P.J.Brockwell
P.J.Brockwell
Emeritus Professor of Statistics., Colorado State University
Verified email at stat.colostate.edu
Title
Cited by
Cited by
Year
Time series: theory and methods
PJ Brockwell, RA Davis
Springer science & business media, 2009
118682009
Introduction to time series and forecasting
PJ Brockwell, PJ Brockwell, RA Davis, RA Davis
springer, 2016
67892016
LÚvy-driven CARMA processes
PJ Brockwell
Annals of the Institute of Statistical Mathematics 53 (1), 113-124, 2001
2332001
Minimum viable population size in the presence of catastrophes
JE WARREN, SI RESNICK
Viable populations for conservation, 59, 1987
1701987
Birth, immigration and catastrophe processes
PJ Brockwell, J Gani, SI Resnick
Advances in Applied Probability, 709-731, 1982
1691982
LÚvy-driven and fractionally integrated ARMA processes with continuous time parameter
PJ Brockwell, T Marquardt
Statistica Sinica, 477-494, 2005
1562005
Continuous-time ARMA processes
PJ Brockwell
Handbook of statistics 19, 249-276, 2001
1502001
A class of nonparametric tests based on multiresponse permutation procedures
PW Mielke, KJ Berry, PJ Brockwell, JS Williams
Biometrika 68 (3), 720-724, 1981
1311981
The minimum of an additive process with applications to signal estimation and storage theory
PK Bhattacharya, PJ Brockwell
Zeitschrift fŘr Wahrscheinlichkeitstheorie und verwandte Gebiete 37 (1), 51-75, 1976
1301976
On the general bilinear time series model
J Liu, PJ Brockwell
Journal of Applied probability, 553-564, 1988
1191988
Storage processes with general release rule and additive inputs
PJ Brockwell, SI Resnick, RL Tweedie
Advances in Applied Probability, 392-433, 1982
1191982
Linear prediction of ARMA processes with infinite variance
DBH Cline, PJ Brockwell
Stochastic Processes and their applications 19 (2), 281-296, 1985
1171985
Continuous-time GARCH processes
P Brockwell, E Chadraa, A Lindner
Annals of Applied Probability 16 (2), 790-826, 2006
1162006
The extinction time of a birth, death and catastrophe process and of a related diffusion model
PJ Brockwell
Advances in Applied Probability, 42-52, 1985
1131985
Existence and uniqueness of stationary LÚvy-driven CARMA processes
PJ Brockwell, A Lindner
Stochastic processes and their applications 119 (8), 2660-2681, 2009
1052009
Statistical propertiesof dual-polarized radar signals
V Chandrasekar
Proc. 23rdon Radar Meteorology, Snowmass, 192-196, 1986
1001986
Representations of continuous-time ARMA processes
PJ Brockwell
Journal of Applied Probability, 375-382, 2004
952004
Gaussian maximum likelihood estimation for ARMA models II: spatial processes
Q Yao, PJ Brockwell
Bernoulli 12 (3), 403-429, 2006
852006
Time series: theory and methods
Peter J.. Brockwell, RA Davis
Springer-Verlag, 1991
841991
Estimation for non-negative LÚvy-driven CARMA processes
PJ Brockwell, RA Davis, Y Yang
Journal of Business & Economic Statistics 29 (2), 250-259, 2011
822011
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