Edit Profile (opens in new tab) Brockwell, Peter J. Co-Author Distance Author ID: brockwell.peter-j Published as: Brockwell, P. J.; Brockwell, Peter J.; Brockwell, Peter more...less External Links: MGP Documents Indexed: 99 Publications since 1963, including 9 Books Co-Authors: 47 Co-Authors with 77 Joint Publications 1,449 Co-Co-Authors all top 5 Co-Authors 21 single-authored 19 Davis, Richard A. 10 Lindner, Alexander M. 4 Basawa, Ishwar V. 4 Resnick, Sidney Ira 4 Tweedie, Richard Lewis 3 Attia, F. A. 3 Brown, Bruce M. 3 Gani, Joseph Mark 3 Liu, Jian 3 Moyal, José Enrique 3 Stramer, Osnat 3 Yang, Yu 2 Chen, Changhua 2 Dahlhaus, Rainer 2 Ferrazzano, Vincenzo 2 Hyndman, Rob J. 2 Klüppelberg, Claudia 2 Mitchell, Heather 2 Pacheco-Santiago, N. 2 Trindade, A. Alexandre 2 Yao, Qiwei 1 Bai, Zhi-Dong 1 Bhattacharya, P. K. 1 Brockwell, Antony E. 1 Chadraa, Erdenebaatar 1 Chan, Kung-Sik 1 Chung, Kai Lai 1 Cline, Daren B. H. 1 Donahue, Rafe M. J. 1 Grunwald, Gary K. 1 Hannig, Jan 1 Kreiß, Jens-Peter 1 Li, Wai Keung 1 Marquardt, Tina 1 Matsuda, Yasumasa 1 Mielke, Paul W. jun. 1 Niebuhr, Tobias 1 Pakes, Anthony G. 1 Robinson, John 1 Salehi, Habib 1 Schlemm, Eckhard 1 Shitan, Mahendran 1 Tong, Howell 1 Trajstman, Albert Charles 1 Tsay, Ruey S. 1 Vollenbröker, Bernd Karl 1 Williams, Ruth J. all top 5 Serials 15 Journal of Applied Probability 10 Journal of Time Series Analysis 7 Statistica Sinica 6 Advances in Applied Probability 5 Annals of the Institute of Statistical Mathematics 4 Stochastic Processes and their Applications 3 The Australian Journal of Statistics 3 Biometrika 3 Journal of Multivariate Analysis 3 Journal of Statistical Planning and Inference 3 Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete 3 Journal of the Australian Mathematical Society 3 Springer Series in Statistics 3 Springer Texts in Statistics 2 Journal of Mathematical Analysis and Applications 2 Journal of Econometrics 2 Statistics & Probability Letters 1 Mathematical Biosciences 1 The Annals of Statistics 1 Canadian Journal of Mathematics 1 Journal of the American Statistical Association 1 Communications in Statistics. Stochastic Models 1 Stochastic Hydrology and Hydraulics 1 The Annals of Applied Probability 1 Communications in Statistics. Theory and Methods 1 Journal of the Royal Statistical Society. Series B 1 Bernoulli 1 Journal of the Royal Statistical Society. Series B. Statistical Methodology 1 Il Nuovo Cimento, X. Series 1 Journal of Business and Economic Statistics all top 5 Fields 66 Statistics (62-XX) 56 Probability theory and stochastic processes (60-XX) 8 Biology and other natural sciences (92-XX) 5 Numerical analysis (65-XX) 4 Operations research, mathematical programming (90-XX) 3 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 2 Systems theory; control (93-XX) 1 Functions of a complex variable (30-XX) 1 Fluid mechanics (76-XX) 1 Geophysics (86-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 90 Publications have been cited 2,885 times in 2,395 Documents Cited by ▼ Year ▼ Time series: theory and methods. 2nd ed. Zbl 0709.62080Brockwell, Peter J.; Davis, Richard A. 1,000 1991 Applications of innovation representations in time series analysis. Zbl 0673.62085Brockwell, P. J.; Davis, R. A. 261 1988 Time series: theory and methods. Zbl 0604.62083Brockwell, Peter J.; Davis, Richard A. 248 1987 Introduction to time series and forecasting. 2nd ed. Zbl 0994.62085Brockwell, Peter J.; Davis, Richard A. 162 2002 Birth, immigration and catastrophe processes. Zbl 0496.92007Brockwell, P. J.; Gani, J.; Resnick, S. I. 77 1982 Lévy-driven CARMA processes. Zbl 0995.62089Brockwell, P. J. 76 2001 Time series: Theory and methods. 2nd printing of the 1991 2nd ed. Zbl 1169.62074Brockwell, Peter J.; Davis, Richard A. 74 2009 Introduction to time series and forecasting. Zbl 0868.62067Brockwell, Peter J.; Davis, Richard A. 56 1996 Existence and uniqueness of stationary Lévy-driven CARMA processes. Zbl 1182.62172Brockwell, Peter J.; Lindner, Alexander 39 2009 Storage processes with general release rule and additive inputs. Zbl 0482.60087Brockwell, P. J.; Resnick, S. I.; Tweedie, R. L. 37 1982 The minimum of an additive process with applications to signal estimation and storage theory. Zbl 0326.60053Bhattacharya, P. K.; Brockwell, P. J. 37 1976 Introduction to time series and forecasting. 