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D-Index & Metrics

Mathematics

D-Index
40
Citations
35512
World Ranking
1970
National Ranking
831

Peter J. Brockwell publication distribution in Mathematics in 2026

The chart shows the distribution of publications by all Research.com ranked scientists in the field of Mathematics in 2026. The highlighted bar marks where Peter J. Brockwell sits on this spectrum.

42–46 publications: 3 scientists 47–51 publications: 5 scientists 52–56 publications: 7 scientists 57–61 publications: 20 scientists 62–66 publications: 14 scientists 67–71 publications: 25 scientists 72–76 publications: 19 scientists 77–81 publications: 35 scientists 82–86 publications: 50 scientists 87–91 publications: 60 scientists 92–96 publications: 86 scientists 97–101 publications: 84 scientists 102–106 publications: 83 scientists 107–111 publications: 90 scientists 112–116 publications: 99 scientists 117–121 publications: 90 scientists 122–126 publications: 91 scientists 127–131 publications: 109 scientists 132–136 publications: 110 scientists 137–141 publications: 98 scientists 142–146 publications: 112 scientists 147–151 publications: 102 scientists 152–156 publications: 88 scientists 157–161 publications: 106 scientists 162–166 publications: 83 scientists 167–171 publications: 102 scientists 172–176 publications: 77 scientists 177–181 publications: 81 scientists 182–186 publications: 78 scientists 187–191 publications: 71 scientists 192–196 publications: 92 scientists 197–201 publications: 64 scientists 202–206 publications: 69 scientists 207–211 publications: 64 scientists 212–216 publications: 62 scientists 217–221 publications: 58 scientists 222–226 publications: 53 scientists 227–231 publications: 50 scientists 232–236 publications: 46 scientists 237–241 publications: 46 scientists 242–246 publications: 46 scientists 247–251 publications: 43 scientists 252–256 publications: 29 scientists 257–261 publications: 45 scientists 262–266 publications: 30 scientists 267–271 publications: 33 scientists 272–276 publications: 34 scientists 277–281 publications: 30 scientists 282–286 publications: 31 scientists 287–291 publications: 21 scientists 292–296 publications: 34 scientists 297–301 publications: 26 scientists 302–306 publications: 10 scientists 307–311 publications: 17 scientists 312–316 publications: 23 scientists 317–321 publications: 13 scientists 322–326 publications: 16 scientists 327–331 publications: 26 scientists 332–336 publications: 13 scientists 337–341 publications: 13 scientists 342–346 publications: 16 scientists 347–351 publications: 17 scientists 352–356 publications: 12 scientists 357–361 publications: 18 scientists 362–366 publications: 18 scientists 367–371 publications: 9 scientists 372–376 publications: 11 scientists 377–381 publications: 8 scientists 382–386 publications: 8 scientists 387–391 publications: 9 scientists 392–396 publications: 9 scientists 397–401 publications: 8 scientists 402–406 publications: 11 scientists 407–411 publications: 6 scientists 412–416 publications: 6 scientists 417–421 publications: 9 scientists 422–426 publications: 8 scientists 427–431 publications: 5 scientists 432–436 publications: 8 scientists 437–441 publications: 8 scientists 442–446 publications: 4 scientists 447–451 publications: 4 scientists 452–456 publications: 4 scientists 457–461 publications: 2 scientists 462–466 publications: 2 scientists 467–471 publications: 4 scientists 472–476 publications: 3 scientists 477–481 publications: 3 scientists 482–486 publications: 6 scientists 487–491 publications: 3 scientists 492–496 publications: 5 scientists 497–501 publications: 5 scientists 502–506 publications: 1 scientists 507–511 publications: 6 scientists 512–516 publications: 4 scientists 517–521 publications: 1 scientists 522–526 publications: 3 scientists 527–531 publications: 1 scientists 532–536 publications: 4 scientists 537+ publications: 100 scientists
42 publications 537+

This scientist: 144 publications — 35th percentile

35% of scientists in this discipline score the same or lower.

The last bar groups every scientist with 537 publications or more.

Peter J. Brockwell D-index placement in Mathematics in 2026

The chart shows the D-index (discipline H-index) distribution of Mathematics scientists ranked by Research.com in 2026. The highlighted bar marks where Peter J. Brockwell sits on this spectrum.

30 D-Index: 174 scientists 31 D-Index: 151 scientists 32 D-Index: 174 scientists 33 D-Index: 117 scientists 34 D-Index: 136 scientists 35 D-Index: 127 scientists 36 D-Index: 145 scientists 37 D-Index: 153 scientists 38 D-Index: 150 scientists 39 D-Index: 150 scientists 40 D-Index: 138 scientists 41 D-Index: 136 scientists 42 D-Index: 93 scientists 43 D-Index: 108 scientists 44 D-Index: 115 scientists 45 D-Index: 112 scientists 46 D-Index: 103 scientists 47 D-Index: 75 scientists 48 D-Index: 59 scientists 49 D-Index: 67 scientists 50 D-Index: 60 scientists 51 D-Index: 57 scientists 52 D-Index: 59 scientists 53 D-Index: 62 scientists 54 D-Index: 60 scientists 55 D-Index: 50 scientists 56 D-Index: 42 scientists 57 D-Index: 54 scientists 58 D-Index: 50 scientists 59 D-Index: 42 scientists 60 D-Index: 41 scientists 61 D-Index: 35 scientists 62 D-Index: 40 scientists 63 D-Index: 21 scientists 64 D-Index: 31 scientists 65 D-Index: 27 scientists 66 D-Index: 29 scientists 67 D-Index: 19 scientists 68 D-Index: 25 scientists 69 D-Index: 17 scientists 70 D-Index: 18 scientists 71 D-Index: 12 scientists 72 D-Index: 14 scientists 73 D-Index: 13 scientists 74 D-Index: 18 scientists 75 D-Index: 9 scientists 76 D-Index: 11 scientists 77 D-Index: 10 scientists 78 D-Index: 9 scientists 79 D-Index: 16 scientists 80 D-Index: 12 scientists 81 D-Index: 10 scientists 82 D-Index: 5 scientists 83 D-Index: 5 scientists 84 D-Index: 13 scientists 85 D-Index: 6 scientists 86+ D-Index: 99 scientists
30 D-Index 86+

