Sledovat
P.J.Brockwell
P.J.Brockwell
Emeritus Professor of Statistics., Colorado State University
E-mailová adresa ověřena na: stat.colostate.edu
Název
Citace
Citace
Rok
Time series: theory and methods
PJ Brockwell, RA Davis
Springer science & business media, 1991
134541991
Introduction to time series and forecasting
PJ Brockwell, RA Davis
Springer New York, 2002
84542002
Lévy-driven CARMA processes
PJ Brockwell
Annals of the Institute of Statistical Mathematics 53, 113-124, 2001
2712001
Birth, immigration and catastrophe processes
PJ Brockwell, J Gani, SI Resnick
Advances in Applied Probability 14 (4), 709-731, 1982
2031982
Lévy-driven and fractionally integrated ARMA processes with continuous time parameter
PJ Brockwell, T Marquardt
Statistica Sinica, 477-494, 2005
1722005
Continuous-time ARMA processes
PJ Brockwell
Handbook of statistics 19, 249-276, 2001
1722001
The minimum of an additive process with applications to signal estimation and storage theory
PK Bhattacharya, PJ Brockwell
Zeitschrift für Wahrscheinlichkeitstheorie und verwandte Gebiete 37 (1), 51-75, 1976
1451976
A class of nonparametric tests based on multiresponse permutation procedures
PW Mielke, KJ Berry, PJ Brockwell, JS Williams
Biometrika 68 (3), 720-724, 1981
1381981
Storage processes with general release rule and additive inputs
PJ Brockwell, SI Resnick, RL Tweedie
Advances in Applied Probability 14 (2), 392-433, 1982
1321982
On the general bilinear time series model
J Liu, PJ Brockwell
Journal of Applied probability 25 (3), 553-564, 1988
1251988
The extinction time of a birth, death and catastrophe process and of a related diffusion model
PJ Brockwell
Advances in Applied Probability 17 (1), 42-52, 1985
1251985
Continuous-time GARCH processes
P Brockwell, E Chadraa, A Lindner
1242006
Linear prediction of ARMA processes with infinite variance
DBH Cline, PJ Brockwell
Stochastic Processes and their applications 19 (2), 281-296, 1985
1241985
Existence and uniqueness of stationary Lévy-driven CARMA processes
PJ Brockwell, A Lindner
Stochastic processes and their applications 119 (8), 2660-2681, 2009
1162009
Representations of continuous-time ARMA processes
PJ Brockwell
Journal of Applied Probability 41 (A), 375-382, 2004
1092004
Estimation for non-negative Lévy-driven CARMA processes
PJ Brockwell, RA Davis, Y Yang
Journal of Business & Economic Statistics 29 (2), 250-259, 2011
1032011
Statistical propertiesof dual-polarized radar signals
V Chandrasekar
Proc. 23rdon Radar Meteorology, Snowmass, 192-196, 1986
1011986
Gaussian maximum likelihood estimation for ARMA models II: spatial processes
Q Yao, PJ Brockwell
Bernoulli 12 (3), 403-429, 2006
952006
Time series: theory and methods
Peter J.. Brockwell, RA Davis
Springer-Verlag, 1991
931991
Recent results in the theory and applications of CARMA processes
PJ Brockwell
Annals of the Institute of Statistical Mathematics 66, 647-685, 2014
902014
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Články 1–20