Phone: (409) 845-1443.
FAX: (409) 845-3144.
E-mail: dcline@stat.tamu.edu
Address: Statistics Department, Texas A&M University, College Station TX 77845 USA.
Home Page: http://stat.tamu.edu/~dcline

I once titled a talk "The Intersection of Analysis, Probability and Statistics" and my host promptly introduced it as "The Probability that Statisticians need (Psycho)Analysis".  The truth is my career has consisted primarily of problems in probability and statistics requiring mathematical analysis.  I hope I didn't disappoint my audience too much!

I have, in fact, found multiple opportunities.  My career has taken me from regression and time series with heavy-tailed errors to characterizations of heavy-tailed distributions to characterizing density estimation via heavy-tailed Fourier transforms and beyond.  In my current work, the probability tails of stationary distributions for ARCH and GARCH type time series are often heavy-tailed, thus bringing my work full circle.

Using analysis for probability and statistics has also led me to insights which were in fact purely analytical.  Hence my research has included forays into the mathematical literature as well.  By reconnecting to the mathematical roots of probability and statistics, my work is interdisciplinary in a distinctive way.

• Verifying irreducibility and continuity of a nonlinear time series, D.B.H. Cline and H.H. Pu, Statistics & Probability Letters 40, 139-148 (1998).
• Geometric ergodicity of nonlinear time series, D.B.H. Cline and H.H. Pu, Statistica Sinica 9, 1103-1118 (1999).
• Stability of nonlinear AR(1) time series with delay, D.B.H. Cline and H.H. Pu, Stochastic Processes and their Applications 82, 307-333 (1999).
• Geometric transience of nonlinear time series, D.B.H. Cline and H.H. Pu, Statistica Sinica 11, 273-287 (2000).
• Stability of nonlinear time series: what does noise have to do with it?, D.B.H. Cline and H.H. Pu, Statistics Dept., Selected Proceedings of the Symposium on Inference for Stochastic Processes (IMS Lecture Notes - Monograph Series, Volume 37), I. V. Basawa, C. C. Heyde and R. L. Taylor, ed., 151-170 (2001).
• A note on a simple Markov bilinear stochastic process, D.B.H. Cline and H.H. Pu, Statistics & Probability Letters 56, 283-288 (2002).
• Stability of threshold-like ARMA time series, D.B.H. Cline and H.H. Pu, (2002), technical report.
• Stability and the Lyapounov exponent of threshold AR-ARCH models, D.B.H. Cline and H.H. Pu, The Annals of Applied Probability 14, 1920-1949 (2004).
• Stability of cyclic threshold and threshold-like autoregressive time series models, T.R. Boucher and D.B.H. Cline, Statistica Sinica 17, 43-62 (2007).
• Evaluating the Lyapounov exponent and existence of moments for threshold AR-ARCH models, D.B.H. Cline, Journal of Time Series Analysis 28, 241-260 (2007).
• Regular variation of order 1 nonlinear AR-ARCH models, D.B.H. Cline, Stochastic Processes and their Applications 117, 840-861 (2007).
• Stability of nonlinear stochastic recursions with application to nonlinear AR-GARCH models, D.B.H. Cline, Advances in Applied Probability 39, 462-491 (2007).  Correction, vol. 39, 1115-1116.
• Thoughts on the connections between threshold time series models and dynamical systems, D.B.H. Cline, Exploration of a Nonlinear World: An Appreciation of Howell Tong's Contributions to Statistics, K.-S. Chan, ed., World Scientific, to appear.

• Convolution tails, product tails and domains of attraction, D.B.H. Cline, Probability Theory and Related Fields 72, 525-557 (1986).
• Convolutions of distributions with exponential and subexponential tails, D.B.H. Cline, J. Austral. Math. Soc. (Ser. A) 43, 345-367 (1987). (Corrigendum: vol. 48, 152-153.)
• Multivariate subexponential distributions, D.B.H. Cline and S.I. Resnick, Stochastic Processes and their Applications 42, 49-72 (1992).
• Subexponentiality of the product of independent random variables, D.B.H. Cline and G. Samorodnitsky, Stochastic Processes and their Applications 49, 75-98 (1994).
• Large deviation probabilities for sums of random variables with heavy or subexponential tails, D.B.H. Cline and T. Hsing, Statistics Dept., Texas A&M University (1998).

• Abelian and Tauberian theorems relating the smoothness of an integrable function to the tail behavior of its Fourier transform, D.B.H. Cline, Journal of Mathematical Analysis and Applications 154, 55-76 (1991).
• Regularly varying rates of decrease for moduli of continuity and Fourier transforms of functions on R^d, D.B.H. Cline, Journal of Mathematical Analysis and Applications 159, 507-519 (1991).
• Intermediate regular and P-variation, D.B.H. Cline, Proc. London Math. Soc. 68, 594-616 (1994).

• Admissible kernel estimators of a multivariate density, D.B.H. Cline, The Annals of Statistics 16, 1421-1427 (1988).
• Optimal kernel estimation of densities, D.B.H. Cline, Annals of the Institute of Statistical Mathematics 42, 287-303 (1990).
• Kernel estimation of densities with discontinuities or discontinuous derivatives, D.B.H. Cline and J.D. Hart, Statistics 22, 69-84 (1991).
• Bias reduction in kernel density estimation by smoothed empirical transformations, D. Ruppert and D.B.H. Cline, The Annals of Statistics 22, 185-210 (1994).
• Nonparametric estimation of regression curves with discontinuous derivatives, D.B.H. Cline, R.L. Eubank and P.L. Speckman, J. Stat. Research 29, 17-30 (1995).

• Infinite series of random variables with regularly varying tails, D.B.H. Cline, tech. rpt., Univ. British Columbia.
• Linear prediction of ARMA processes with infinite variance, D.B.H. Cline and P.J. Brockwell, Stochastic Processes and their Applications 19, 281-296 (1985).
• Convolution tails, product tails and domains of attraction, D.B.H. Cline, Probability Theory and Related Fields 72, 525-557 (1986).
• An asymptotic theory for weighted least squares with weights estimated by replication, D.B.H. Cline and R.J. Carroll, Biometrika 75, 35-43 (1988).
• Joint stable attraction of two sums of products, D.B.H. Cline, Journal of Multivariate Analysis 25, 272-285 (1988).
• Consistency for least squares regression estimators with infinite variance data, D.B.H. Cline, Journal of Statistical Planning and Inference 23, 163-179 (1989).
• Regular variation of order 1 nonlinear AR-ARCH models, D.B.H. Cline, Stochastic Processes and their Applications 117, 840-861 (2007).

• Limit theorems for the shifting level process, D.B.H. Cline, Journal of Applied Probability 20, 322-337 (1983).
• Bias correcting confidence intervals for a nearly common property, D.B.H. Cline and C.S. Spiegelman, Chemometrics and Intelligent Laboratory Systems 11, 121-130 (1991).