Peter J. Brockwell

8 catalog papers. Identity-linked publications and additional name matches are distinguished below.

ORCID: 0000-0002-9992-7767

Colorado State University, Fort Collins, USA

Publications

• Continuous auto-regressive moving average random fields on ℝn — Journal of the Royal Statistical Society: Series B (Statistical Methodology) 2017
• Strictly stationary solutions of autoregressive moving average equations — Biometrika 2010
• Asymptotic Conditional Inference for Regular Nonergodic Models with an Application to Autoregressive Processes — The Annals of Statistics 1984
• Non-Parametric Estimation for Non-Decreasing Lévy Processes — Journal of the Royal Statistical Society: Series B (Statistical Methodology) 1982
• High-Efficiency Estimation for the Positive Stable Laws — Journal of the American Statistical Association 1981
• A class of nonparametric tests based on multiresponse permutation procedures — Biometrika 1981
• A note on estimation for gamma and stable processes — Biometrika 1980
• Inference for gamma and stable processes — Biometrika 1978