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Peter J. Brockwell | Researchclopedia

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Peter J. Brockwell

Colorado State University ORCID

268

Works

22,587

Citations

44

h-index

101

i10-index

Research Topics

Financial Risk and Volatility Modeling Stochastic processes and financial applications Stochastic processes and statistical mechanics

Affiliations

Australian National University1964–1984

Argonne National Laboratory1965–1972

U.S. National Science Foundation1988–1988

The Royal Melbourne Hospital1993–2002

University of California, Santa Barbara1988–1988

Top Works

Time Series: Theory and Methods

Eric R. Ziegel,Peter J. Brockwell,et al.

19925,091 citations

Fault Detection and Control Systems

Statistical Methods and Inference

Time Series: Theory and Methods

Peter J. Brockwell,Richard Davis

19914,067 citations

Introduction to Time Series and Forecasting

Peter J. Brockwell,Richard A. Davis

20023,807 citations

Introduction to Time Series and Forecasting

Peter J. Brockwell,Richard A. Davis

20161,118 citations

Time Series: Theory and Methods

Peter J. Brockwell,Richard A. Davis

19871,060 citations

Time Series: Theory and Methods (2nd ed.).

Rong Chen,Peter J. Brockwell,et al.

19921,003 citations

Introduction to Time Series and Forecasting

Peter J. Brockwell,Richard A. Davis

1996584 citations

Introduction to Time Series and Forecasting.

Peter J. Brockwell,Richard A. Davis

1998550 citations

Time Series: Theory and Methods.

P. M. North,Peter J. Brockwell,et al.

1993456 citations