3rd edition. Zbl 1355.62001Brockwell, Peter J.; Davis, Richard A. 37 2016 Continuous-time ARMA processes. Zbl 1011.62088Brockwell, P. J. 35 2001 Estimation for nonnegative Lévy-driven Ornstein-Uhlenbeck processes. Zbl 1513.62162Brockwell, Peter J.; Davis, Richard A.; Yang, Yu 34 2007 The extinction time of a general birth and death process with catastrophes. Zbl 0614.60081Brockwell, P. J. 32 1986 Lévy-driven and fractionally integrated ARMA processes with continuous time parameter. Zbl 1070.62068Brockwell, Peter J.; Marquardt, Tina 31 2005 Representations of continuous-time ARMA processes. Zbl 1052.60024Brockwell, Peter J. 30 2004 Gaussian maximum likelihood estimation for ARMA models. II: Spatial processes. Zbl 1142.62066Yao, Qiwei; Brockwell, Peter J. 29 2006 The extinction time of a birth, death and catastrophe process and of a related diffusion model. Zbl 0551.92013Brockwell, P. J. 29 1985 Estimation for non-negative Lévy-driven CARMA processes. Zbl 1214.62091Brockwell, Peter J.; Davis, Richard A.; Yang, Yu 28 2011 On the existence of stationary threshold autoregressive moving-average processes. Zbl 0755.62064Brockwell, Peter J.; Liu, Jian; Tweedie, Richard L. 25 1992 On the general bilinear time series model. Zbl 0654.60029Liu, Jian; Brockwell, Peter J. 25 1988 Recent results in the theory and applications of CARMA processes. Zbl 1334.60003Brockwell, P. J. 24 2014 Gaussian maximum likelihood estimation for ARMA models. I: Time series. Zbl 1141.62074Yao, Qiwei; Brockwell, Peter J. 22 2006 Continuous-time Gaussian autoregression. Zbl 1145.62070Brockwell, Peter J.; Davis, Richard A.; Yang, Yu. 22 2007 Linear prediction of ARMA processes with infinite variance. Zbl 0567.62082Cline, Daren B. H.; Brockwell, Peter J. 22 1985 Non-parametric estimation for non-decreasing Levy processes. Zbl 0491.62069Basawa, I. V.; Brockwell, P. J. 20 1982 Parametric estimation of the driving Lévy process of multivariate CARMA processes from discrete observations. Zbl 1259.62073Brockwell, Peter J.; Schlemm, Eckhard 19 2013 On continuous-time threshold ARMA processes. Zbl 0797.62072Brockwell, P. J. 19 1994 High-frequency sampling and kernel estimation for continuous-time moving average processes. Zbl 1274.62578Brockwell, Peter J.; Ferrazzano, Vincenzo; Klüppelberg, Claudia 19 2013 Continuous-time GARCH processes. Zbl 1127.62074Brockwell, Peter; Chadraa, Erdenebaatar; Lindner, Alexander 18 2006 Simple consistent estimation of the coefficients of a linear filter. Zbl 0637.62087Brockwell, P. J.; Davis, R. A. 18 1988 An asymptotic test for separability of a spatial autoregressive model. Zbl 0937.62641Shitan, Mahendran; Brockwell, Peter J. 14 1995 Asymptotic conditional inference for regular nonergodic models with an application to autoregressive processes. Zbl 0546.62059Basawa, I. V.; Brockwell, P. J. 14 1984 Strictly stationary solutions of autoregressive moving average equations. Zbl 1195.62137Brockwell, Peter J.; Lindner, Alexander 13 2010 Lévy-driven continuous-time ARMA processes. Zbl 1192.62194Brockwell, Peter J. 13 2009 Inference for gamma and stable processes. Zbl 0381.62075Basawa, I. V.; Brockwell, P. J. 13 1978 A note on estimation for gamma and stable processes. Zbl 0425.62067Basawa, I. V.; Brockwell, P. J. 10 1980 High-efficiency estimation for the positive stable laws. Zbl 0466.62032Brockwell, P. J.; Brown, B. M. 10 1981 High-frequency sampling of a continuous-time ARMA process. Zbl 1300.62070Brockwell, Peter J.; Ferrazzano, Vincenzo; Klüppelberg, Claudia 10 2012 A stochastic model for a replicating population subjected to mass emigration due to population pressure. Zbl 0399.92019Pakes, A. G.; Trajstman, A. C.; Brockwell, P. J. 9 1979 A note on the embedding of discrete-time ARMA processes. Zbl 0834.62076Brockwell, Peter J. 9 1995 Continuous auto-regressive moving average random fields on \(\mathbb{R}^n\). Zbl 1411.62277Brockwell, Peter J.; Matsuda, Yasumasa 9 2017 Catastrophe processes with continuous state-space. Zbl 0528.92015Brockwell, P. J.; Gani, J. M.; Resnick, S. I. 9 1983 Generalized Levinson–Durbin and Burg algorithms. Zbl 1033.62091Brockwell, P. J.; Dahlhaus, R. 9 2004 CARMA\((p,q)\) generalized random processes. Zbl 1404.60051Brockwell, Peter J.; Hannig, Jan 7 2010 Continuous time threshold autoregressive models. Zbl 0824.62082Brockwell, Peter J.; Hyndman, Rob J.; Grunwald, Gary K. 7 1991 Integration of CARMA processes and spot volatility modelling. Zbl 1274.62579Brockwell, Peter; Lindner, Alexander 7 2013 Prediction of Lévy-driven CARMA processes. Zbl 1337.62244Brockwell, Peter J.; Lindner, Alexander 7 2015 Existence and stability of continuous time threshold ARMA processes. Zbl 0906.62094Stramer, O.; Tweedie, R. L.; Brockwell, P. J. 6 1996 Expansions for the positive stable laws. Zbl 0398.60014Brockwell, P. J.; Brown, B. M. 6 1978 A class of non-embeddable ARMA processes. Zbl 0934.62087Brockwell, Antony E.; Brockwell, Peter J. 6 1999 ITSM: An interactive time series modelling package for the PC. Written in collaboration with R. J. Hyndman. Including floppy disks. Zbl 0714.62080Brockwell, Peter J.; Davis, Richard A. 5 1991 Continuous-time threshold AR(1) processes. Zbl 0857.60078Stramer, O.; Brockwell, P. J.; Tweedie, R. L. 5 1996 On the existence and application of continuous-time threshold autoregressions of order two. Zbl 0882.60079Brockwell, P. J.; Williams, R. J. 5 1997 On non-normal invariance principles for multi-response permutation procedures. Zbl 0491.62020Brockwell, Peter J.; Mielke, Paul W. jun.; Robinson, John 5 1982 The control of a finite dam. Zbl 0502.60082Attia, F. A.; Brockwell, P. J. 5 1982 Linear prediction for a class of multivariate stable processes. Zbl 0896.60020Brockwell, P. J.; Mitchell, Heather 4 1998 Strictly stationary solutions of multivariate ARMA equations with i.i.d. noise. Zbl 1253.62057Brockwell, Peter; Lindner, Alexander; Vollenbröker, Bernd 4 2012 Emptiness times of a dam with stable input and general release function. Zbl 0316.60066Brockwell, P. J.; Chung, K. L. 4 1975 Sampling, embedding and inference for CARMA processes. Zbl 1433.62254Brockwell, Peter J.; Lindner, Alexander 4 2019 Modified Burg algorithms for multivariate subset autoregression. Zbl 1059.62097Brockwell, Peter J.; Dahlhaus, Rainer; Trindade, A. Alexandre 4 2005 Estimating the noise parameters from observations of a linear process with stable innovations. Zbl 0781.62137Brockwell, Peter J.; Liu, Jian 3 1992 Ornstein-Uhlenbeck related models driven by Lévy processes. Zbl 1285.60080Brockwell, Peter J.; Lindner, Alexander 3 2012 Estimation for the positive stable laws. I. Zbl 0443.62017Brockwell, P. J.; Brown, B. M. 3 1979 Stationary distributions for dams with additive input and contentdependent release rate. Zbl 0374.60102Brockwell, P. J. 3 1977 A storage model in which the net growth-rate is a Markov chain. Zbl 0229.60075Brockwell, P. J. 2 1972 Order determination for autoregressive processes using resampling methods. Zbl 0822.62071Chen, Changhua; Davis, Richard A.; Brockwell, Peter J.; Bai, Zhi Dong 2 1993 On the approximation of continuous time threshold ARMA processes. Zbl 0822.62070Brockwell, P. J.; Stramer, O. 2 1995 Order determination for multivariate autoregressive processes using resampling methods. Zbl 0877.62082Chen, Changhua; Davis, Richard A.; Brockwell, Peter J. 2 1996 Estimation of the coefficients of a multivariate linear filter using the innovations algorithm. Zbl 1092.62587Mitchell, Heather; Brockwell, Peter 2 1997 Deviations from monotonicity of a Wiener process with drift. Zbl 0275.60086Brockwell, P. J. 2 1974 Bootstrapping continuous-time autoregressive processes. Zbl 1281.62192Brockwell, Peter J.; Kreiss, Jens-Peter; Niebuhr, Tobias 2 2014 Extreme values, range and weak convergence of integrals of Markov chains. Zbl 0491.60078Brockwell, P. J.; Resnick, S. I.; Pacheco-Santiago, N. 2 1982 A population process with Markovian progenies. Zbl 0209.19601Brockwell, P. J.; Gani, J. 