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An overview of asset-price models
Brockwell, Peter J. - In: Handbook of financial time series, (pp. 403-419). 2009
Persistent link: https://www.econbiz.de/10003833974
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Lévy-driven continuous-time ARMA processes
Brockwell, Peter J. - In: Handbook of financial time series, (pp. 457-480). 2009
Persistent link: https://www.econbiz.de/10003833977
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Introduction to time series and forecasting : [includes ITSM 2000]
Brockwell, Peter J.; Davis, Richard A. - 2002 - 2. ed.
Persistent link: https://www.econbiz.de/10001597703
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Gaussian maximum likelihood estimation for ARMA models I
Yao, Qiwei (contributor); Brockwell, Peter J. (contributor) - 2002 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001755611
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Generalized Levinson-Durbin and Burg algorithms
Brockwell, Peter J.; Dahlhaus, R. - In: Journal of econometrics 118 (2004) 1/2, pp. 129-149
Persistent link: https://www.econbiz.de/10001823116
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Time series : theory and methods
Brockwell, Peter J.; Davis, Richard A. - 1996 - 2. ed., corr. 5. printing
Persistent link: https://www.econbiz.de/10000613528
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Introduction to time series and forecasting
Brockwell, Peter J.; Davis, Richard A. - 1999
Persistent link: https://www.econbiz.de/10000573014
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Estimation for non-negative Lévy-driven CARMA processes
Brockwell, Peter J.; Davis, Richard A.; Yang, Yu - In: Journal of business & economic statistics : JBES ; a … 29 (2011) 2, pp. 250-259
Persistent link: https://www.econbiz.de/10009160004
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Prediction of Lévy-driven CARMA processes
Brockwell, Peter J.; Lindner, Alexander - In: Journal of econometrics 189 (2015) 2, pp. 263-271
Persistent link: https://www.econbiz.de/10011504524
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[Rezension von: Pagan, A., ..., Nonparametric econometrics]
Hyndman, Rob J. - In: The economic record : er 76 (2000), pp. 309-311
Persistent link: https://www.econbiz.de/10001518273