| Time series: theory and methods PJ Brockwell, RA Davis Springer science & business media, 1991 | 13932 | 1991 |
| Introduction to time series and forecasting PJ Brockwell, RA Davis Springer New York, 2002 | 9166 | 2002 |
| Lévy-driven CARMA processes PJ Brockwell Annals of the Institute of Statistical Mathematics 53, 113-124, 2001 | 282 | 2001 |
| Birth, immigration and catastrophe processes PJ Brockwell, J Gani, SI Resnick Advances in Applied Probability 14 (4), 709-731, 1982 | 210 | 1982 |
| Continuous-time ARMA processes PJ Brockwell Handbook of statistics 19, 249-276, 2001 | 183 | 2001 |
| Lévy-driven and fractionally integrated ARMA processes with continuous time parameter PJ Brockwell, T Marquardt Statistica Sinica, 477-494, 2005 | 173 | 2005 |
| The minimum of an additive process with applications to signal estimation and storage theory PK Bhattacharya, PJ Brockwell Zeitschrift für Wahrscheinlichkeitstheorie und verwandte Gebiete 37 (1), 51-75, 1976 | 148 | 1976 |
| A class of nonparametric tests based on multiresponse permutation procedures PW Mielke, KJ Berry, PJ Brockwell, JS Williams Biometrika 68 (3), 720-724, 1981 | 141 | 1981 |
| Storage processes with general release rule and additive inputs PJ Brockwell, SI Resnick, RL Tweedie Advances in Applied Probability 14 (2), 392-433, 1982 | 132 | 1982 |
| On the general bilinear time series model J Liu, PJ Brockwell Journal of Applied probability 25 (3), 553-564, 1988 | 130 | 1988 |
| The extinction time of a birth, death and catastrophe process and of a related diffusion model PJ Brockwell Advances in Applied Probability 17 (1), 42-52, 1985 | 130 | 1985 |
| Linear prediction of ARMA processes with infinite variance DBH Cline, PJ Brockwell Stochastic Processes and their applications 19 (2), 281-296, 1985 | 129 | 1985 |
| Continuous-time GARCH processes P Brockwell, E Chadraa, A Lindner | 125 | 2006 |
| Representations of continuous-time ARMA processes PJ Brockwell Journal of Applied Probability 41 (A), 375-382, 2004 | 118 | 2004 |
| Existence and uniqueness of stationary Lévy-driven CARMA processes PJ Brockwell, A Lindner Stochastic processes and their applications 119 (8), 2660-2681, 2009 | 116 | 2009 |
| Estimation and linear prediction for regression, autoregression and ARMA with infinite variance data DBH Cline, SI Resnick, PJ Brockwell, J Locker, RA Davis, DC Boes Colorado State University. Libraries, 1983 | 105 | 1983 |
| Estimation for non-negative Lévy-driven CARMA processes PJ Brockwell, RA Davis, Y Yang Journal of Business & Economic Statistics 29 (2), 250-259, 2011 | 103 | 2011 |
| Statistical propertiesof dual-polarized radar signals V Chandrasekar Proc. 23rdon Radar Meteorology, Snowmass, 192-196, 1986 | 102 | 1986 |
| Estimation for nonnegative Lévy-driven Ornstein-Uhlenbeck processes PJ Brockwell, RA Davis, Y Yang Journal of Applied Probability 44 (4), 977-989, 2007 | 97 | 2007 |
| Gaussian maximum likelihood estimation for ARMA models II: spatial processes Q Yao, PJ Brockwell Bernoulli 12 (3), 403-429, 2006 | 97 | 2006 |