2 1970 Bounds for the asymptotic growth rate of an age-dependent branching process. Zbl 0184.40604Brockwell, P. J. 2 1969 CARMA processes as solutions of integral equations. Zbl 1356.60072Brockwell, Peter J.; Lindner, Alexander 2 2015 Transfer-function models with non-stationary input. Zbl 0825.62697Brockwell, P. J.; Davis, R. A.; Salehi, H. 1 1992 Invariant imbedding and dams with Markovian input rate. Zbl 0435.60096Brockwell, P. J.; Pacheco-Santiago, N. 1 1980 ITSM for Windows. A user’s guide to time series modelling and forecasting. Incl. 1 disk. Zbl 0801.62079Brockwell, Peter J.; Davis, Richard A. 1 1994 On permissible correlations for locally correlated stationary processes. Zbl 0813.62077Donahue, Rafe M. J.; Brockwell, Peter J.; Davis, Richard A. 1 1995 An overview of asset price models. Zbl 1178.91063Brockwell, Peter J. 1 2009 On the spectrum of a class of matrices arising in storage theory. Zbl 0242.60045Brockwell, P. J. 1 1973 Exact solutions of one-dimensional scattering problems. Zbl 0138.44801Brockwell, P. J.; Moyal, J. E. 1 1964 The characterization of criticality for one-dimensional transport processes. Zbl 0157.46601Brockwell, P. J.; Moyal, J. E. 1 1968 Aspects of non-causal and non-invertible CARMA processes. Zbl 1475.62235Brockwell, Peter J.; Lindner, Alexander 1 2021 Asymptotic properties of some subset vector autoregressive process estimators. Zbl 1074.62054Brockwell, Peter J.; Davis, Richard A.; Trindade, A. Alexandre 1 2004 Stochastic population processes in the theory of radiative transfer. Zbl 0198.60204Brockwell, P. J. 1 1970 The transient behaviour of the queuing system GI/M/1. Zbl 0211.48704Brockwell, P. J. 1 1963 The transient behaviour of a single server queue with batch arrivals. Zbl 0211.48804Brockwell, P. J. 1 1963 Aspects of non-causal and non-invertible CARMA processes. Zbl 1475.62235Brockwell, Peter J.; Lindner, Alexander 1 2021 Sampling, embedding and inference for CARMA processes. Zbl 1433.62254Brockwell, Peter J.; Lindner, Alexander 4 2019 Continuous auto-regressive moving average random fields on \(\mathbb{R}^n\). Zbl 1411.62277Brockwell, Peter J.; Matsuda, Yasumasa 9 2017 Introduction to time series and forecasting. 3rd edition. Zbl 1355.62001Brockwell, Peter J.; Davis, Richard A. 37 2016 Prediction of Lévy-driven CARMA processes. Zbl 1337.62244Brockwell, Peter J.; Lindner, Alexander 7 2015 CARMA processes as solutions of integral equations. Zbl 1356.60072Brockwell, Peter J.; Lindner, Alexander 2 2015 Recent results in the theory and applications of CARMA processes. Zbl 1334.60003Brockwell, P. J. 24 2014 Bootstrapping continuous-time autoregressive processes. Zbl 1281.62192Brockwell, Peter J.; Kreiss, Jens-Peter; Niebuhr, Tobias 2 2014 Parametric estimation of the driving Lévy process of multivariate CARMA processes from discrete observations. Zbl 1259.62073Brockwell, Peter J.; Schlemm, Eckhard 19 2013 High-frequency sampling and kernel estimation for continuous-time moving average processes. Zbl 1274.62578Brockwell, Peter J.; Ferrazzano, Vincenzo; Klüppelberg, Claudia 19 2013 Integration of CARMA processes and spot volatility modelling. Zbl 1274.62579Brockwell, Peter; Lindner, Alexander 7 2013 High-frequency sampling of a continuous-time ARMA process. Zbl 1300.62070Brockwell, Peter J.; Ferrazzano, Vincenzo; Klüppelberg, Claudia 10 2012 Strictly stationary solutions of multivariate ARMA equations with i.i.d. noise. Zbl 1253.62057Brockwell, Peter; Lindner, Alexander; Vollenbröker, Bernd 4 2012 Ornstein-Uhlenbeck related models driven by Lévy processes. Zbl 1285.60080Brockwell, Peter J.; Lindner, Alexander 3 2012 Estimation for non-negative Lévy-driven CARMA processes. Zbl 1214.62091Brockwell, Peter J.; Davis, Richard A.; Yang, Yu 28 2011 Strictly stationary solutions of autoregressive moving average equations. Zbl 1195.62137Brockwell, Peter J.; Lindner, Alexander 13 2010 CARMA\((p,q)\) generalized random processes. Zbl 1404.60051Brockwell, Peter J.; Hannig, Jan 7 2010 Time series: Theory and methods. 