Murray Rosenblatt

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Person:643229

Available identifiers

zbMath Open rosenblatt.murrayDBLP30/4311WikidataQ6939436 ScholiaQ6939436MaRDI QIDQ643229

List of research outcomes





PublicationDate of PublicationType
Short Range and Long Range Dependence2017-07-05Paper
https://portal.mardi4nfdi.de/entity/Q53269562013-08-01Paper
Remarks suggested by the paper of H. Tong2011-12-01Paper
Estimation for a class of nonstationary processes2011-10-28Paper
https://portal.mardi4nfdi.de/entity/Q31736372011-10-10Paper
https://portal.mardi4nfdi.de/entity/Q30816732011-03-09Paper
Selected Works of Murray Rosenblatt2011-02-22Paper
Spectral analysis for processes with almost periodic covariances2010-09-20Paper
https://portal.mardi4nfdi.de/entity/Q36343292009-06-25Paper
A comment on a conjecture of N. Wiener2009-03-04Paper
Prolate spheroidal spectral estimates2008-09-12Paper
An example and transition function equicontinuity2007-02-14Paper
Estimation for almost periodic processes2006-08-24Paper
https://portal.mardi4nfdi.de/entity/Q46651822005-04-09Paper
Spectral analysis for harmonizable processes2002-11-14Paper
https://portal.mardi4nfdi.de/entity/Q42469322000-10-29Paper
Gaussian and non-Gaussian linear time series and random fields2000-02-09Paper
Some remarks on a mixing condition1999-04-21Paper
Some simple remarks on an autoregressive scheme and an implied problem1998-09-08Paper
https://portal.mardi4nfdi.de/entity/Q38409751998-08-16Paper
Line spectral analysis for harmonizable processes1998-08-13Paper
https://portal.mardi4nfdi.de/entity/Q56903391997-03-19Paper
https://portal.mardi4nfdi.de/entity/Q52841701997-02-04Paper
https://portal.mardi4nfdi.de/entity/Q48951441996-10-13Paper
https://portal.mardi4nfdi.de/entity/Q48697321996-05-20Paper
Prediction and non-Gaussian autoregressive stationary sequences1995-08-10Paper
https://portal.mardi4nfdi.de/entity/Q42735661994-05-19Paper
Non-Gaussian autoregressive moving average processes.1993-12-20Paper
https://portal.mardi4nfdi.de/entity/Q31386551993-11-11Paper
Bispectra and phase of non-Gaussian linear processes1993-10-03Paper
https://portal.mardi4nfdi.de/entity/Q46943311993-06-29Paper
An approximate maximum likelihood estimation for non-Gaussian non-minimum phase moving average processes1993-04-01Paper
A nonparametric measure of independence under a hypothesis of independent components1993-01-16Paper
https://portal.mardi4nfdi.de/entity/Q39739141992-06-26Paper
https://portal.mardi4nfdi.de/entity/Q39774761992-06-25Paper
Maximum likelihood estimation for noncausal autoregressive processes1991-01-01Paper
Parameter estimation for some time series models without contiguity1991-01-01Paper
Nonminimum phase non-Gaussian autoregressive processes.1990-01-01Paper
Asymptotic normality of cumulant spectral estimates1990-01-01Paper
https://portal.mardi4nfdi.de/entity/Q33498251990-01-01Paper
https://portal.mardi4nfdi.de/entity/Q47319061989-01-01Paper
Erratum to: ``Prediction for some non-Gaussian autoregressive schemes1989-01-01Paper
https://portal.mardi4nfdi.de/entity/Q34740041989-01-01Paper
Nonminimum phase non-Gaussian deconvolution1988-01-01Paper
Estimation and deconvolution when the transfer function has zeros1988-01-01Paper
On frequency estimation1988-01-01Paper
Remarks on limit theorems for nonlinear functionals of Gaussian sequences1987-01-01Paper
Scale renormalization and random solutions of the Burgers equation1987-01-01Paper
https://portal.mardi4nfdi.de/entity/Q38236931987-01-01Paper
Prediction for some non-Gaussian autoregressive schemes1986-01-01Paper
Deconvolution of non-Gaussian linear processes with vanishing spectral values1986-01-01Paper
https://portal.mardi4nfdi.de/entity/Q37172221986-01-01Paper
https://portal.mardi4nfdi.de/entity/Q37451141986-01-01Paper
https://portal.mardi4nfdi.de/entity/Q37905021986-01-01Paper
Julius R. Blum 1922-19821985-01-01Paper
