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Disambiguation of "Brockwell, P. J."

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On continuous-time threshold autoregression

, and . International Journal of Forecasting, 8 (2): 157--173 (October 1992)

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Peter Brockwell

Markus P J Mergens

Adrian P J Schulte

Johannes P J Maassen

Armin J -P Bogs

 

Other publications of authors with the same name

Simple consistent estimation of the coefficients of a linear filter, and . Stochastic Processes and their Applications, 28 (1): 47--59 (April 1988)On continuous-time threshold autoregression, and . International Journal of Forecasting, 8 (2): 157--173 (October 1992)A Class of Non-Embeddable ARMA Processes, and . Journal of Time Series Analysis, 20 (5): 483--486 (244 09 1999)doi: 10.1111/1467-9892.00151.Generalized Levinson-Durbin and Burg algorithms, and . Journal of Econometrics, 118 (1-2): 129--149 (00 2004)Optimal replacement policies with continuously varying observable damage, and . Stochastic Processes and their Applications, 18 (1): 113--126 (September 1984)On continuous-time threshold ARMA processes. Journal of Statistical Planning and Inference, 39 (2): 291--303 (Apr 15, 1994)