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~person:"Brockwell, Peter J."
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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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2
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
Saved in:
3
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
Saved in:
4
Introduction to time series and forecasting
Brockwell, Peter J.
;
Davis, Richard A.
-
1999
Persistent link: https://www.econbiz.de/10000573014
Saved in:
5
On continuous-time threshold autoregression
Brockwell, Peter J.
- In:
International journal of forecasting
8
(
1992
)
2
,
pp. 157-173
Persistent link: https://www.econbiz.de/10001135280
Saved in:
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