zbMath0597.62095MaRDI QIDQ3730889
Murray Rosenblatt
Publication date: 1985
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Statistical inference using higher-order information,
On the asymptotic distributions of mean, autocovariance, autocorrelation, crossgovariancb and impulse response estimators of a stationary multidimensional random field,
The tapered block bootstrap for general statistics from stationary sequences,
Linear modeling of multidimensional non-Gaussian processes using cumulants,
Consistent order selection for noncausal autoregressive models via higher-order statistics,
Consistent parameter estimation for non-causal autoregressive models via higher-order statistics,
Local linear spatial regression,
Maximum likelihood estimation for \(\alpha \)-stable autoregressive processes,
Limit theorems for iterated random functions,
Fourier transforms of stationary processes,
Quasi-likelihood-based higher-order spectral estimation of random fields with possible long-range dependence,
Consistency of the simple mode of a density for spatial processes,
Convergence of covariance and spectral density estimates for high-dimensional locally stationary processes,
Identification of linear systems with noisy input using input-output cumulants,
A NEW DIAGNOSTIC TEST OF MODEL INADEQUACY WHICH USES THE MARTINGALE DIFFERENCE CRITERION,
ON THE SELECTION OF RANDOM SAMPLING SCHEMES FOR THE SPECTRAL ESTIMATION OF CONTINUOUS TIME PROCESSES,
On the consistency of a new kernel rule for spatially dependent data,
A Dynamic Taylor’s law,
Local limit theorem for the distibution of sn,
Computational stochastic homogenization of heterogeneous media from an elasticity random field having an uncertain spectral measure,
Automatic Block-Length Selection for the Dependent Bootstrap,
Nonparametric Prediction for Spatial Dependent Functional Data Under Fixed Sampling Design,
BIAS-CORRECTED NONPARAMETRIC SPECTRAL ESTIMATION,
Estimating the Spectral Density at Frequencies Near Zero,
A frequency domain bootstrap for general multivariate stationary processes,
Consistency of the \(k\)-nearest neighbor classifier for spatially dependent data,
ASYMPTOTIC SIMULTANEOUS CONFIDENCE BANDS FOR AUTOREGRESSIVE SPECTRAL DENSITY,
Multivariate frequency polygon for stationary random fields,
Penalized Whittle likelihood for spatial data,
On the consistency of mode estimate for spatially dependent data,
Statistical inference of spectral estimation for continuous-time MA processes with finite second moments,
Kernel density estimation for random fields: TheL1Theory,
Testing for dependence in the input to a linear time series model,
Some prediction problems for stationary random fields with quarter-plane past,
ON THE ROBUSTNESS TO SMALL TRENDS OF ESTIMATION BASED ON THE SMOOTHED PERIODOGRAM,
Distribution theory for the Studentized mean for long, short, and negative memory time series,
Asymptotic theory of cepstral random fields,
Integrated marked Poisson processes with application to image correlation spectroscopy,
LOCALLY ADAPTIVE LAG-WINDOW SPECTRAL ESTIMATION,
Asymptotic spectral theory for nonlinear time series,
On estimating linear functional of the covariance function of a stationary process,
Maximum of partial sums and an invariance principle for a class of weak dependent random variables,
Nonparametric density estimation for nonmixing approximable stochastic processes,
On closed-loop system identification using polyspectral analysis given noisy input-output time-domain data,
Test for Parameter Change in Linear Processes Based on Whittle's Estimator,
SPATIAL SEMIPARAMETRIC MODEL WITH ENDOGENOUS REGRESSORS,
On Regularity Conditions for Random Fields,
On the Whittle estimators for some classes of continuous-parameter random processes and fields,
Frequency poligons for random fields.,
Estimation in semiparametric spatial regression,
Subsampling Continuous Parameter Random Fields and a Bernstein Inequality,
Fixed-design regression for linear time series,
Saddlepoint approximations for short and long memory time series: a frequency domain approach,
Subsampling Variance Estimation for Non‐stationary Spatial Lattice Data,
A cumulant based algorithm for the identification of input-output quadratic systems,
Quenched limit theorems for Fourier transforms and periodogram,
Reverse chaos may not be a curseexamples of stationary reverse chaotic sequences whose density can be estimated with optimal i.i.d. rate,
Power-law correlations and other models with long-range dependence on a lattice,
Identification of a Type I Outlier in an Autoregressive Model,
Spectral methods in spatial statistics,
Large and moderate deviation principles for recursive kernel estimators of a regression function for spatial data defined by stochastic approximation method,
A formal test for nonstationarity of spatial stochastic processes,
Strong consistency of a kernel-based rule for spatially dependent data,
Simultaneous inference for autocovariances based on autoregressive sieve bootstrap,
Standard Errors for Nonparametric Regression,
Data driven smooth test of comparison for dependent sequences,
A new spatial regression estimator in the multivariate context,
Polynomials with no zeros on a face of the bidisk,
Higher order cumulants and cumulant spectra,
Spatial correlation robust inference with errors in location or distance,
On empirical estimation of mode based on weakly dependent samples,
Spectral estimation of continuous-time stationary processes from random sampling,
Three theorems on \(\rho^*\)-mixing random fields,
On permissible correlations for locally correlated stationary processes,
Optimal asymptotic quadratic error of density estimators for strong mixing or chaotic data,
High-order statistics of spatial random fields: Exploring spatial cumulants for modeling complex non-Gaussian and non-linear phenomena,
On bilinear forms in Gaussian random variables and Toeplitz matrices,
A spectral approach to estimate the autocovariance function,
Asymptotics for functionals of powers of a periodogram,
A trimmed mean of location of an AR\((\infty)\) stationary process,
Nonminimum phase non-Gaussian deconvolution,
Asymptotic behavior of bootstrap spectral window estimation,
A CLT for the periodograms of a \(p\)-mixing random field,
Kernel regression estimation for random fields,
