Selected Works of Murray Rosenblatt
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Publication:3077136
Nonparametric estimation (62G05) Inference from stochastic processes and spectral analysis (62M15) Stationary stochastic processes (60G10) History of mathematics in the 20th century (01A60) History of probability theory (60-03) Probability measures on groups or semigroups, Fourier transforms, factorization (60B15) Collected or selected works; reprintings or translations of classics (01A75) Limit theorems in probability theory (60Fxx) Collections of reprinted articles (00B60) Markov processes (60Jxx)
Recommendations
- Murray Rosenblatt: His contributions to probability and statistics
- A conversation with Murray Rosenblatt
- scientific article; zbMATH DE number 1557075
- Central limit theorems for linear, nonlinear and mixing processes
- scientific article; zbMATH DE number 1067438
- scientific article; zbMATH DE number 3898797
- Breakthroughs in statistics. Volume III
- scientific article; zbMATH DE number 724261
Cited in
(14)- Non-central limit theorems for quadratic functionals of Hermite-driven long memory moving average processes
- Properties and numerical evaluation of the Rosenblatt distribution
- Regularization and integral representations of Hermite processes
- Selected papers. Edited by Manfred Denker and Edward C. Waymire
- Particle picture representation of the non-symmetric Rosenblatt process and Hermite processes of any order
- scientific article; zbMATH DE number 7232747 (Why is no real title available?)
- Rate of convergence and asymptotic error distribution of Euler approximation schemes for fractional diffusions
- Wavelet-type expansion of the generalized Rosenblatt process and its rate of convergence
- Parameter estimation and singularity of laws on the path space for SDEs driven by Rosenblatt processes
- \(L^p\)-valued stochastic convolution integral driven by Volterra noise
- Selected Works of David Brillinger
- Terminal-dependent statistical inference for the integral form of FBSDE
- Time Series, Fuzzy Analysis and Miscellaneous Topics
- Alfred Rosenblatt (1880--1947). Polish-Peruvian mathematician
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