Background
Rosenblatt, Murray was born on September 7, 1926 in New York City. Son of Hyman and Esther Rosenblatt.
(The principal focus here is on autoregressive moving aver...)
The principal focus here is on autoregressive moving average models and analogous random fields, with probabilistic and statistical questions also being discussed. The book contrasts Gaussian models with noncausal or noninvertible (nonminimum phase) non-Gaussian models and deals with problems of prediction and estimation. New results for nonminimum phase non-Gaussian processes are exposited and open questions are noted. Intended as a text for gradutes in statistics, mathematics, engineering, the natural sciences and economics, the only recommendation is an initial background in probability theory and statistics. Notes on background, history and open problems are given at the end of the book.
http://www.amazon.com/gp/product/038798917X/?tag=2022091-20
(This book is concerned with a set of related problems in ...)
This book is concerned with a set of related problems in probability theory that are considered in the context of Markov processes. Some of these are natural to consider, especially for Markov processes. Other problems have a broader range of validity but are convenient to pose for Markov processes. The book can be used as the basis for an interesting course on Markov processes or stationary processes. For the most part these questions are considered for discrete parameter processes, although they are also of obvious interest for continuous time parameter processes. This allows one to avoid the delicate measure theoretic questions that might arise in the continuous parameter case. There is an attempt to motivate the material in terms of applications. Many of the topics concern general questions of structure and representation of processes that have not previously been presented in book form. A set of notes comment on the many problems that are still left open and related material in the literature. It is also hoped that the book will be useful as a reference to the reader who would like an introduction to these topics as well as to the reader interested in extending and completing results of this type.
http://www.amazon.com/gp/product/0387054804/?tag=2022091-20
(This book has a dual purpose. One of these is to present ...)
This book has a dual purpose. One of these is to present material which selec tively will be appropriate for a quarter or semester course in time series analysis and which will cover both the finite parameter and spectral approach. The second object is the presentation of topics of current research interest and some open questions. I mention these now. In particular, there is a discussion in Chapter III of the types of limit theorems that will imply asymptotic nor mality for covariance estimates and smoothings of the periodogram. This dis cussion allows one to get results on the asymptotic distribution of finite para meter estimates that are broader than those usually given in the literature in Chapter IV. A derivation of the asymptotic distribution for spectral (second order) estimates is given under an assumption of strong mixing in Chapter V. A discussion of higher order cumulant spectra and their large sample properties under appropriate moment conditions follows in Chapter VI. Probability density, conditional probability density and regression estimates are considered in Chapter VII under conditions of short range dependence. Chapter VIII deals with a number of topics. At first estimates for the structure function of a large class of non-Gaussian linear processes are constructed. One can determine much more about this structure or transfer function in the non-Gaussian case than one can for Gaussian processes. In particular, one can determine almost all the phase information.
http://www.amazon.com/gp/product/0817632646/?tag=2022091-20
(This book is concerned with a set of related problems in ...)
This book is concerned with a set of related problems in probability theory that are considered in the context of Markov processes. Some of these are natural to consider, especially for Markov processes. Other problems have a broader range of validity but are convenient to pose for Markov processes. The book can be used as the basis for an interesting course on Markov processes or stationary processes. For the most part these questions are considered for discrete parameter processes, although they are also of obvious interest for continuous time parameter processes. This allows one to avoid the delicate measure theoretic questions that might arise in the continuous parameter case. There is an attempt to motivate the material in terms of applications. Many of the topics concern general questions of structure and representation of processes that have not previously been presented in book form. A set of notes comment on the many problems that are still left open and related material in the literature. It is also hoped that the book will be useful as a reference to the reader who would like an introduction to these topics as well as to the reader interested in extending and completing results of this type.
http://www.amazon.com/gp/product/3642652409/?tag=2022091-20
mathematician university professor
Rosenblatt, Murray was born on September 7, 1926 in New York City. Son of Hyman and Esther Rosenblatt.
He received his Doctor of Philosophy at Cornell University. He completed his Doctor of Philosophy in 1949 under the direction of Mark Kac at Cornell University.
Assistant professor statistics University Chicago, 1950-1955. Associate professor mathematics Indiana University, 1956-1959. Professor probability and statistics Brown University, 1959-1964.
Professor mathematics University California, San Diego, since 1964. Visiting fellow University Stockholm, 1953. Visiting assistant professor Columbia University, 1955.
Guest scientist Brookhaven National Laboratory, 1959. Visiting fellow University College, London, 1965-1966, Imperial College and University College, London, 1972-1973, Australian National University, 1976, 79. Overseas fellow Churchill College, Cambridge University, England, 1979.
Wald lecturer, 1970; visiting scholar Stanford University, 1982.
(The principal focus here is on autoregressive moving aver...)
(This book is concerned with a set of related problems in ...)
(This book is concerned with a set of related problems in ...)
(This book is concerned with a set of related problems in ...)
(This text has as its object an introduction to elements o...)
(This book has a dual purpose. One of these is to present ...)
(NY 1957 Wiley. 8vo.,300pp., boards. Owner signed. VG, no DJ.)
American Mathematical Society. National Academy of Sciences]
He was also a recipient of a Guggenheim Fellowship, in 1965, and has been a member of the National Academy of Sciences, since 1984.
Married Adylin Lipson, 1949. Children— Karin, Daniel.