Piet M. T. Broersen
2003
A researcher in the Science corpus: 1 paper; trusts 2 researchers and is trusted by 4 researchers here, as inferred from the citation graph.
Whom Piet M. T. Broersen trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
Who trusts Piet M. T. Broersen overall
Papers from Piet M. T. Broersen's perspective
Ordered by how strongly the researchers Piet M. T. Broersen trusts endorse each paper. Same corpus, a different order for every researcher.
- EFFICIENT ESTIMATION OF PARAMETERS IN MOVING-AVERAGE MODELS
- Spectral Analysis and Time Series
- Methods of conjugate gradients for solving linear systems
- Time Series: Theory and Methods
- The Distribution of Realized Exchange Rate Volatility
- Multivariate CARMA processes
- Continuous-time ARMA processes
- Econometric analysis of jump-driven stochastic volatility models
- Spatial Interaction and the Statistical Analysis of Lattice Systems
- Nonparametric inference for Lévy-driven Ornstein-Uhlenbeck processes
Their papers
- How to handle colored observation noise in large least-squares problems (2003) — 90 citations