Refereed Publications: see also QUT e-prints
Colin, A; Falta, M; Su, S; Turner, L R; Willett, R J; and Wolff, R C (2006) Modelling the relationship between physical capability and financial cost in asset management. In Proceedings of the First World Congress on Engineering Asset Management (WCEAM) 2006. Springer: Heidelberg. ISBN 1-84628-583-6.
Colin, A; Falta, M; Su, S; Turner, L R; Willett, R J; and Wolff, R C (2006) Multi-dimensional optimisation for water mains rehabilitation problems. In Proceedings of the First World Congress on Engineering Asset Management (WCEAM) 2006. Springer: Heidelberg. ISBN 1-84628-583-6.
Martinez, L A; and Wolff, R C (2006) Modelling the initial pit design: the first step for project valuation. Sixth International Mining Geology Conference, 1-14. The Australasian Institute of Mining and Metallurgy: Perth. ISBN 1 920806 50 4.
Robertson, C S; Geva, S; and Wolff, R C (2006) Does company specific news affect the US, UK, and Australian markets within 60 minutes? In Proceedings 19th Australasian Finance and Banking Conference (F Moshirian, ed). Sydney, Australia.
Robertson, C S; Geva, S; and Wolff, R C (2006) What types of events provide the strongest evidence that the stock market is affected by company specific news? In Proceedings 5th Australasian Data Mining Conference (P Christen, P Kennedy, J Li, S Simoff, and G Williams, eds), 145-153, Sydney, Australia.
Wang, X-Y; Tong, S; Verall, K; Gerber, R; and Wolff, R C (2006) Air pollution trends in Brisbane, Australia, between 1980 and 2003. Clean Air and Environment Quality 40, 34-39.
Barnett, A G; and Wolff, R C (2005) A time domain test for some types of nonlinearity. IEEE Transactions on Signal Processing 53, 26-33.
Martinez, L A; and Wolff, R C (2005) Risk analysis in open pit mine design and planning using conditional simulation techniques. 27th Mining Convencion 1, Instituto de Ingenieros de Minas del Peru: Arequipa-Peru.
Nur, D; Mengersen, K L; and Wolff, R C (2005) Phase randomisation: a convergence diagnostic test for MCMC. Australian and New Zealand Journal of Statistics 47, 309-323.
Howie, J; Tong, S; Verrall, K; Gerber, R; and Wolff, R C (2005) Air pollution and cardiopulmonary diseases in Australia: a review of epidemiological evidence. Environmental Health 5, 23-35.
Falta, M; and Wolff, R C (2004) Recent developments of statistical approaches to cost accounting: a review. International Statistical Review 72, 377-396.
Lincoln, D; Tong, S; Wolff, R C; Verral, K; and Gerber, R (2004) Interactive Effects Between Air Pollution and Weather on Hospital Admissions for Respiratory Disease in Brisbane, Australia. Epidemiology 15 S40, July.
Martinez, L A; and Wolff, R C (2004) New methods for metal price risk using copulas. Orebody Modelling and Strategic Mine Planning 2004 Symposium Proceedings, 193-199 (ISBN 1920806229).
Tong, S; Gerber, R; Wolff, R C; and Verrall, K (2004) Development of environmental health indicators for sustainable development. 36th Asia-Pacific Conference on Public Health Proceedings, 113-5.
Wolff, R C (2004) Dependence structures in financial time series: a chaos-theoretic approach. In Intelligent Finance – a Convergence of Financial Mathematics with Technical and Fundamental Analysis (H Pan, D Sornette, K Kortanek, eds), 362-368 Melbourne: iwif.org (ISBN 187685118X).
Wolff, R C; Yao, Q; and Tong, H (2004) Statistical tests for Lyapunov exponents of deterministic systems. Studies in Nonlinear Dynamics and Econometrics 8, article 10 [online publication].
Gerber, R; Tong, S; Watt, A; Verrall, K; and Wolff, R C (2003) Towards environmental health indicators for sustainable development: an inductive qualitative perspective. Environmental Health 3, 26-36.
Lawrance, A J; and Wolff, R C (2003) Binary time series generated by logistic chaotic maps. Stochastics and Dynamics 3, 529-544.
Tong, S; Nichols, N; Wolff, R C; Dale, P; McMichael, A; Mackenzie, J; and Lindsay, M (2003) Potential impact of climate variation on Ross River virus transmission within a socio-ecological context: research design and development. Epidemiology 14, S47.
Gao, J T; Tong, H; and Wolff, R C (2002) Adaptive orthogonal series estimation in additive stochastic regression models. Statistica Sinica 12, 409-428.
Gao, J T; Tong, H; and Wolff, R C (2002) Model specification tests in nonparametric stochastic regression models. Journal of Multivariate Analysis 83, 324-359.
Tong, S; Gerber, R; Wolff, R C; and Verrall, K (2002) Population health, environment and economic development. Global Change and Human Health 3, 36-41.
Tong, S; Gerber, R; Wolff, R C; Verrall, K; and Watt, A (2002) Development of environmental health indicators in the context of sustainable development. Proceedings of the 16th International Clean Air and Environment Conference, Christchurch, New Zealand: 805-812.
