Peter J. Brockwell

Identifiers

• name variant Peter J. Brockwell 0.60 · backfill

Papers (3)

1. Parametric estimation of the driving L\'evy process of multivariate CARMA processes from discrete observations math.PR · 2012 · author #1
2. Strictly stationary solutions of multivariate ARMA equations with i.i.d. noise math.ST · 2011 · author #1
3. High frequency sampling of a continuous-time ARMA process math.ST · 2011 · author #1

Mentions

• 1209.0952 #1 · backfill · confidence 0.70 Peter J. Brockwell
• 1105.3510 #1 · backfill · confidence 0.70 Peter J. Brockwell
• 1104.0554 #1 · backfill · confidence 0.70 Peter J. Brockwell

Frequent Coauthors

• Alexander Lindner 1 shared papers
• Bernd Vollenbroeker 1 shared papers
• Claudia Kl\"uppelberg 1 shared papers
• Eckhard Schlemm 1 shared papers
• Vincenzo Ferrazzano 1 shared papers