2nd printing of the 1991 2nd ed. Zbl 1169.62074Brockwell, Peter J.; Davis, Richard A. 74 2009 Existence and uniqueness of stationary Lévy-driven CARMA processes. Zbl 1182.62172Brockwell, Peter J.; Lindner, Alexander 39 2009 Lévy-driven continuous-time ARMA processes. Zbl 1192.62194Brockwell, Peter J. 13 2009 An overview of asset price models. Zbl 1178.91063Brockwell, Peter J. 1 2009 Estimation for nonnegative Lévy-driven Ornstein-Uhlenbeck processes. Zbl 1513.62162Brockwell, Peter J.; Davis, Richard A.; Yang, Yu 34 2007 Continuous-time Gaussian autoregression. Zbl 1145.62070Brockwell, Peter J.; Davis, Richard A.; Yang, Yu. 22 2007 Gaussian maximum likelihood estimation for ARMA models. II: Spatial processes. Zbl 1142.62066Yao, Qiwei; Brockwell, Peter J. 29 2006 Gaussian maximum likelihood estimation for ARMA models. I: Time series. Zbl 1141.62074Yao, Qiwei; Brockwell, Peter J. 22 2006 Continuous-time GARCH processes. Zbl 1127.62074Brockwell, Peter; Chadraa, Erdenebaatar; Lindner, Alexander 18 2006 Lévy-driven and fractionally integrated ARMA processes with continuous time parameter. Zbl 1070.62068Brockwell, Peter J.; Marquardt, Tina 31 2005 Modified Burg algorithms for multivariate subset autoregression. Zbl 1059.62097Brockwell, Peter J.; Dahlhaus, Rainer; Trindade, A. Alexandre 4 2005 Representations of continuous-time ARMA processes. Zbl 1052.60024Brockwell, Peter J. 30 2004 Generalized Levinson–Durbin and Burg algorithms. Zbl 1033.62091Brockwell, P. J.; Dahlhaus, R. 9 2004 Asymptotic properties of some subset vector autoregressive process estimators. Zbl 1074.62054Brockwell, Peter J.; Davis, Richard A.; Trindade, A. Alexandre 1 2004 Introduction to time series and forecasting. 2nd ed. Zbl 0994.62085Brockwell, Peter J.; Davis, Richard A. 162 2002 Lévy-driven CARMA processes. Zbl 0995.62089Brockwell, P. J. 76 2001 Continuous-time ARMA processes. Zbl 1011.62088Brockwell, P. J. 35 2001 A class of non-embeddable ARMA processes. Zbl 0934.62087Brockwell, Antony E.; Brockwell, Peter J. 6 1999 Linear prediction for a class of multivariate stable processes. Zbl 0896.60020Brockwell, P. J.; Mitchell, Heather 4 1998 On the existence and application of continuous-time threshold autoregressions of order two. Zbl 0882.60079Brockwell, P. J.; Williams, R. J. 5 1997 Estimation of the coefficients of a multivariate linear filter using the innovations algorithm. Zbl 1092.62587Mitchell, Heather; Brockwell, Peter 2 1997 Introduction to time series and forecasting. Zbl 0868.62067Brockwell, Peter J.; Davis, Richard A. 56 1996 Existence and stability of continuous time threshold ARMA processes. Zbl 0906.62094Stramer, O.; Tweedie, R. L.; Brockwell, P. J. 6 1996 Continuous-time threshold AR(1) processes. Zbl 0857.60078Stramer, O.; Brockwell, P. J.; Tweedie, R. L. 5 1996 Order determination for multivariate autoregressive processes using resampling methods. Zbl 0877.62082Chen, Changhua; Davis, Richard A.; Brockwell, Peter J. 2 1996 An asymptotic test for separability of a spatial autoregressive model. Zbl 0937.62641Shitan, Mahendran; Brockwell, Peter J. 14 1995 A note on the embedding of discrete-time ARMA processes. Zbl 0834.62076Brockwell, Peter J. 9 1995 On the approximation of continuous time threshold ARMA processes. Zbl 0822.62070Brockwell, P. J.; Stramer, O. 2 1995 On permissible correlations for locally correlated stationary processes. Zbl 0813.62077Donahue, Rafe M. J.; Brockwell, Peter J.; Davis, Richard A. 1 1995 On continuous-time threshold ARMA processes. Zbl 0797.62072Brockwell, P. J. 19 1994 ITSM for Windows. A user’s guide to time series modelling and forecasting. Incl. 1 disk. Zbl 0801.62079Brockwell, Peter J.; Davis, Richard A. 1 1994 Order determination for autoregressive processes using resampling methods. Zbl 0822.62071Chen, Changhua; Davis, Richard A.; Brockwell, Peter J.; Bai, Zhi Dong 2 1993 On the existence of stationary threshold autoregressive moving-average processes. Zbl 0755.62064Brockwell, Peter J.; Liu, Jian; Tweedie, Richard L. 25 1992 Estimating the noise parameters from observations of a linear process with stable innovations. Zbl 0781.62137Brockwell, Peter J.; Liu, Jian 3 1992 Transfer-function models with non-stationary input. Zbl 0825.62697Brockwell, P. J.; Davis, R. A.; Salehi, H. 1 1992 Time series: theory and methods. 