Fourier analysis of stationary time series in function space,
An outlier test for linear processes. II: Large contamination,
AP-frames and stationary random processes,
Minimum contrast estimation of random processes based on information of second and third orders,
Central limit theorems for stationary random fields under weak dependence with application to ambit and mixed moving average fields,
On flat-top kernel spectral density estimators for homogeneous random fields,
A note on the residual empirical process in autoregressive models,
The multiple hybrid bootstrap -- resampling multivariate linear processes,
A closed-form identification of multichannel moving average processes by ESPRIT,
Kernel density estimation for random fields. (Density estimation for random fields),
Blind channel estimation and deconvolution in colored noise using higher-order cumulants,
Sparsely observed functional time series: estimation and prediction,
A measure of dependence for cryptographic primitives relative to ideal functions,
Automatic spectral density estimation for random fields on a lattice via bootstrap,
Spectral statistics of large dimensional Spearman's rank correlation matrix and its application,
On the Whittle estimator of the parameter of spectral density of random noise in the nonlinear regression model,
A functional limit theorem for \(\eta \)-weakly dependent processes and its applications,
A criterion for a continuous spectral density,
Central limit theorem for the robust log-regression wavelet estimation of the memory parameter in the Gaussian semi-parametric context,
Joint high-order simulation of spatially correlated variables using high-order spatial statistics,
Autoregressive spatial spectral estimates,
A caution on mixing conditions for random fields,
On conditionally mixing processes,
Detecting changes in functional linear models,
Nonparametric density and regression estimation for Markov sequences without mixing assumptions,
Central limit theorem for Fourier transforms of stationary processes,
Kernel density estimation for spatial processes: The \(L_{1}\) theory,
Central limit theorem for dependent multidimensionally indexed random variables.,
Extending the validity of frequency domain bootstrap methods to general stationary processes,
On system identification for linear minimum variance prediction or control,
Kernel density estimation on random fields,
A bivariate CLT under rho-prime mixing,
Maximum likelihood estimation for noncausal autoregressive processes,
Histograms for stationary linear random fields,
Every ``lower psi-mixing Markov chain is ``interlaced rho-mixing,
A note on asymptotic normality of kernel estimation for linear random fields on \(Z^{2}\),
Autoregressive-aided periodogram bootstrap for time series,
Using higher-order correlations to define an embedding window,
A wavelet Whittle estimator of the memory parameter of a nonstationary Gaussian time series,
A bootstrapped spectral test for adequacy in weak ARMA models,
On the spectral density and asymptotic normality of weakly dependent random fields,
A regularity criterion for lexicographical prediction of multivariate wide-sense stationary processes on \(\mathbb{Z}^ 2\) with non-full-rank spectral densities,
On the Whittle estimator for linear random noise spectral density parameter in continuous-time nonlinear regression models,
Properties of spatial cross-periodograms using fixed-domain asymptotics,
Frequency domain minimum distance inference for possibly noninvertible and noncausal ARMA models,
The mixing rate of a stationary multivariate process,
Stochastic versions of chaotic time series: Generalized logistic and Hénon time series models,
An approximate maximum likelihood estimation for non-Gaussian non-minimum phase moving average processes,
Smoothed periodogram asymptotics and estimation for processes and fields with possible long-range dependence,
Normalizing bispectra,
Locally stationary long memory estimation,
The FEXP estimator for potentially non-stationary linear time series.,
Spatial kernel regression estimation: weak consistency,
On weak dependence conditions: the case of discrete valued processes,
On nonparametric inference for spatial regression models under domain expanding and infill asymptotics,
Aggregation of isotropic autoregressive fields,
Regularized estimation in sparse high-dimensional time series models,
Parameter estimation for some time series models without contiguity,
A bootstrap test for time series linearity,
A bootstrap-assisted spectral test of white noise under unknown dependence,
Initial transient detection in simulations using the second-order cumulant spectrum,
Bootstrap methods for dependent data: a review,
On residual empirical processes of stochastic regression models with applications to time series,
Asymptotic results for the empirical process of stationary sequences,
Valid hypothesis testing in face of spatially dependent data using multi-layer perceptrons and sub-sampling techniques,
Spatial nonparametric regression estimation: Non-isotropic case,
On asymptotic quasi-likelihood estimation,
Asymptotic normality for density kernel estimators in discrete and continuous time,
Asymptotic normality of frequency polygons for random fields,
On the simultaneous behavior of the dependence coefficients associated with three mixing conditions,
The asymptotic behavior of the empirical process based on a linear process under some contiguous alternatives,
A concurrent system for the computation of higher-order moments,
An estimator of the inverse covariance matrix and its application to ML parameter estimation in dynamical systems,
On the regularity of spectral densities of continuous-time completely linearly regular processes,
Identification of discrete-time state affine state space models using cumulants,
Whittle estimation based on the extremal spectral density of a heavy-tailed random field,
Nonparametric prediction for random fields,
Correction to: ``Asymptotic spectral theory for nonlinear time series, On the prediction theory of two-parameter stationary random fields, Some examples of mixing random fields, Asymptotic normality of the kernel estimate under dependence conditions: Application to hazard rate, Bispectral analysis of traffic in high-speed networks, Strictly stationary solutions of spatial ARMA equations