| Time series: theory and methods PJ Brockwell, RA Davis Springer science & business media, 2009 | 14428 | 2009 |
| Introduction to time series and forecasting PJ Brockwell, RA Davis Springer New York, 2002 | 9734 | 2002 |
| Remarks on some nonparametric estimates of a density function RA Davis, KS Lii, DN Politis Selected Works of Murray Rosenblatt, 95-100, 2011 | 7624 | 2011 |
| Structural break estimation for nonstationary time series models RA Davis, TCM Lee, GA Rodriguez-Yam Journal of the American Statistical Association 101 (473), 223-239, 2006 | 583 | 2006 |
| Handbook of financial time series TG Andersen, RA Davis, JP Kreiß, TV Mikosch Springer Science & Business Media, 2009 | 524 | 2009 |
| Deconvolution and estimation of transfer function phase and coefficients for nongaussian linear processes RA Davis, KS Lii, DN Politis Selected Works of Murray Rosenblatt, 347-360, 2011 | 498 | 2011 |
| Regular variation of GARCH processes B Basrak, RA Davis, T Mikosch Stochastic processes and their applications 99 (1), 95-115, 2002 | 485 | 2002 |
| Limit theory for moving averages of random variables with regularly varying tail probabilities R Davis, S Resnick The Annals of Probability, 179-195, 1985 | 457 | 1985 |
| Limit theory for the sample covariance and correlation functions of moving averages R Davis, S Resnick The Annals of Statistics, 533-558, 1986 | 436 | 1986 |
| Observation‐driven models for Poisson counts RA Davis, WTM Dunsmuir, SB Streett Biometrika 90 (4), 777-790, 2003 | 353 | 2003 |
| M-estimation for autoregressions with infinite variance RA Davis, K Knight, J Liu Stochastic Processes and Their Applications 40 (1), 145-180, 1992 | 327 | 1992 |
| Sparse vector autoregressive modeling RA Davis, P Zang, T Zheng Journal of Computational and Graphical Statistics 25 (4), 1077-1096, 2016 | 300 | 2016 |
| The extremogram: A correlogram for extreme events RA Davis, T Mikosch | 300 | 2009 |
| Tail estimates motivated by extreme value theory R Davis, S Resnick The Annals of Statistics, 1467-1487, 1984 | 294 | 1984 |
| Point process and partial sum convergence for weakly dependent random variables with infinite variance RA Davis, T Hsing The Annals of Probability, 879-917, 1995 | 284 | 1995 |
| The sample autocorrelations of heavy-tailed processes with applications to ARCH RA Davis, T Mikosch The Annals of Statistics 26 (5), 2049-2080, 1998 | 260 | 1998 |
| Model selection for geostatistical models JA Hoeting, RA Davis, AA Merton, SE Thompson Ecological Applications 16 (1), 87-98, 2006 | 257 | 2006 |
| A characterization of multivariate regular variation B Basrak, RA Davis, T Mikosch The Annals of Applied Probability 12 (3), 908-920, 2002 | 246 | 2002 |
| Testing for a change in the parameter values and order of an autoregressive model RA Davis, D Huang, YC Yao The Annals of Statistics, 282-304, 1995 | 227 | 1995 |
| On autocorrelation in a Poisson regression model RA Davis, WTM Dunsmuir, Y Wang Biometrika 87 (3), 491-505, 2000 | 200 | 2000 |
P.J.BrockwellEmeritus Professor of Statistics., Colorado State UniversityVerified email at stat.colostate.edu
