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Robinson, P. M.

Overview
Works: 144 works in 263 publications in 1 language and 1,015 library holdings
Genres: Conference proceedings 
Roles: Editor, Honoree
Classifications: HB141, 330.0151932
Publication Timeline
Key
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 )
14 editions published between 2002 and 2011 in English and held by 286 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 Athens Conference on Applied Probability and Time Series Analysis( Book )
6 editions published in 1996 in English and held by 166 libraries worldwide
Testing of seasonal fractional integration in U.K. and Japanese consumption and income by Luis A Gil-Alaña( Book )
7 editions published in 1998 in English and held by 31 libraries worldwide
Athens Conference on Applied Probability and Time Series Analysis by P. M Robinson( Book )
8 editions published in 1996 in English and held by 31 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 II presents papers on time series analysis, many of which were contributed to a meeting in March 1995 partly in honour of E.J. Hannan. The initial paper by P.M. Robinson discusses Ted Hannan's researches and their influence on current work in time series analysis. Other papers discuss methods for finite parameter Gaussian models, time series with infinite variance or stable marginal distribution, frequency domain methods, long range dependent processes, nonstationary processes, and nonlinear time series. The methods presented can be applied in a number of fields such as statistics, applied mathematics, engineering, economics and ecology. The papers include many of the topics of current interest in time series analysis and will be of interest to a wide range of researchers
Efficient Estimation of a Dynamic Error-Shock Model ( Computer File )
1 edition published in 1976 in English and held by 17 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]
Nonlinear time series with long memory : a model for stochastic volatility by P. M Robinson( Book )
6 editions published between 1996 and 1997 in English and held by 16 libraries worldwide
Alternative forms of fractional Brownian motion by D Marinucci( Book )
5 editions published in 1998 in English and Undetermined and held by 12 libraries worldwide
A model for long memory conditional heteroscedasticity by Liudas Giraitis( Book )
4 editions published in 2000 in English and held by 11 libraries worldwide
Parametric estimation under long-range dependence by Liudas Giraitis( Book )
3 editions published in 2001 in English and Undetermined and held by 11 libraries worldwide
Athens Conference on Applied Probability and Time Series Analysis : [held at the Titania Hotel in Athens over the period March 22-26, 1995] by Athens Conference on Applied Probability and Time Series Analysis( Book )
2 editions published in 1996 in English and held by 11 libraries worldwide
Weak convergence of multivariate fractional processes by D Marinucci( Book )
4 editions published in 1998 in English and Undetermined and held by 10 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 10 libraries worldwide
Edgeworth expansions for semiparametric averaged derivatives by Y Nishiyama( Book )
5 editions published between 1999 and 2000 in English and held by 10 libraries worldwide
Long and short memory conditional heteroscedasticity in estimating the memory parameter of levels by P. M Robinson( Book )
5 editions published in 1998 in English and held by 10 libraries worldwide
Autocorrelation-robust inference by P. M Robinson( Book )
4 editions published in 1996 in English and held by 10 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 9 libraries worldwide
Adaptive semiparametric estimation of the memory parameter by Liudas Giraitis( Book )
3 editions published in 2000 in English and held by 9 libraries worldwide
The estimation of conditional densities by Xiaohong Chen( Book )
3 editions published in 2001 in English and held by 9 libraries worldwide
Testing of seasonal fractional integration in UK and Japanese consumption and income by L. A Gil-Alaña( Book )
3 editions published in 2000 in English and held by 9 libraries worldwide
Whittle estimation of ARCH models by Liudas Giraitis( Book )
3 editions published in 2000 in English and held by 9 libraries worldwide
 
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Alternative Names
Robinson, Peter M., 1947-
Robinson, Peter Michael 1947-
Languages
English (88)
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