Peter J. Brockwell

131 papers and 11.4k indexed citations i.

Peter J. Brockwell has authored 131 papers that have received a total of 11.4k indexed citations. This includes 54 papers in Statistics and Probability, 44 papers in Finance and 32 papers in Mathematical Physics. The topics of these papers are Stochastic processes and statistical mechanics (30 papers), Stochastic processes and financial applications (30 papers) and Financial Risk and Volatility Modeling (29 papers). Peter J. Brockwell is often cited by papers focused on Stochastic processes and statistical mechanics (30 papers), Stochastic processes and financial applications (30 papers) and Financial Risk and Volatility Modeling (29 papers) and collaborates with scholars based in United States, Australia and Germany. Peter J. Brockwell's co-authors include Richard A. Davis, Alexander Lindner, Sidney I. Resnick, Richard Davis and Richard A. Davis and has published in prestigious journals such as Journal of the American Statistical Association, Technometrics and Biometrics