https://portal.mardi4nfdi.de/entity/Q37132571985-01-01Paper
https://portal.mardi4nfdi.de/entity/Q37308891985-01-01Paper
Asymptotic normality, strong mixing and spectral density estimates1984-01-01Paper
https://portal.mardi4nfdi.de/entity/Q36770041984-01-01Paper
https://portal.mardi4nfdi.de/entity/Q36850411984-01-01Paper
https://portal.mardi4nfdi.de/entity/Q36944911984-01-01Paper
https://portal.mardi4nfdi.de/entity/Q37071561984-01-01Paper
Smoothing splines: Regression, derivatives and deconvolution1983-01-01Paper
https://portal.mardi4nfdi.de/entity/Q33284151983-01-01Paper
https://portal.mardi4nfdi.de/entity/Q37252671983-01-01Paper
Deconvolution and estimation of transfer function phase and coefficients for nongaussian linear processes1982-01-01Paper
Corrections to: A quadratic measure of deviation of two-dimension density estimates and a test of independence1982-01-01Paper
https://portal.mardi4nfdi.de/entity/Q30379721982-01-01Paper
ESTIMATING THREE-DIMENSIONAL ENERGY TRANSFER IN ISOTROPIC TURBULENCE1982-01-01Paper
Integrated mean squared error of a smoothing spline1981-01-01Paper
https://portal.mardi4nfdi.de/entity/Q33162931981-01-01Paper
Limit theorems for Fourier transforms of functionals of Gaussian sequences1981-01-01Paper
Erratum to asymptotics and representation of cubic splines1980-01-01Paper
https://portal.mardi4nfdi.de/entity/Q38558881980-01-01Paper
Linear processes and bispectra1980-01-01Paper
Some limit theorems for partial sums of quadratic forms in stationary Gaussian variables1979-01-01Paper
Multivariate k-nearest neighbor density estimates1979-01-01Paper
https://portal.mardi4nfdi.de/entity/Q32079111979-01-01Paper
https://portal.mardi4nfdi.de/entity/Q39363741979-01-01Paper
Energy transfer for the Burgers’ equation1978-01-01Paper
https://portal.mardi4nfdi.de/entity/Q41927601978-01-01Paper
Fractional integrals of stationary processes and the central limit theorem1976-01-01Paper
https://portal.mardi4nfdi.de/entity/Q41818581976-01-01Paper
Asymptotics and representation of cubic splines1976-01-01Paper
On the maximal deviation of k-dimensional density estimates1976-01-01Paper
Note correcting a remark in a paper of Karl Bosch1975-01-01Paper
Multiply Schemes and Shuffling1975-01-01Paper
https://portal.mardi4nfdi.de/entity/Q41091151975-01-01Paper
Corrections to 'On some global measures of the deviations of density function estimates'1975-01-01Paper
The local behavior of the derivative of a cubic spline interpolator1975-01-01Paper
A quadratic measure of deviation of two-dimensional density estimates and a test of independence1975-01-01Paper
Asymptotic behavior of a spline estimate of a density function1975-01-01Paper
Recurrent points and transition functions acting on continuous functions1974-01-01Paper
https://portal.mardi4nfdi.de/entity/Q47752241974-01-01Paper
https://portal.mardi4nfdi.de/entity/Q40513521973-01-01Paper
Invariant and subinvariant measures of transition probability functions acting on continuous functions1973-01-01Paper
On some global measures of the deviations of density function estimates1973-01-01Paper
https://portal.mardi4nfdi.de/entity/Q56380511972-01-01Paper
Uniform ergodicity and strong mixing1972-01-01Paper
"Statistical Models and Turbulence": Comments on Turbulence and a Report on the Satellite Symposium1972-01-01Paper
https://portal.mardi4nfdi.de/entity/Q56700241972-01-01Paper
Curve Estimates1971-01-01Paper
https://portal.mardi4nfdi.de/entity/Q56461581971-01-01Paper
https://portal.mardi4nfdi.de/entity/Q40498581970-01-01Paper
https://portal.mardi4nfdi.de/entity/Q55827161969-01-01Paper
Remarks on the Burgers Equation1968-01-01Paper
ASYMPTOTIC THEORY OF ESTIMATES OF kTH-ORDER SPECTRA1967-01-01Paper
https://portal.mardi4nfdi.de/entity/Q55328121967-01-01Paper
https://portal.mardi4nfdi.de/entity/Q55400251967-01-01Paper
https://portal.mardi4nfdi.de/entity/Q55400261967-01-01Paper
