuir
    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, vol. 114, pp. 984 - 993, http://dx.doi.org/10.1111/j.1471-0528.2007.01376.x
    Journal articles | 2007
    Emeritus Professor William T M Dunsmuir
    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, vol. 196, pp. 56 - 66, http://dx.doi.org/10.1086/518614
    Journal articles | 2006
    Emeritus Professor William T M Dunsmuir
    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, vol. 11, pp. 245 - 249, http://dx.doi.org/10.1111/j.1440-1797.2006.00564.x
    Journal articles | 2006
    Emeritus Professor William T M Dunsmuir
    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, vol. 40, pp. 2357 - 2362, http://dx.doi.org/10.1021/es0519381
    Journal articles | 2006
    Emeritus Professor William T M Dunsmuir
    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, vol. 50, pp. 25 - 42, http://eric.ed.gov/?id=EJ761245
    Journal articles | 2006
    Emeritus Professor William T M Dunsmuir
    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, vol. 25, pp. 179 - 179, http://gateway.webofknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcApp=PARTNER_APP&SrcAuth=LinksAMR&KeyUT=WOS:000238942800277&DestLinkType=FullRecord&DestApp=ALL_WOS&UsrCustomerID=891bb5ab6ba270e68a
    Journal articles | 2005
    Emeritus Professor William T M Dunsmuir
    Davis RA; Dunsmuir WT; 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, http://dx.doi.org/10.1007/s11009-005-1480-4
    Journal articles | 2005
    Emeritus Professor William T M Dunsmuir
    Cripps EJ; Nott DJ; Dunsmuir WT; Wikle C, 2005, 'Space-time modelling of Sydney Harbour winds', Australian and New Zealand Journal of Statistics, vol. 47, pp. 3 - 17, http://dx.doi.org/10.1111/j.1467-842X.2005.00368.x
    Journal articles | 2004
    Emeritus Professor William T M Dunsmuir
    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, vol. 10, pp. 1806 - 1811, http://dx.doi.org/10.3201/eid1010.030789
    Journal articles | 2004
    Emeritus Professor William T M Dunsmuir
    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, vol. 36, pp. 1089 - 1097, http://dx.doi.org/10.1016/j.aap.2004.04.001
    Journal articles | 2003
    Emeritus Professor William T M Dunsmuir
    Davis RA; Dunsmuir WTM; Streett SB, 2003, 'Observation-driven models for Poisson counts', Biometrika, vol. 90, pp. 777 - 790, http://dx.doi.org/10.1093/biomet/90.4.777
    Journal articles | 2003
    Emeritus Professor William T M Dunsmuir
    Leonte D; Nott DJ; Dunsmuir WTM, 2003, 'Smoothing and change point detection for gamma ray count data', Mathematical Geology, vol. 35, pp. 175 - 194, http://dx.doi.org/10.1023/A:1023287521958
    Journal articles | 2003
    Emeritus Professor William T M Dunsmuir
    Cripps EJ; Dunsmuir WTM, 2003, 'Modeling the variability of Sydney Harbor wind measurements', Journal of Applied Meteorology, vol. 42, pp. 1131 - 1138, http://dx.doi.org/10.1175/1520-0450(2003)042<1131:MTVOSH>2.0.CO;2
    Journal articles | 2003
    Emeritus Professor William T M Dunsmuir
    Connor GJ; Spark E; Dunsmuir WTM, 2003, 'Statistical forecasting techniques to describe the surface winds in Sydney Harbour', Australian Meteorological Magazine, vol. 52, pp. 101 - 115
    Journal articles | 2003
    Emeritus Professor William T M Dunsmuir
    Dunsmuir WTM; Spark E; Chen S; Kim S, 2003, 'Statistical prediction of sea breezes in Sydney Harbour', Australian Meteorological Magazine, vol. 52, pp. 117 - 126
    Journal articles | 2002
    Emeritus Professor William T M Dunsmuir
    Nott DJ; Dunsmuir WT, 2002, 'Estimation of nonstationary spatial covariance structure', Biometrika, vol. 89, pp. 819 - 829, http://dx.doi.org/10.1093/biomet/89.4.819
    Journal articles | 2002
    Emeritus Professor William T M Dunsmuir
    Dunsmuir WTM; Meyn SP; Roberts G, 2002, 'Obituary: Richard Lewis Tweedie', Journal of Applied Probability, vol. 39, pp. 441 - 454, http://dx.doi.org/10.1239/jap/1025131442
    Journal articles | 2001
    Emeritus Professor William T M Dunsmuir
    Nott DJ; Dunsmuir WT; 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, http://dx.doi.org/10.1198/016214501753208825
    Journal articles | 2000
    Emeritus Professor William T M Dunsmuir
    Dunsmuir WTM; Wang Y; Davis RA, 2000, 'On autocorrelation in a Poisson regression model', Biometrika, vol. 87, pp. 491 - 505, http://dx.doi.org/10.1093/biomet/87.3.491