Barnett, A G; and Wolff, R C (2001) On the estimation of common non-linearity among repeated time series. Proceedings of the 11th IEEE Workshop on Statistical Signal Processing, Singapore, 6-8 Aug 2001, pp437-439. (ISBN 0-7803-7011-2)
Gao, J T; Wolff, R C; and Anh, V V (2001) Semiparametric approximation methods in multivariate model selection. Journal of Complexity 17, 754-772.
Lawrance, A J; and Wolff, R C (2001) Binary and finer discretized time series generated by logistic chaotic maps. In Proceedings of the International Symposium on Nonlinear Theory and its Applications (NOLTA 2001). Miyagi, Japan, 28 Oct to 1 Nov 2001. (ISBN 4-88552-181-5 C3055)
Nur, D; Wolff, R C; and Mengersen, K L (2001) Phase randomisation: numerical study of higher cumulants behaviour. Computational Statistics and Data Analysis 37, 487-513.
Wolff, R C (editor) (2001) Special Issue on Chaos. Statistics and Computing 11, 211-284.
Wolff, R C (2001) Guest Editorial: Introduction to the Special Issue on Chaos. Statistics and Computing 11, 211-212.
Wolff, R C; Nur, D; and Mengersen, K L (2001) Assessment of MCMC convergence: a time series and dynamical systems approach. Proceedings of the 11th IEEE Workshop on Statistical Signal Processing, Singapore, 6-8 Aug 2001, pp46-49. (ISBN 0-7803-7011-2)
Hitchins, J; Morawska, L; Wolff, R C; and Gilbert, D (2000) Concentration of submicrometer particles from vehicle emissions near a major road. Atmospheric Environment 34, 51-59.
Anh, V V; Wolff, R C; Gao, J T; and Tieng, Q (1999) Local linear regression with long-range dependent errors. Australian and New Zealand Journal of Statistics 41, 901-917.
Hall, P; Wolff, R C; and Yao, Q (1999) Methods for estimating a conditional distribution function. Journal of the American Statistical Association 94, 154-163.
Lawrance, A J; and Wolff, R C (1999) Independent binary time series generated by deterministic chaotic maps. Operations Research from Theory to Real Life: Proceedings of the 15th National Conference of the ASOR. The Australian Society for Operations Research Inc, Brisbane 2, 797-805.
Barnard, R; and Wolff, R C (1998) Analysis and application of an equilibrium model for in vitro bioassay systems with three components. Journal of Theoretical Biology 190, 333-339.
Gao, J T; Pettitt, A N; and Wolff, R C (1998) Local linear kernel estimation for discontinuous non-parametric regression functions. Communications in Statistics – Theory and Methods 27, 2871-2894.
Hall, P; and Wolff, R C (1998) Properties of distributions and correlation integrals for generalised versions of the logistic map. Stochastic Processes and Their Applications 77, 123-137.
Wolff, R C (1998) Ideas and applications of chaos in engineering using non-parametric statistical methods. In Proceedings of the International Symposium on Nonlinear Theory and its Applications (NOLTA'98), 211. Invited paper. Crans-Montana, Switzerland, 14-17 Sep 1998.
Wolff, R C (1998) Chaos. In Encyclopaedia of Biostatistics (Armitage, ed) 1, 600-4. Wiley: London.
Hall, P; and Wolff, R C (1995) Estimators of integrals of powers of density derivatives. Statistics and Probability Letters 24, 105-110.
Hall, P; and Wolff, R C (1995) On the strength of dependence of a time series generated by a chaotic logistic map. Journal of Time Series Analysis 16, 571-583.
Hall, P; and Wolff, R C (1995) Properties of invariant distributions and Lyapunov exponents for chaotic logistic maps. Journal of the Royal Statistical Society Series B 57, 439-452.
Wolff, R C (1995) A Poisson distribution for the BDS test statistic for independence in a time series. In Chaos and Forecasting (H Tong, ed), 109-127. World Scientific: Singapore.
Wolff, R C (1994) Independence in time series: another look at the BDS test (with Discussion). Philosophical Transactions of the Royal Society Series A 348, 383-395. (Read before the Royal Society.)
Wolff, R C (1992) Local Lyapunov exponents: looking closely at chaos (with Discussion). Journal of the Royal Statistical Society Series B 54, 353-371. (Read before the Royal Statistical Society.)
Wolff, R C (1990) A note on the behaviour of the correlation integral in the presence of a time series. Biometrika 77, 689-697.
Expert Witness Reports (Cross-Examined)
Wolff, R C (2001) Expert witness report in Lim v Australian Taxation Office. Federal Administrative Appeals Tribunal, May 2001 (lodged with Tribunal; settled out of court).
Wolff, R C (1999) Expert witness report in Sharples v O’Shea (“Pauline Hanson case”). Supreme Court of Queensland, 18 August 1999, Atkinson J.
Editorially Refereed Publications, Conference Papers, and Discussions
Martinez, L A; and Wolff, R C (2006) Orebody modelling and mine project valuation: estimation vs simulation – a practical viewpoint. 33rd International Symposium on Applications of Computers and Operation Research in the Mineral Industry. The University of Chile: Santiago, Chile.
