The following pages link to Peter J. Brockwell (Q993797):
Displaying 50 items.
- (Q61201) (redirect page) (← links)
- (Q239824) (redirect page) (← links)
- Recent results in the theory and applications of CARMA processes (Q457274) (← links)
- Asymptotic conditional inference for regular nonergodic models with an application to autoregressive processes (Q797946) (← links)
- Optimal replacement policies with continuously varying observable damage (Q799038) (← links)
- Gaussian maximum likelihood estimation for ARMA models. II: Spatial processes (Q850752) (← links)
- Prediction of Lévy-driven CARMA processes (Q888318) (← links)
- CARMA processes as solutions of integral equations (Q900954) (← links)
- CARMA\((p,q)\) generalized random processes (Q993798) (← links)
- Continuous-time GARCH processes (Q997951) (← links)
- Time series: Theory and methods (Q1018998) (← links)
- Linear prediction of ARMA processes with infinite variance (Q1059970) (← links)
- Time series: theory and methods (Q1083164) (← links)
- Simple consistent estimation of the coefficients of a linear filter (Q1098530) (← links)
- Time series: theory and methods. (Q1188830) (← links)
- Estimating the noise parameters from observations of a linear process with stable innovations (Q1205454) (← links)
- A stochastic model for a replicating population subjected to mass emigration due to population pressure (Q1254974) (← links)
- On the control of an infinite capacity storage system (Q1311656) (← links)
- On continuous-time threshold ARMA processes (Q1330197) (← links)
- On permissible correlations for locally correlated stationary processes (Q1344830) (← links)
- Generalized Levinson--Durbin and Burg algorithms. (Q1421316) (← links)
- Asymptotic properties of some subset vector autoregressive process estimators (Q1882943) (← links)
- On the approximation of continuous time threshold ARMA processes (Q1895432) (← links)
- Order determination for multivariate autoregressive processes using resampling methods (Q1914694) (← links)
- Strictly stationary solutions of multivariate ARMA equations with i.i.d. noise (Q1925988) (← links)
- Parametric estimation of the driving Lévy process of multivariate CARMA processes from discrete observations (Q1941443) (← links)
- Existence and uniqueness of stationary Lévy-driven CARMA processes (Q2270890) (← links)
- Bootstrapping continuous-time autoregressive processes (Q2434136) (← links)
- The characterization of criticality for one-dimensional transport processes (Q2527588) (← links)
- A population process with Markovian progenies (Q2543563) (← links)
- (Q2734966) (← links)
- Strictly stationary solutions of autoregressive moving average equations (Q2786385) (← links)
- Introduction to Time Series and Forecasting (Q2821706) (← links)
- Integration of CARMA processes and spot volatility modelling (Q2852488) (← links)
- High-frequency sampling and kernel estimation for continuous-time moving average processes (Q2852599) (← links)
- High-frequency sampling of a continuous-time ARMA process (Q2930909) (← links)
- CATASTROPHE PROCESSES WITH CONTINUOUS STATE-SPACE1 (Q3309509) (← links)
- The extinction time of a birth, death and catastrophe process and of a related diffusion model (Q3343824) (← links)
- Gaussian Maximum Likelihood Estimation For ARMA Models. I. Time Series (Q3505309) (← links)
- An Overview of Asset–Price Models (Q3646963) (← links)
- Lévy–Driven Continuous–Time ARMA Processes (Q3646966) (← links)
- On the general bilinear time series model (Q3800812) (← links)
- (Q3827448) (← links)
- A note on estimation for gamma and stable processes (Q3860695) (← links)
- Invariant imbedding and dams with Markovian input rate (Q3875072) (← links)
- ESTIMATION FOR THE POSITIVE STABLE LAWS, I (Q3886659) (← links)
- High-Efficiency Estimation for the Positive Stable Laws (Q3918900) (← links)
- Storage processes with general release rule and additive inputs (Q3940613) (← links)
- Extreme values, range and weak convergence of integrals of Markov chains (Q3952944) (← links)
- On Non-Normal Invariance Principles for Multi-Response Permutation Procedures (Q3952988) (← links)