    Journal articles | 2000
    Emeritus Professor William T M Dunsmuir
    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, vol. 19, pp. 1258 - 1260, http://dx.doi.org/10.1002/(sici)1097-0258(20000515)19:9<1258::aid-sim399>3.0.co;2-s
    Journal articles | 1998
    Emeritus Professor William T M Dunsmuir
    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, vol. 20, pp. 340 - 343, http://dx.doi.org/10.1109/34.667891
    Journal articles | 1997
    Emeritus Professor William T M Dunsmuir
    Davis RA; Dunsmuir WTM, 1997, 'Least absolute deviation estimation for regression with ARMA errors', Journal of Theoretical Probability, vol. 10, pp. 481 - 497, http://dx.doi.org/10.1023/A:1022620818679
    Journal articles | 1996
    Emeritus Professor William T M Dunsmuir
    Davis RA; Dunsmuir WTM, 1996, 'Maximum likelihood estimation for ma(1) processes with root on or near the unit circle', Econometric Theory, vol. 12, pp. 1 - 29, http://dx.doi.org/10.1017/S0266466600006423
    Journal articles | 1996
    Emeritus Professor William T M Dunsmuir
    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, vol. 25, pp. 1015 - 1029, http://dx.doi.org/10.1080/03610919608813356
    Journal articles | 1995
    Emeritus Professor William T M Dunsmuir
    Breidt FJ; Dunsmuir WTM; Davis RA, 1995, 'Improved bootstrap forecast intervals for autoregressions', Journal of Time Series Analysis, vol. 16, pp. 177 - 200, http://dx.doi.org/10.1111/j.1467-9892.1995.tb00229.x
    Journal articles | 1995
    Emeritus Professor William T M Dunsmuir
    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, vol. 15, pp. 227 - 242, http://www.math.uni.wroc.pl/~pms/publicationsArticle.php?nr=15&nrA=17&ppB=%20227&ppE=%20242
    Journal articles | 1993
    Emeritus Professor William T M Dunsmuir
    Dunsmuir WTM, 1993, 'Least absolute deviation estimation of stationary time series models', European Journal of Operational Research, vol. 67, pp. 272 - 277, http://dx.doi.org/10.1016/0377-2217(93)90068-X
    Journal articles | 1992
    Emeritus Professor William T M Dunsmuir
    Dunsmuir WTM, 1992, 'A simulation study of l1: estimation of a seasonal moving average time series model', Communications in Statistics-Simulation and Computation, vol. 21, pp. 519 - 531, http://dx.doi.org/10.1080/03610919208813033
    Journal articles | 1992
    Emeritus Professor William T M Dunsmuir
    Breidt FJ; Davis RA; Dunsmuir WTM, 1992, 'On backcasting in linear time series models', New Directions in Time Series Analysis, vol. 45, pp. 25 - 40
    Journal articles | 1991
    Emeritus Professor William T M Dunsmuir
    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, http://dx.doi.org/10.1111/j.1467-9892.1991.tb00071.x
    Journal articles | 1991
    Emeritus Professor William T M Dunsmuir
    Dunsmuir WTM; 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
    Journal articles | 1990
    Emeritus Professor William T M Dunsmuir
    Dunsmuir WTM; Phillips DM, 1990, 'Modelling of temporal variation of atmospheric moisture at surface level in the Australian region', Australian Meteorological Magazine, vol. 38, pp. 181 - 9
    Journal articles | 1989
    Emeritus Professor William T M Dunsmuir
    Dunsmuir WTM; Snyder RN, 1989, 'Control of inventories with intermittent demand', European Journal of Operational Research, vol. 40, pp. 16 - 21, http://dx.doi.org/10.1016/0377-2217(89)90267-1
    Journal articles | 1989
    Emeritus Professor William T M Dunsmuir
    Dunsmuir WTM; Tweedie R; Flack L; Mengersen K, 1989, 'Modelling of transitions between employment states for young Australians', Australian Journal of Statistics, vol. 31, pp. 165 - 196, http://dx.doi.org/10.1111/j.1467-842X.1989.tb00979.x
    Journal articles | 1983
    Emeritus Professor William T M Dunsmuir
    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, http://dx.doi.org/10.1016/0304-4149(83)90005-4
    Journal articles | 1981
    Emeritus Professor William T M Dunsmuir
    Robinson P; Dunsmuir WTM, 1981, 'Parametric estimators for stationary time series with missing observations', Advances in applied probability, vol. 13, pp. 129 - 146, http://dx.doi.org/10.2307/1426471
    Journal articles | 1981
    Emeritus Professor William T M Dunsmuir
