Murray Rosenblatt

Computer Science · Physical Sciences

31h-index11.7kcitations138works0.02yr avg
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Research Topics

Time Series Analysis and Forecasting(12), Statistical Methods and Inference(10), Neural Networks and Applications(10), Financial Risk and Volatility Modeling(8), Complex Systems and Time Series Analysis(8)

Publications131 total

Nonminimum phase non-Gaussian autoregressive processes (noncausal/maximum likelihood/asymptotic normality)
2016
Short Range and Long Range Dependence
Fields Institute communications·2015· 1 cited
Estimation for a class of nonstationary processes
Statistics & Probability Letters·2011
Remarks suggested by the paper of H. Tong
Statistics and Its Interface·2011Open Access
Spectral analysis for processes with almost periodic covariances
Journal of Statistical Planning and Inference·2010
Dependence and Nonlinearity
WORLD SCIENTIFIC eBooks·2009
Stationary processes and a one sided representation in terms of independent identically distributed random variables.
2009
Estimation for almost periodic processes
The Annals of Statistics·2008· 7 cited
Markov Process
Encyclopedia of Environmetrics·2006
Estimation for almost periodic processes
The Annals of Statistics·2006· 34 citedOpen Access
Pile-up probabilities for the Laplace likelihood estimator of a non-invertible first order moving average
Institute of Mathematical Statistics eBooks·2006· 33 citedOpen Access
Non-Gaussian Time Series Models
˜The œIMA volumes in mathematics and its applications·2004· 1 cited
Non-Gaussian Time Series Models
˜The œIMA volumes in mathematics and its applications·2004· 1 cited
Correction: Spectral analysis for harmonizable processes
The Annals of Statistics·2003· 1 citedOpen Access
Spectral Analysis and a Class of Nonstationary Processes
Elsevier eBooks·2003
Spectral analysis for harmonizable processes
The Annals of Statistics·2002· 58 citedOpen Access
Random Fields
Springer series in statistics·2000
Minimum Phase Estimation
Springer series in statistics·2000
Estimation for Possibly Nonminimum Phase Schemes
Springer series in statistics·2000· 1 cited
Homogeneous Gaussian Random Fields
Springer series in statistics·2000· 1 cited
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Frequent Co-authors

Ulf Grenander(9), Richard A. Davis(3), Keh‐Shin Lii(3), K. A. Brownlee(2), J. L. Hodges(2), David R. Brillinger(2), Peter E. Caines(2), John Geweke(2), Emanuel Parzen(2), Murad S. Taqqu(2), J. R. Blum(2), Peter M. Robinson(2), Nelson M. Blachman(1), M. S. Bartlett(1), U. Grenander(1), John R. Rice(1), F.Jay Breid(1), Keh-Shin Lh(1), John A. Rice(1), Leo J. Tick(1)