This scientist: 40 D-Index — 45th percentile

45% of scientists in this discipline score the same or lower.

The last bar groups every scientist with 86 D-Index or more.

Research.com Recognitions

  • 1991 - Fellow of the American Statistical Association (ASA)

Overview

Peter J. Brockwell is affiliated with Colorado State University in the United States. Their research focuses on areas within Economics, Econometrics and Finance, Decision Sciences, and Mathematics. The main fields of study include:

  • Economics, Econometrics and Finance
  • Decision Sciences
  • Mathematics

Within these broad fields, their work covers several subfields such as Finance, Economics and Econometrics, Statistics, Probability and Uncertainty, and Statistics and Probability:

  • Finance
  • Economics and Econometrics
  • Statistics, Probability and Uncertainty
  • Statistics and Probability

The scientific topics explored by Peter J. Brockwell are diverse and include key aspects of stochastic processes and statistical methodologies. Notable main topics are:

  • Stochastic processes and financial applications
  • Advanced Statistical Process Monitoring
  • Statistical Distribution Estimation and Applications
  • Financial Risk and Volatility Modeling
  • Complex Systems and Time Series Analysis
  • Market Dynamics and Volatility

The recent scholarly output includes a paper titled Aspects of non-causal and non-invertible CARMA processes, published in 2021 in the Journal of Time Series Analysis. This work represents ongoing contributions to the understanding of time series analysis and related statistical models.

Peter J. Brockwell has published in the Journal of Time Series Analysis, reflective of the technical focus on time-dependent data and advanced statistical theory.

Their collaborative research includes frequent coauthorship with Alexander Lindner, highlighting professional interactions that contribute to evolving topics in their field.

Recognition of Peter J. Brockwell's professional standing includes being named a Fellow of the American Statistical Association (ASA) in 1991, an honor that denotes significant involvement in the statistical community.

Best Publications

  • Time Series: Theory and Methods

    Peter J Brockwell;Richard A Davis

  • Introduction to time series and forecasting

    Peter J. Brockwell;Richard A. Davis

  • Time Series: Theory and Methods (2nd ed.).

    Rong Chen;Peter J. Brockwell;Richard A. Davis

  • Time Series: Theory and Methods (2Nd Edn)

    P. M. North;Peter J. Brockwell;Richard A. Davis

  • Lévy-driven CARMA processes

    P. J. Brockwell

  • BIRTH, IMMIGRATION AND CATASTROPHE PROCESSES

    P. J. Brockwell;J. Gani;S. I. Resnick

  • Minimum viable population size in the presence of catastrophes

    Warren J. Ewens;P. J. Brockwell;J. M. Gani;S. I. Resnick

  • Continuous-time ARMA processes

    P.J. Brockwell

  • Lévy-driven and fractionally integrated ARMA processes with continuous time parameter

    Peter J. Brockwell;Tina Marquardt

  • The minimum of an additive process with applications to signal estimation and storage theory

    P. K. Bhattacharya;P. J. Brockwell

  • A class of nonparametric tests based on multiresponse permutation procedures

    Paul W. Mielke;Kenneth J. Berry;Peter J. Brockwell;James S. Williams

  • STORAGE PROCESSES WITH GENERAL RELEASE RULE AND ADDITIVE INPUTS

    P. J. Brockwell;S. I. Resnick;R. L. Tweedie

  • The extinction time of a birth, death and catastrophe process and of a related diffusion model

    P. J. Brockwell

  • On the general bilinear time series model

    Jian Liu;Peter J. Brockwell

  • Linear prediction of ARMA processes with infinite variance

    Daren B.H. Cline;Peter J. Brockwell

  • Continuous-time GARCH processes

    Peter Brockwell;Erdenebaatar Chadraa;Alexander Lindner

  • Existence and uniqueness of stationary Lévy-driven CARMA processes

    Peter J. Brockwell;Alexander Lindner

  • Representations of continuous-time ARMA processes

    Peter J. Brockwell

  • Estimation for Non-Negative Lévy-Driven CARMA Processes

    Peter J. Brockwell;Richard A. Davis;Yu Yang

  • Recent results in the theory and applications of CARMA processes

    P. J. Brockwell;P. J. Brockwell

Frequent Co-Authors

Richard A. Davis
Richard A. Davis Columbia University
Claudia Klüppelberg
Claudia Klüppelberg Technical University of Munich
Qiwei Yao
Qiwei Yao London School of Economics and Political Science
Paul W. Mielke
Paul W. Mielke Colorado State University
Sidney I. Resnick
Sidney I. Resnick Cornell University
Richard L. Tweedie
Richard L. Tweedie University of Minnesota

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