    Dunsmuir WTM, 1981, 'Estimation of periodically varying means and standard deviations in time series data', Journal of Time Series Analysis, vol. 2, pp. 129 - 153, http://dx.doi.org/10.1111/j.1467-9892.1981.tb00318.x
    Journal articles | 1981
    Emeritus Professor William T M Dunsmuir
    Dunsmuir WTM; Robinson PM, 1981, 'Estimation of time series models in the presence of missing data', Journal of the American Statistical Association, vol. 76, pp. 560 - 568, http://dx.doi.org/10.1080/01621459.1981.10477687
    Journal articles | 1981
    Emeritus Professor William T M Dunsmuir
    Dunsmuir WTM; Robinson PM, 1981, 'Asymptotic theory for time series containing missing and amplitude modulated observations', Sankhya Series A, vol. 43, pp. 260 - 281, url:%20http://www.jstor.org/stable/25050279
    Journal articles | 1980
    Emeritus Professor William T M Dunsmuir
    Hannan EJ; Dunsmuir WTM; Deistler M, 1980, 'Estimation of vector ARMAX models', Journal of Multivariate Analysis, vol. 10, pp. 275 - 295, http://dx.doi.org/10.1016/0047-259X(80)90050-0
    Journal articles | 1979
    Emeritus Professor William T M Dunsmuir
    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, vol. 7, pp. 490 - 506, http://dx.doi.org/10.1214/aos/1176344671
    Journal articles | 1978
    Emeritus Professor William T M Dunsmuir
    Deistler M; Dunsmuir WTM; Hannan EJ, 1978, 'Vector linear time series models: corrections and extensions', Advances in Applied Probability, vol. 10, pp. 360 - 372, http://dx.doi.org/10.2307/1426940
    Journal articles | 1976
    Emeritus Professor William T M Dunsmuir
    Dunsmuir W; Hannan EJ, 1976, 'Vector linear time series models', Advances in Applied Probability, vol. 8, pp. 339 - 364, http://dx.doi.org/10.2307/1425908
  • Conference Papers | 2016
    Emeritus Professor William T M Dunsmuir
    Walter SR; Dunsmuir WT; Westbrook JI, 2016, 'Assessing the effect of interruptive events on task completion time: a multi-site study', in Assessing the effect of interruptive events on task completion time: a multi-site study, HEPS 2016 Healthcare and Society: new challenges, new opportunities., Toulouse, France, presented at HEPS 2016 Healthcare and Society: new challenges, new opportunities., Toulouse, France, 05 October 2016 - 07 October 2016
    Software / Code | 2014
    Emeritus Professor William T M Dunsmuir
    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
    Conference Papers | 2012
    Emeritus Professor William T M Dunsmuir
    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
    Conference Papers | 2004
    Emeritus Professor William T M Dunsmuir
    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,, 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
    Conference Papers | 2001
    Emeritus Professor William T M Dunsmuir
    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 Conference on Functional and Spatial Data Analysis, Leeds, UK, presented at Leeds Conference on Functional and Spatial Data Analysis, Leeds, UK, -
    Conference Papers | 1997
    Emeritus Professor William T M Dunsmuir
    Zou Y; Dunsmuir WTM, 1997, 'Generalized max/median filtering', in Proceedings of International Conference on Image Processing, 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
    Conference Papers | 1997
    Emeritus Professor William T M Dunsmuir
    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
    Conference Papers | 1981
    Emeritus Professor William T M Dunsmuir
    Dunsmuir WTM, 1981, '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
    Working Papers |
    Emeritus Professor William T M Dunsmuir
    Dunsmuir WTM; McKendry C; Dean RT, Modelling discrete valued cross sectional time series with observation driven models, http://dx.doi.org, http://arxiv.org/abs/1606.00547v2
    Working Papers |
    Emeritus Professor William T M Dunsmuir
    Dunsmuir WTM; He JY, Detecting Serial Dependence in Binomial Time Series II: Observation Driven Models, http://dx.doi.org, http://arxiv.org/abs/1606.00984v1
    Working Papers |
    Emeritus Professor William T M Dunsmuir
    Dunsmuir WTM; He JY, Testing for Serial Dependence in Binomial Time Series I: Parameter Driven Models, http://dx.doi.org, http://arxiv.org/abs/1606.00983v1

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