Peter J. Brockwell

Colorado State UniversityUnited States

Economics, Econometrics and Finance · Social Sciences

44h-index22.5kcitations267works0.82yr avg

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Research Topics

Financial Risk and Volatility Modeling(50), Stochastic processes and financial applications(40), Stochastic processes and statistical mechanics(40), Fault Detection and Control Systems(32), Statistical Methods and Inference(27)

Publications266 total

International Encyclopedia of Statistical Science·2025
Journal of Time Series Analysis·2021· 1 cited
Journal of Time Series Analysis·2018· 8 cited
Continuous auto‐regressive moving average random fields on ℝn Series B Statistical methodology
Journal of the Royal Statistical Society Series A (Statistics in Society)·2017
Continuous auto-regressive moving average random fields on ℝ-super-n
Journal of the Royal Statistical Society Series B (Methodological)·2017
Journal of the Royal Statistical Society Series B (Statistical Methodology)·2016· 19 cited
Springer texts in statistics·2016· 1 cited
Springer texts in statistics·2016· 6 cited
Springer texts in statistics·2016· 4 cited
Springer texts in statistics·2016· 4 cited
Springer texts in statistics·2016· 4 cited
Springer texts in statistics·2016· 24 cited
Springer texts in statistics·2016
Springer texts in statistics·2016· 1 cited
Springer texts in statistics·2016· 2 cited
Springer texts in statistics·2016· 2 cited
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Frequent Co-authors

Richard A. Davis(8), Richard A. Davis(5), Sidney I. Resnick(4), Richard Davis(3), J. Gani(3), Yu Yang(3), Richard L. Tweedie(2), Alexander Lindner(2), Qiwei Yao(2), Eric R. Ziegel(1), Rong Chen(1), P. M. North(1), W. D. Ray(1), Richard A. Davis(1), Lynne Seymour(1), Tina Marquardt(1), Paul W. Mielke(1), Kenneth J. Berry(1), James S. Williams(1), Warren J. Ewens(1)