A conversation with Murray Rosenblatt
From MaRDI portal
Publication:900478
DOI10.1214/08-STS267zbMath1327.01036arXiv0910.3095OpenAlexW2085391989MaRDI QIDQ900478
David R. Brillinger, Richard A. Davis
Publication date: 22 December 2015
Published in: Statistical Science (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/0910.3095
time seriesMarkov processescentral limit theoremstrong mixingdensity estimationlong range dependenceBrownChicagoIndianaMurray RosenblattUniversity of California at San Diego
Biographies, obituaries, personalia, bibliographies (01A70) History of statistics (62-03) History of probability theory (60-03)
Related Items
Cites Work
- An example and transition function equicontinuity
- Deconvolution and estimation of transfer function phase and coefficients for nongaussian linear processes
- Estimation for almost periodic processes
- Discriminatory Analysis. Nonparametric Discrimination: Consistency Properties
- A CENTRAL LIMIT THEOREM AND A STRONG MIXING CONDITION
- Remarks on Some Nonparametric Estimates of a Density Function
- Some comments on narrow band-pass filters
- A Markovian Function of a Markov Chain
- Regression Analysis of Vector-Valued Random Processes
- The identification of a particular nonlinear time series system
- Asymptotic distribution of eigenvalues of block Toeplitz matrices
- ASYMPTOTIC THEORY OF ESTIMATES OF kTH-ORDER SPECTRA
- Nth Order Markov Chains with Every N Variables Independent
- "Statistical Models and Turbulence": Comments on Turbulence and a Report on the Satellite Symposium
- On a Class of Markov Processes
- Remarks on a Multivariate Transformation
- An Inventory Problem
- Stochastic processes and statistical inference
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item