Selected Works of Murray Rosenblatt

DOI10.1007/978-1-4419-8339-8MaRDI QIDQ3077136zbMATH OpenOpenAlexFDO

Authors Murray Rosenblatt

Publication date 22 February 2011

Full work available at URL https://doi.org/10.1007/978-1-4419-8339-8

zbMATH Keywords

estimationspectral analysistime series analysisMarkov processeslimit theoremsMurray Rosenblatt

Mathematics Subject Classification ID

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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