Wolff, R C (2005) Copula selection for modeling multivariate financial risk: a non-parametric approach to capturing dependence. Invited paper. 4th International Symposium on Business and Industrial Statistics, Cairns, Apr 2005.
Wolff, R C (2004) Dependence structures in financial time series: a chaos-theoretic approach. Invited featured paper. 1st International Workshop on Intelligent Finance, Melbourne, Dec 2004.
Wolff, R C (2004) Chaos and asymptotics: towards exact inference for dynamical systems. Plenary contributed paper. Celebrating Statistics: Symposium in Honour of the 80th Birthday of Sir David Cox FRS, Neuchâtel, Switzerland, July 2004.
Wolff, R C (2004) Forecasting chaos: some approaches to exact inference for Lyapunov exponents. Invited paper. International Symposium on Forecasting, Sydney, Jul 2004.
Wolff, R C (2004) Some bootstrap tests for non-linearity and long memory in financial time series. Invited paper. Econometrics Society of Australasia Meeting, Melbourne, Jul 2004.
Wolff, R C (2003) Harry Potter and the quest for non-linearity. 39th Gregynog Statistical Conference, Wales, Apr 2003.
Wolff, R C (2000) Smoothing and discretising to explore features of chaotic data. 15th Australian Statistical Conference, Adelaide, Jul 2000.
Wolff, R C (2000) Exchanging good ombuds practice: what can industry and universities tell each other? Invited session. 2nd Ombudsman Leadership Forum, San Francisco, Jun 2000.
Wolff, R C (1998) Chaotic encryption. Invited paper. Isaac Newton Institute Workshop on Dynamical Systems and Statistics, Cambridge, Sep 1998.
Wolff, R C (1998) Non-parametric estimation of invariants in chaotic time series. 14th Australian Statistical Conference, Gold Coast, Jul 1998.
Wolff, R C (1997) Applications of recursive techniques in dynamical systems to the modelling of epidemics. Invited participation. Royal Statistical Society Workshop on Epidemics, Skye, Apr 1997.
Wolff, R C (1997) On statistical aspects of chaos: the distinction and confusion between stochastic and deterministic. Invited paper. Bernoulli Society of Mathematics and Statistics / Indian Statistical Institute, Meeting on Recent Advances in Statistics and Probability, Calcutta, Dec 1997.
Wolff, R C (1996) Recursive density estimation in dynamical systems. Plenary address. International Workshop on Parametric and Non-parametric Methods for Dynamical Systems, Fukuoka, Oct 1996.
Wolff, R C (1996) Mean, median and chaos: bootstrap hypothesis tests for Lyapunov exponents. Institute of Mathematical Statistics Invited Paper. Sydney International Statistical Congress, Sydney, Jul 1996.
Wolff, R C (1996) On statistical aspects of chaos. Invited paper. 4th World Congress of the Bernoulli Society, Vienna, Aug 1996.
Wolff, R C (1994) Bootstrapping chaos. Invited paper. Open University Conference on the Bootstrap, Milton Keynes, Dec 1994.
Wolff, R C (1993) Some statistical aspects of chaos. Invited paper. National Bureau of Economics Research / National Science Foundation Time Series Seminar, Vienna, Oct 1993.
Wolff, R C (1993) Dependence in chaotic time series. Invited paper. Joint Statistical Societies' Meeting, San Francisco, Aug 1993.
Wolff, R C (1993) Statistical aspects of the correlation integral. Invited paper. 29th Gregynog Statistics Conference (Universties of Birmingham and Wales), Gregynog, Apr 1993.
Wolff, R C (1992) Local Lyapunov exponents. Invited paper. New Directions in Time Series Workshop, Heidelberg, Jun 1992.
Wolff, R C (1992) The correlation integral in the presence of a time series. Invited paper. Seminaire Europeéne de Statistique: Chaos and Networks, Sandbjerg, Apr 1992.
Wolff, R C (1991) Chaos and randomness. Invited paper. 19th European Meeting of Statisticians, Barcelona, Sep 1991.
Wolff, R C (1995) Discussion on the paper by Tong. Scandinavian Journal of Statistics 22, 439-440.
Wolff, R C (1994) Review of StatHelper (statistical software). CTI Newsletter. Nottingham Trent University.
Wolff, R C (1994) Review of Time Series by Kendall and Ord. Australian Journal of Statistics 36, 248-249.
Wolff, R C (1993) Review of Fractal Attraction by Cohen and Lee. Journal of the Royal Statistical Society Series A 158, 508-509.
Wolff, R C (1993) Discussion on the meeting on the Gibbs sampler. Journal of the Royal Statistical Society Series B 55, 66-67.
Wolff, R C (1992) Rejoinder on the discussion of the read paper on chaos. Journal of the Royal Statistical Society Series B 54, 468.
Wolff, R C (1992) Discussion on the meeting on Chaos. Journal of the Royal Statistical Society Series B 54, 464-465.
Wolff, R C (1990) Discussion on the paper by Bartlett. Journal of the Royal Statistical Society Series A 153, 333-334.