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Brockwell, Peter

 

Colorado State University


 Fort Collins, CO 80523
 United States
 970-491-3481 (Phone)
 970-491-7895 (Fax)
 email address

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. Brockwell, Peter's Scholarly Papers Click on the title of any column to sort the table by that column.
Aggregate Statistics
Total
Downloads
20
Total
Citations
3
Authors Date Downloads
 (Rank)
Citations
ACTIONS:    Email Selected Abstracts    Export Selected Bibliographic Info    VIEW: Selected      Original List     All Versions       All Abstracts       Legend
1.  
Gaussian Maximum Likelihood Estimation for ARMA Models I: Time Series | Show Abstract | Download |
Journal of Time Series Analysis, Vol. 27, No. 6, pp. 857-875, November 2006
Accepted Paper Series
Yao, Qiwei
London School of Economics & Political Science (LSE) - Department of Statistics
Brockwell, Peter
Colorado State University
Posted:
08 Oct 06
19
(309,951)
1

2.  
High‐Frequency Sampling of a Continuous‐Time ARMA Process | Show Abstract | Download |
Journal of Time Series Analysis, Vol. 33, Issue 1, pp. 152-160, 2012
Accepted Paper Series
Brockwell, Peter
Colorado State University
Ferrazzano, Vincenzo
Technische Universität München (TUM)
Klüppelberg, C.
Technische Universität München (TUM)
Posted:
28 Dec 11
1
(386,759)
2

3.  
High‐Frequency Sampling and Kernel Estimation for Continuous‐Time Moving Average Processes | Show Abstract | Download |
Journal of Time Series Analysis, Vol. 34, Issue 3, pp. 385-404, 2013
Accepted Paper Series
Brockwell, Peter
Colorado State University
Ferrazzano, Vincenzo
Technische Universität München (TUM)
Klüppelberg, C.
Technische Universität München (TUM)
Posted:
26 Apr 13
0
(395,697)
 

4.  
Integration of Carma Processes and Spot Volatility Modelling | Show Abstract | Download |
Journal of Time Series Analysis, Vol. 34, Issue 2, pp. 156-167, 2013
Accepted Paper Series
Brockwell, Peter
Colorado State University
Lindner, Alexander
affiliation not provided to SSRN
Posted:
22 Feb 13
0
(395,697)
 


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