https://portal.mardi4nfdi.de/entity/Q56274741967-01-01Paper
Functions of Markov processes1966-01-01Paper
Remarks on ergodicity of stationary irreducible transient Markov chains1966-01-01Paper
https://portal.mardi4nfdi.de/entity/Q56151251966-01-01Paper
Products of independent identically distributed stochastic matrices1966-01-01Paper
https://portal.mardi4nfdi.de/entity/Q53438371965-01-01Paper
Estimation of the Bispectrum1965-01-01Paper
https://portal.mardi4nfdi.de/entity/Q53453251964-01-01Paper
Some nonlinear problems arising in the study of random processes1964-01-01Paper
https://portal.mardi4nfdi.de/entity/Q53384481963-01-01Paper
https://portal.mardi4nfdi.de/entity/Q55134761963-01-01Paper
https://portal.mardi4nfdi.de/entity/Q55867021963-01-01Paper
Idempotent Measures on a Compact Topological Semigroup1963-01-01Paper
Nth Order Markov Chains with Every N Variables Independent1962-01-01Paper
Zero Crossing Probabilities for Gaussian Stationary Processes1962-01-01Paper
https://portal.mardi4nfdi.de/entity/Q57235261962-01-01Paper
https://portal.mardi4nfdi.de/entity/Q32937201962-01-01Paper
https://portal.mardi4nfdi.de/entity/Q38446931962-01-01Paper
Regression Analysis of Vector-Valued Random Processes1962-01-01Paper
Distribution Free Tests of Independence Based on the Sample Distribution Function1961-01-01Paper
Some comments on narrow band-pass filters1961-01-01Paper
https://portal.mardi4nfdi.de/entity/Q32901601961-01-01Paper
Asymptotic distribution of eigenvalues of block Toeplitz matrices1960-01-01Paper
https://portal.mardi4nfdi.de/entity/Q32752901960-01-01Paper
https://portal.mardi4nfdi.de/entity/Q32804541960-01-01Paper
https://portal.mardi4nfdi.de/entity/Q56005841959-01-01Paper
On the structure of infinitely divisible distributions1959-01-01Paper
https://portal.mardi4nfdi.de/entity/Q32685481959-01-01Paper
https://portal.mardi4nfdi.de/entity/Q32823401959-01-01Paper
https://portal.mardi4nfdi.de/entity/Q38466191959-01-01Paper
A multi-dimensional prediction problem1958-01-01Paper
Central Limit Theorems for Interchangeable Processes1958-01-01Paper
A Markovian Function of a Markov Chain1958-01-01Paper
A class of stationary processes and a central limit theorem1957-01-01Paper
https://portal.mardi4nfdi.de/entity/Q32415281957-01-01Paper
https://portal.mardi4nfdi.de/entity/Q32474971957-01-01Paper
https://portal.mardi4nfdi.de/entity/Q32483431957-01-01Paper
THE MULTIDIMENSIONAL PREDICTION PROBLEM1957-01-01Paper
A CENTRAL LIMIT THEOREM AND A STRONG MIXING CONDITION1956-01-01Paper
A CLASS OF STATIONARY PROCESSES AND A CENTRAL LIMIT THEOREM1956-01-01Paper
On the Estimation of Regression Coefficients of a Vector-Valued Time Series with a Stationary Residual1956-01-01Paper
https://portal.mardi4nfdi.de/entity/Q32344951956-01-01Paper
Remarks on Some Nonparametric Estimates of a Density Function1956-01-01Paper
https://portal.mardi4nfdi.de/entity/Q32361751956-01-01Paper
An Inventory Problem1954-01-01Paper
An Extension of a Theorem of G. Szego and Its Application to the Study of Stochastic Processes1954-01-01Paper
REGRESSION ANALYSIS OF TIME SERIES WITH STATIONARY RESIDUALS1954-01-01Paper
The Up-and-Down Method with Small Samples1953-01-01Paper
Statistical Spectral Analysis of Time Series Arising from Stationary Stochastic Processes1953-01-01Paper
https://portal.mardi4nfdi.de/entity/Q58248951953-01-01Paper
Recurrence-time moments in random walks1953-01-01Paper
On the Oscillation of Sums of Random Variables1952-01-01Paper
The Behavior at Zero of the Characteristic Function of a Random Variable1952-01-01Paper
On Spectral Analysis of Stationary Time Series1952-01-01Paper
Remarks on a Multivariate Transformation1952-01-01Paper
Limit Theorems Associated with Variants of the Von Mises Statistic1952-01-01Paper
On a Class of Markov Processes1951-01-01Paper

Research outcomes over time

This page was built for person: Murray Rosenblatt