Rosenblatt, Murray Short range and long range dependence. (English) Zbl 1368.60038 Dawson, Donald (ed.) et al., Asymptotic laws and methods in stochastics. A volume in honour of Miklós Csörgő on the occasion of his 80th birthday. Proceedings of the international symposium on asymptotic methods in stochastics, Ottawa, Canada, July 3–6, 2012. Toronto: The Fields Institute for Research in the Mathematical Sciences; New York, NY: Springer (ISBN 978-1-4939-3075-3/hbk; 978-1-4939-3076-0/ebook). Fields Institute Communications 76, 283-294 (2015). MSC: 60G10 60G15 60F05 PDFBibTeX XMLCite \textit{M. Rosenblatt}, Fields Inst. Commun. 76, 283--294 (2015; Zbl 1368.60038) Full Text: DOI
Rosenblatt, Murray Prediction and non-Gaussian autoregressive stationary sequences. (English) Zbl 0828.62084 Ann. Appl. Probab. 5, No. 1, 239-247 (1995). Reviewer: J.C.Abril (Tucuman) MSC: 62M20 60G25 60G10 60J10 62M10 PDFBibTeX XMLCite \textit{M. Rosenblatt}, Ann. Appl. Probab. 5, No. 1, 239--247 (1995; Zbl 0828.62084) Full Text: DOI
Rosenblatt, M. Parameter estimation for some finite parameter stationary sequences. (English) Zbl 0856.62077 Kelly, F. P. (ed.), Probability, statistics and optimisation. A tribute to Peter Whittle. Chichester: Wiley. Wiley Series in Probability and Mathematical Statistics. Probability and Mathematical Statistics. 213-218 (1994). MSC: 62M10 PDFBibTeX XMLCite \textit{M. Rosenblatt}, in: Probability, statistics and optimisation. A tribute to Peter Whittle. Chichester: Wiley. 213--218 (1994; Zbl 0856.62077)
Lii, Keh-Shin; Rosenblatt, Murray Non-Gaussian autoregressive moving average processes. (English) Zbl 0779.62076 Proc. Natl. Acad. Sci. USA 90, No. 19, 9168-9170 (1993). MSC: 62M10 62M09 60G10 62F12 PDFBibTeX XMLCite \textit{K.-S. Lii} and \textit{M. Rosenblatt}, Proc. Natl. Acad. Sci. USA 90, No. 19, 9168--9170 (1993; Zbl 0779.62076) Full Text: DOI Link
Davis, Richard A.; Rosenblatt, Murray Parameter estimation for some time series models without contiguity. (English) Zbl 0725.62079 Stat. Probab. Lett. 11, No. 6, 515-521 (1991). MSC: 62M10 62F10 PDFBibTeX XMLCite \textit{R. A. Davis} and \textit{M. Rosenblatt}, Stat. Probab. Lett. 11, No. 6, 515--521 (1991; Zbl 0725.62079) Full Text: DOI
Breidt, F. Jay; Davis, Richard A.; Lii, Keh-Shin; Rosenblatt, Murray Nonminimum phase non-Gaussian autoregressive processes. (English) Zbl 0686.62068 Proc. Natl. Acad. Sci. USA 87, No. 1, 179-181 (1990). MSC: 62M10 60G10 PDFBibTeX XMLCite \textit{F. J. Breidt} et al., Proc. Natl. Acad. Sci. USA 87, No. 1, 179--181 (1990; Zbl 0686.62068) Full Text: DOI
Rosenblatt, Murray Stationary sequences and random fields. (English) Zbl 0597.62095 Boston-Basel-Stuttgart: Birkhäuser. 258 p. DM 110.00 (1985). Reviewer: X.Guyon MSC: 62M15 60G10 60G60 62-02 60F05 62M10 60-02 PDFBibTeX XML
Rosenblatt, M. Limit theorems for Fourier transforms of functionals of Gaussian sequences. (English) Zbl 0447.60016 Z. Wahrscheinlichkeitstheor. Verw. Geb. 55, 123-132 (1981). MSC: 60F05 60G15 60G10 PDFBibTeX XMLCite \textit{M. Rosenblatt}, Z. Wahrscheinlichkeitstheor. Verw. Geb. 55, 123--132 (1981; Zbl 0447.60016) Full Text: DOI
Rosenblatt, Murray Random processes. 2nd ed. (English) Zbl 0287.60031 Graduate Texts in Mathematics. 17. New York - Heidelberg - Berlin: Springer-Verlag. X, 228 p. DM 31.40; $ 12.80 (1974). MSC: 60Gxx 60-01 60Jxx 60G10 60G15 60G25 60G50 60J05 60J10 60J60 60J75 62M10 62M15 28D05 60A05 60E05 60F05 PDFBibTeX XML
Rosenblatt, M. Central limit theorem for stationary processes. (English) Zbl 0255.60026 Proc. 6th Berkeley Sympos. math. Statist. Probab., Univ. Calif. 1970, 2, 551-561 (1972). MSC: 60F05 60G10 60G15 PDFBibTeX XML