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Selected Works of Murray Rosenblatt

Selected Works of Murray Rosenblatt

          
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About the Book

Commentary: Discussion of Rosenblatt's work on Global Measures of Deviations for Density Estimates.- Commentary: Murray Rosenblatt's contributions to strong mixing.- Commentary: Murray Rosenblatt and cumulant/higher-order/polyspectra.- Commentary: Rosenblatt's Contribution to Deconvolution.- Commentary: Rosenblatt's Contributions to Random Walks on Compact Semigroups.- Commentary: The Rosenblatt Process.- On spectral analysis of stationary time series.- Remarks on a multivariate transformation.- Statistical spectral analysis of time series arising from stationary stochastic processes.- Recurrence-time moments in random walks.- A class of stationary processes and a central limit theorem.- A central limit theorem and a strong mixing condition.- Remarks on some nonparametric estimates of a density function.- Some regression problems in time series analysis.- Some purely deterministic processes.- Functions of a Markov process that are Markovian.- Stationary processes as shifts of functions of independent random variables.- Asymptotic distribution of eigenvalues of block Toeplitz matrices.- Limits of convolution sequences of measures on a compact topological semigroup.- Independence and dependence.- Asymptotic behavior of eigenvalues of Toeplitz forms.- Estimation of the bispectrum.- Asymptotic theory of estimates of kthorder spectra.- Remarks on the Burgers equation.- Density estimates and Markov sequences.- Curve estimates.- On some global measures of the deviations of density function estimates.- Asymptotic behavior of a spline estimate of a density function.- Fractional integrals of stationary processes and the central limit theorem.- Limit theorems for Fourier transforms of functionals of Gaussian sequences.- Deconvolution and estimation of transfer function phase and coefficients for non-Gaussian linear processes.- Asymptotic normality, strong mixing and spectral density estimates.- Deconvolution of non-Gaussian linear processes with vanishing spectral values.- Scale renormalization and random solutions of the Burgers equation. On frequency estimation.- Maximum likelihood estimation for noncausal autoregressive processes.- Spectral analysis for harmonizable processes.- Correction: "Spectral analysis for harmonizable processes".- Estimation for almost periodic processes.- Prolate spheroidal spectral estimates.- Correction: "Estimation for almost periodic processes".


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Product Details
  • ISBN-13: 9781441983381
  • Publisher: Springer
  • Publisher Imprint: Springer
  • Depth: 31
  • Language: English
  • Returnable: Y
  • Spine Width: 36 mm
  • Width: 251 mm
  • ISBN-10: 1441983384
  • Publisher Date: 16 May 2011
  • Binding: Hardback
  • Height: 185 mm
  • No of Pages: 496
  • Series Title: Selected Works in Probability and Statistics
  • Weight: 1137 gr


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