Selected Works of Murray Rosenblatt

DOI10.1007/978-1-4419-8339-8zbMath1232.60004OpenAlexW387259284MaRDI QIDQ3077136

Murray Rosenblatt

Publication date: 22 February 2011

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

zbMATH Keywords

estimationMarkov processesspectral analysistime series analysislimit theoremsMurray Rosenblatt

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Stationary stochastic processes (60G10) Inference from stochastic processes and spectral analysis (62M15) History of mathematics in the 20th century (01A60) Collected or selected works; reprintings or translations of classics (01A75) Probability measures on groups or semigroups, Fourier transforms, factorization (60B15) History of probability theory (60-03) Markov processes (60Jxx) Limit theorems in probability theory (60Fxx) Collections of reprinted articles (00B60)

Related Items (9)

Rate of convergence and asymptotic error distribution of Euler approximation schemes for fractional diffusions ⋮ Unnamed Item ⋮ Lp-valued stochastic convolution integral driven by Volterra noise ⋮ Properties and numerical evaluation of the Rosenblatt distribution ⋮ Non-central limit theorems for quadratic functionals of Hermite-driven long memory moving average processes ⋮ Regularization and integral representations of Hermite processes ⋮ Particle picture representation of the non-symmetric Rosenblatt process and Hermite processes of any order ⋮ Terminal-dependent statistical inference for the integral form of FBSDE ⋮ Wavelet-type expansion of the generalized Rosenblatt process and its rate of convergence

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