2nd ed. Zbl 0709.62080Brockwell, Peter J.; Davis, Richard A. 1,000 1991 Continuous time threshold autoregressive models. Zbl 0824.62082Brockwell, Peter J.; Hyndman, Rob J.; Grunwald, Gary K. 7 1991 ITSM: An interactive time series modelling package for the PC. Written in collaboration with R. J. Hyndman. Including floppy disks. Zbl 0714.62080Brockwell, Peter J.; Davis, Richard A. 5 1991 Applications of innovation representations in time series analysis. Zbl 0673.62085Brockwell, P. J.; Davis, R. A. 261 1988 On the general bilinear time series model. Zbl 0654.60029Liu, Jian; Brockwell, Peter J. 25 1988 Simple consistent estimation of the coefficients of a linear filter. Zbl 0637.62087Brockwell, P. J.; Davis, R. A. 18 1988 Time series: theory and methods. Zbl 0604.62083Brockwell, Peter J.; Davis, Richard A. 248 1987 The extinction time of a general birth and death process with catastrophes. Zbl 0614.60081Brockwell, P. J. 32 1986 The extinction time of a birth, death and catastrophe process and of a related diffusion model. Zbl 0551.92013Brockwell, P. J. 29 1985 Linear prediction of ARMA processes with infinite variance. Zbl 0567.62082Cline, Daren B. H.; Brockwell, Peter J. 22 1985 Asymptotic conditional inference for regular nonergodic models with an application to autoregressive processes. Zbl 0546.62059Basawa, I. V.; Brockwell, P. J. 14 1984 Catastrophe processes with continuous state-space. Zbl 0528.92015Brockwell, P. J.; Gani, J. M.; Resnick, S. I. 9 1983 Birth, immigration and catastrophe processes. Zbl 0496.92007Brockwell, P. J.; Gani, J.; Resnick, S. I. 77 1982 Storage processes with general release rule and additive inputs. Zbl 0482.60087Brockwell, P. J.; Resnick, S. I.; Tweedie, R. L. 37 1982 Non-parametric estimation for non-decreasing Levy processes. Zbl 0491.62069Basawa, I. V.; Brockwell, P. J. 20 1982 On non-normal invariance principles for multi-response permutation procedures. Zbl 0491.62020Brockwell, Peter J.; Mielke, Paul W. jun.; Robinson, John 5 1982 The control of a finite dam. Zbl 0502.60082Attia, F. A.; Brockwell, P. J. 5 1982 Extreme values, range and weak convergence of integrals of Markov chains. Zbl 0491.60078Brockwell, P. J.; Resnick, S. I.; Pacheco-Santiago, N. 2 1982 High-efficiency estimation for the positive stable laws. Zbl 0466.62032Brockwell, P. J.; Brown, B. M. 10 1981 A note on estimation for gamma and stable processes. Zbl 0425.62067Basawa, I. V.; Brockwell, P. J. 10 1980 Invariant imbedding and dams with Markovian input rate. Zbl 0435.60096Brockwell, P. J.; Pacheco-Santiago, N. 1 1980 A stochastic model for a replicating population subjected to mass emigration due to population pressure. Zbl 0399.92019Pakes, A. G.; Trajstman, A. C.; Brockwell, P. J. 9 1979 Estimation for the positive stable laws. I. Zbl 0443.62017Brockwell, P. J.; Brown, B. M. 3 1979 Inference for gamma and stable processes. Zbl 0381.62075Basawa, I. V.; Brockwell, P. J. 13 1978 Expansions for the positive stable laws. Zbl 0398.60014Brockwell, P. J.; Brown, B. M. 6 1978 Stationary distributions for dams with additive input and contentdependent release rate. Zbl 0374.60102Brockwell, P. J. 3 1977 The minimum of an additive process with applications to signal estimation and storage theory. Zbl 0326.60053Bhattacharya, P. K.; Brockwell, P. J. 37 1976 Emptiness times of a dam with stable input and general release function. Zbl 0316.60066Brockwell, P. J.; Chung, K. L. 4 1975 Deviations from monotonicity of a Wiener process with drift. Zbl 0275.60086Brockwell, P. J. 2 1974 On the spectrum of a class of matrices arising in storage theory. Zbl 0242.60045Brockwell, P. J. 1 1973 A storage model in which the net growth-rate is a Markov chain. Zbl 0229.60075Brockwell, P. J. 2 1972 A population process with Markovian progenies. Zbl 0209.19601Brockwell, P. J.; Gani, J. 2 1970 Stochastic population processes in the theory of radiative transfer. Zbl 0198.60204Brockwell, P. J. 1 1970 Bounds for the