Peter Brockwell

Identifiers

• name variant Peter Brockwell 0.60 · backfill

Papers (2)

1. High-frequency sampling and kernel estimation for continuous-time moving average processes math.ST · 2011 · author #1
2. Continuous-time GARCH processes math.PR · 2006 · author #1

Mentions

• 1107.4468 #1 · backfill · confidence 0.70 Peter Brockwell

Frequent Coauthors

• Alexander Lindner 1 shared papers
• Claudia Kl\"uppelberg 1 shared papers
• Erdenebaatar Chadraa 1 shared papers
• Vincenzo Ferrazzano 1 shared papers