Selected works of Murray Rosenblatt

Cover......Page 1
Selected Works in Probability and Statistics......Page 2
Preface to the Series......Page 6
Preface......Page 10
Acknowledgements......Page 14
Contents......Page 16
Contributors......Page 20
Murray Rosenblatt: Professional Timeline......Page 22
Murray Rosenblatt: Bibliography......Page 24
1. Discussion of Bickel and Rosenblatt’s work on Global Measures of Deviations for Density Estimates......Page 38
2. Murray Rosenblatt’s Contributions to Strong Mixing......Page 40
3. Murray Rosenblatt and cumulant/higher-order/poly spectra......Page 48
4. Rosenblatt’s Contributions to Deconvolution......Page 51
5. Rosenblatt’s Contributions to Random Walks on Compact Semigroups......Page 60
6. The Rosenblatt Process......Page 66
7. On Spectral Analysis of Stationary Time Series......Page 83
8. Remarks on a Multivariate Transformation......Page 86
9. Statistical Spectral Analysis of Time Series Arising From Stationary Stochastic Processes......Page 89
10. Recurrence-Time Moments in Random Walks......Page 111
11. A Class of Stationary Processes and a Central Limit Theorem......Page 121
12. A Central Limit Theorem and a Strong Mixing Condition......Page 127
13. Remarks on Some Nonparametric Estimates of a Density Function......Page 132
14. Some Regression Problems in Time Series Analysis......Page 138
15. Some Purely Deterministic Processes......Page 161
16. Functions of a Markov Process that are Markovian......Page 171
17. Stationary Processes as Shifts of Functions of Independent Random Variables......Page 183
18. Asymptotic Distribution of Eigenvalues of Block Toeplitz Matrices......Page 200
19. Limits of Convolution Sequences of Measures on a Compact Topological Semigroup......Page 202
20. Independence and Dependence......Page 216
21. Chapter 21 Asymptotic Behavior of Eigenvalues for a Class of Integral Equations with Translation Kernels......Page 230
22. Asymptotic Behavior of Eigenvalues of Toeplitz Forms......Page 242
23. Estimation of the Bispectrum......Page 251
24. Remarks on the Burgers Equation......Page 268
25. Density Estimates and Markov Sequences......Page 276
26. Curve Estimates......Page 292
27. On Some Global Measures of the Deviations of Density Function Estimates......Page 320
28. Asymptotic Behavior of a Spline Estimate of a Density Function......Page 345
29. Fractional Integrals of Stationary Processes and the Central Limit Theorem......Page 346
30. Linear Processes and Bispectra......Page 356
31. Limit Theorems for Fourier Transforms of Functionals of Gaussian Sequences......Page 362
32. Deconvolution and Estimation of Transfer Function Phase and Coefficients for Nongaussian Linear Processes......Page 372
33. Asymptotic Normality, Strong Mixing and Spectral Density Estimates......Page 386
34. Deconvolution of non-Gaussian linear processes with vanishing spectral values......Page 400
35. Scale Renormalization and Random Solutions of the Burgers Equation......Page 402
36. On frequency estimation......Page 413
37. Maximum Likelihood Estimation for Noncausal Autoregressive Processes......Page 421
38. Spectral Analysis for Harmonizable Processes......Page 422
39. Estimation for Almost Periodic Processes......Page 463
40. Prolate spheroidal spectral estimates......Page 489