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Peter M. Robinson

1 paper here

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author position
  • sole author1

Across the 1 of 1 paper where every author was matched, so the position is known.

fields
  • math.ST1
ORCID 0000-0002-8516-9758

identity via Semantic Scholar / OpenAlex

most citedMultiple local whittle estimation in stationary systems

7 citations · 7 across the 1 of their papers we have counts for

collaborators

1 paper

math.ST2008★ 7 cited

Multiple local whittle estimation in stationary systems

P. M. Robinson

Moving from univariate to bivariate jointly dependent long-memory time series introduces a phase parameter (γ), at the frequency of principal interest, zero; for short-memory ser…

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Not affiliated with arXiv. Researcher data from Semantic Scholar (ODC-BY) and OpenAlex.