asymptotic growth rate of an age-dependent branching process. Zbl 0184.40604Brockwell, P. J. 2 1969 The characterization of criticality for one-dimensional transport processes. Zbl 0157.46601Brockwell, P. J.; Moyal, J. E. 1 1968 Exact solutions of one-dimensional scattering problems. Zbl 0138.44801Brockwell, P. J.; Moyal, J. E. 1 1964 The transient behaviour of the queuing system GI/M/1. Zbl 0211.48704Brockwell, P. J. 1 1963 The transient behaviour of a single server queue with batch arrivals. Zbl 0211.48804Brockwell, P. J. 1 1963 all cited Publications top 5 cited Publications all top 5 Cited by 2,996 Authors 34 Davis, Richard A. 29 Brockwell, Peter J. 27 Politis, Dimitris Nicolas 26 Mikosch, Thomas 24 Paparoditis, Efstathios 21 Lund, Robert B. 19 Francq, Christian 19 Kokoszka, Piotr S. 19 Schmid, Wolfgang 18 Taqqu, Murad S. 16 Horváth, Lajos 15 McElroy, Tucker S. 15 Soltani, Ahmad Reza 15 Stelzer, Robert 14 Basawa, Ishwar V. 14 Bibi, Abdelouahab 14 Klüppelberg, Claudia 14 Lee, Sangyeol 13 Lindner, Alexander M. 13 Ling, Shiqing 12 Zakoïan, Jean-Michel 11 Benth, Fred Espen 11 Ginovyan, Mamikon S. 11 Hallin, Marc 11 Meerschaert, Mark Marvin 11 Palma, Wilfredo 11 Samorodnitsky, Gennady Pinkhosovich 10 Duchesne, Pierre 10 Nematollahi, A. R. 10 Resnick, Sidney Ira 10 Tsai, Henghsiu 9 Bondon, Pascal 9 Chan, Kung-Sik 9 Chan, Ngai Hang 9 Dette, Holger 9 Economou, Antonis 9 Fokianos, Konstantinos 9 Hidalgo, Javier 9 Jentsch, Carsten 9 Kreiß, Jens-Peter 9 Lopes, Sílvia R. C. 9 Maleki, Mohsen 9 Peiris, M. Shelton 9 Pipiras, Vladas 9 Veraart, Almut E. D. 9 You, Jinhong 8 Bosq, Denis 8 Breidt, F. Jay 8 Hu, Xuemei 8 Inoue, Akihiko 8 Kakizawa, Yoshihide 8 Morettin, Pedro Alberto 8 Pourahmadi, Mohsen 8 Tjøstheim, Dag B. 8 Yao, Qiwei 8 Yau, Chun Yip 7 Barndorff-Nielsen, Ole Eiler 7 Boxma, Onno Johan 7 Dimitriou-Fakalou, Chrysoula 7 Hušková, Marie 7 Jirak, Moritz 7 Liu, Jian 7 Mainassara, Yacouba Boubacar 7 Nastić, Aleksandar S. 7 Phillips, Peter Charles Bonest 7 Proietti, Tommaso 7 Ristić, Miroslav M. 7 Sabzikar, Farzad 7 Shin, Dongwan 7 Tong, Howell 7 Weiß, Christian H. 7 Wu, Wei Biao 7 Wyłomańska, Agnieszka 6 Anderson, Paul L. 6 Aue, Alexander 6 Bingham, Nicholas Hugh 6 Bodnar, Taras 6 Chen, Rong 6 Crato, Nuno 6 Didier, Gustavo 6 Fasen-Hartmann, Vicky 6 Fasen, Vicky 6 Genton, Marc G. 6 Giorno, Virginia 6 Goryainov, V. B. 6 He, Shuyuan 6 Hu, Hongchang 6 Lahiri, Soumendra Nath 6 Lévy-Leduc, Céline 6 Li, Linyuan 6 Machado, Fábio Prates 6 Matsuda, Yasumasa 6 McLeod, Angus Ian 6 Nobile, Amelia G. 6 Nordman, Daniel J. 6 Ombao, Hernando C. 6 Pakes, Anthony G. 6 Pizzinga, Adrian 6 Pollett, Philip K. 6 Proïa, Frédéric ...and 2,896 more Authors all top 5 Cited in 305 Serials 179 Journal of Time Series Analysis 128 Statistics & Probability Letters 112 Communications in Statistics. Theory and Methods 111 Journal of Statistical Planning and Inference 110 Journal of Econometrics 89 Stochastic Processes and their Applications 83 The Annals of Statistics 78 Journal of Multivariate Analysis 69 Computational Statistics and Data Analysis 49 Bernoulli 45 Journal of Statistical Computation and Simulation 36 Communications in Statistics. Simulation and Computation 32 Journal of Applied Probability 31 Annals of the Institute of Statistical Mathematics 31 Electronic Journal of Statistics 28 Statistical Papers 26 Journal of Applied Statistics 24 Statistical Inference for Stochastic Processes 22 Journal of Nonparametric Statistics 22 Econometric Theory 21 Statistics 20 Advances in Applied Probability 20 Econometric Reviews 20 The Annals of Applied Probability 18 Mathematical and Computer Modelling 18 European Journal of Operational Research 17 Scandinavian Journal of Statistics 15 The Canadian Journal of Statistics 15 Brazilian Journal of Probability and Statistics 14 Computational Statistics 12 Journal of Mathematical Analysis and Applications 12 Applied Mathematics and Computation 12 Journal of the American Statistical Association 12 Probability Theory and Related Fields 12 Statistics and Computing 11 Metrika 11 Physica A 11 Methodology and Computing in