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Peter J. Brockwell
Researcher at Colorado State University
Publications - 93
Citations - 17223
Peter J. Brockwell is an academic researcher from Colorado State University. The author has contributed to research in topics: Autoregressive model & Autoregressive–moving-average model. The author has an hindex of 35, co-authored 93 publications receiving 16781 citations. Previous affiliations of Peter J. Brockwell include Kuwait University & RMIT University.
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Book
Time Series: Theory and Methods
TL;DR: In this article, the mean and autocovariance functions of ARIMA models are estimated for multivariate time series and state-space models, and the spectral representation of the spectrum of a Stationary Process is inferred.
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Introduction to Time Series and Forecasting.
TL;DR: A general approach to Time Series Modelling and ModeLLing with ARMA Processes, which describes the development of a Stationary Process in Terms of Infinitely Many Past Values and the Autocorrelation Function.
Book
Introduction to time series and forecasting
TL;DR: In this paper, the authors present a general approach to time series analysis based on simple time series models and the Autocorrelation Function (AFF) and the Wold Decomposition.
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Time Series: Theory and Methods (2nd ed.).
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