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Robinson, P. M.

Overview
Works: 144 works in 269 publications in 1 language and 1,187 library holdings
Genres: Conference papers and proceedings 
Roles: Author, Editor, Honoree, Other
Classifications: HB141, 330.0151932
Publication Timeline
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Publications about P. M Robinson
Publications by P. M Robinson
Most widely held works by P. M Robinson
Time series with long memory by P. M Robinson( Book )
11 editions published between 2002 and 2011 in English and held by 304 libraries worldwide
Long memory time series are characterized by a strong dependence between distant events. Various methods and their theoretical properties are discussed along with their empirical applications in this student textbook
Athens Conference on Applied Probability and Time Series Analysis by P. M Robinson( Book )
17 editions published in 1996 in English and held by 209 libraries worldwide
The Athens Conference on Applied Probability and Time Series in 1995 brought together researchers from across the world. The published papers appear in two volumes. Volume I includes papers on applied probability in Honor of J.M. Gani. The topics include probability and probabilistic methods in recursive algorithms and stochastic models, Markov and other stochastic models such as Markov chains, branching processes and semi-Markov systems, biomathematical and genetic models, epidemilogical models including S-I-R (Susceptible-Infective-Removal), household and AIDS epidemics, financial models for option pricing and optimization problems, random walks, queues and their waiting times, and spatial models for earthquakes and inference on spatial models
Testing of seasonal fractional integration in U.K. and Japanese consumption and income by Luis A Gil-Alaña( Book )
11 editions published between 1998 and 2000 in English and held by 44 libraries worldwide
Nonlinear time series with long memory : a model for stochastic volatility by P. M Robinson( Book )
8 editions published between 1996 and 1997 in English and held by 21 libraries worldwide
A model for long memory conditional heteroscedasticity by Liudas Giraitis( Book )
4 editions published in 2000 in English and held by 14 libraries worldwide
Gaussian estimation of parametric spectral density with unknown pole by Liudas Giraitis( Book )
3 editions published in 2001 in English and held by 13 libraries worldwide
Parametric estimation under long-range dependence by Liudas Giraitis( Book )
2 editions published in 2001 in English and held by 13 libraries worldwide
Alternative forms of fractional Brownian motion by Domenico Marinucci( Book )
4 editions published in 1998 in English and held by 12 libraries worldwide
Studentization in edgeworth expansions for estimates of semiparametric index models by Yutaka Nishiyama( Book )
3 editions published in 1999 in English and held by 12 libraries worldwide
Adaptive semiparametric estimation of the memory parameter by Liudas Giraitis( Book )
3 editions published in 2000 in English and held by 12 libraries worldwide
Semiparametric fractional cointegration analysis by Domenico Marinucci( Book )
3 editions published in 2001 in English and held by 12 libraries worldwide
The estimation of conditional densities by Xiaohong Chen( Book )
3 editions published in 2001 in English and held by 12 libraries worldwide
Whittle estimation of ARCH models by Liudas Giraitis( Book )
3 editions published in 2000 in English and held by 12 libraries worldwide
Narrow-band analysis of nonstationary processes by P. M Robinson( Book )
3 editions published in 2001 in English and held by 12 libraries worldwide
Edgeworth expansions for semiparametric averaged derivatives by Yutaka Nishiyama( Book )
4 editions published in 1999 in English and held by 12 libraries worldwide
Semiparametric frequency domain analysis of fractional cointegration by P. M Robinson( Book )
4 editions published in 1998 in English and held by 11 libraries worldwide
Adapting to unknown disturbance autocorrelation in regression with long memory by Javier Hidalgo( Book )
2 editions published in 2001 in English and held by 11 libraries worldwide
Finite sample improvements in statistical inference with I(1) processes by Domenico Marinucci( Book )
3 editions published in 2001 in English and held by 11 libraries worldwide
Autocorrelation-robust inference by P. M Robinson( Book )
2 editions published in 1996 in English and held by 11 libraries worldwide
Efficient Estimation of a Dynamic Error-Shock Model ( file )
2 editions published in 1976 in English and held by 0 libraries worldwide
This paper is concerned with the estimation of the parameters in a dynamic simultaneous equation model with stationary disturbances under the assumption that the variables are subject to random measurement errors. The conditions under which the parameters are identified are stated. An asymptotically efficient frequency-domain class of instrumental variables estimators is suggested. The procedure consists of two basic steps. The first step transforms the model in such a way that the observed exogenous variables are asymptotically orthogonal to the residual terms. The second step involves an iterative procedure like that of Robinson [13]
 
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Alternative Names
Robinson, Peter M. 1947-
Robinson, Peter Michael 1947-
Languages
English (95)
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