Applied Probability 11 Statistical Methodology 11 The Annals of Applied Statistics 10 Journal of Computational and Applied Mathematics 10 Sequential Analysis 10 Statistical Science 10 Journal of Theoretical Probability 10 Economics Letters 10 Test 10 Quantitative Finance 9 Automatica 9 Stochastic Analysis and Applications 9 Mathematical Methods of Statistics 9 Extremes 9 Journal of the Korean Statistical Society 9 AStA. Advances in Statistical Analysis 8 Journal of Mathematical Biology 8 Journal of Statistical Physics 8 Kybernetika 8 Operations Research Letters 8 Automation and Remote Control 8 Journal of Statistical Theory and Practice 8 Journal of Time Series Econometrics 7 Psychometrika 7 Insurance Mathematics & Economics 7 Physica D 7 Queueing Systems 7 Linear Algebra and its Applications 7 Mathematical Problems in Engineering 7 The Econometrics Journal 7 Journal of the Royal Statistical Society. Series B. Statistical Methodology 7 International Journal of Theoretical and Applied Finance 7 Stochastics 6 Chaos, Solitons and Fractals 6 The Annals of Probability 6 Information Sciences 6 Theoretical Population Biology 6 Acta Mathematicae Applicatae Sinica. English Series 6 Annals of Operations Research 6 Neural Computation 6 Electronic Journal of Probability 6 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics 6 Stochastic Models 6 International Journal of Wavelets, Multiresolution and Information Processing 5 Journal of Computational Physics 5 Biometrics 5 Computers & Operations Research 5 Journal of Economic Dynamics & Control 5 Stochastic Hydrology and Hydraulics 5 Signal Processing 5 Theory of Probability and Mathematical Statistics 5 Applied and Computational Harmonic Analysis 5 Australian & New Zealand Journal of Statistics 5 Applied Stochastic Models in Business and Industry 5 Comptes Rendus. Mathématique. Académie des Sciences, Paris 5 Statistical Methods and Applications 5 ALEA. Latin American Journal of Probability and Mathematical Statistics 5 Japanese Journal of Statistics and Data Science 4 Journal of the Franklin Institute 4 Lithuanian Mathematical Journal 4 Biometrical Journal 4 Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete 4 Circuits, Systems, and Signal Processing ...and 205 more Serials all top 5 Cited in 45 Fields 1,891 Statistics (62-XX) 834 Probability theory and stochastic processes (60-XX) 237 Numerical analysis (65-XX) 224 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 84 Operations research, mathematical programming (90-XX) 71 Biology and other natural sciences (92-XX) 63 Systems theory; control (93-XX) 40 Information and communication theory, circuits (94-XX) 31 Dynamical systems and ergodic theory (37-XX) 26 Computer science (68-XX) 26 Geophysics (86-XX) 25 Harmonic analysis on Euclidean spaces (42-XX) 19 Linear and multilinear algebra; matrix theory (15-XX) 18 Functional analysis (46-XX) 12 Statistical mechanics, structure of matter (82-XX) 9 Ordinary differential equations (34-XX) 8 Partial differential equations (35-XX) 7 Combinatorics (05-XX) 7 Fluid mechanics (76-XX) 6 General and overarching topics; collections (00-XX) 6 Measure and integration (28-XX) 6 Operator theory (47-XX) 6 Astronomy and astrophysics (85-XX) 5 Real functions (26-XX) 5 Integral equations (45-XX) 5 Mechanics of deformable solids (74-XX) 5 Quantum theory (81-XX) 4 Special functions (33-XX) 4 Approximations and expansions (41-XX) 4 Calculus of variations and optimal control; optimization (49-XX) 4 Relativity and gravitational theory (83-XX) 3 History and biography (01-XX) 3 Number theory (11-XX) 3 Sequences, series, summability (40-XX) 2 Mathematical logic and foundations (03-XX) 2 Commutative algebra (13-XX) 2 Functions of a complex variable (30-XX) 2 Difference and functional equations (39-XX) 2 Integral transforms, operational calculus (44-XX) 2 Global analysis, analysis on manifolds (58-XX) 2 Mechanics of particles and systems (70-XX) 1 Algebraic geometry (14-XX) 1 Nonassociative rings and algebras (17-XX) 1 Convex and discrete geometry (52-XX) 1 Differential geometry (53-XX) Citations by Year