Selected Works of Murray Rosenblatt

From the reviews:“This edited volume celebrates the research work and career of Murray Rosenblatt, a celebrated distinguished scholar in probability and statistics. This book is a collection of some of his papers concentrating on a few of his areas of interest. … The book highlighted an interesting and informative biography of Rosenblatt. … This is a useful and valuable collection containing important work in probability and statistics. I am certain that this collection of work will be of interest to researchers in probability, statistics, and related fields.” (Adriana Horníková, Technometrics, Vol. 54 (1), February, 2012)

• Commentary: Discussion of Rosenblatt’s work on Global Measures of Deviations for Density Estimates.- Commentary: Murray Rosenblatt’s contributions to strong mixing.- Commentary: Murray Rosenblatt and cumulant/higher-order/polyspectra.- Commentary: Rosenblatt’s Contribution to Deconvolution.- Commentary: Rosenblatt’s Contributions to Random Walks on Compact Semigroups.- Commentary: The Rosenblatt Process.- On spectral analysis of stationary time series.- Remarks on a multivariate transformation.- Statistical spectral analysis of time series arising from stationary stochastic processes.- Recurrence-time moments in random walks.- A class of stationary processes and a centrallimit theorem.- A central limit theorem and a strong mixing condition.- Remarks on some nonparametric estimates of a density function.- Some regression problems in time series analysis.- Some purely deterministic processes.- Functions of a Markov process that are Markovian.- Stationary processes as shifts of functions of independent random variables.- Asymptotic distribution of eigenvalues of block Toeplitz matrices.- Limits of convolution sequences of measures on a compact topological semigroup.- Independence and dependence.- Asymptotic behavior of eigenvalues of Toeplitz forms.- Estimation of the bispectrum.- Asymptotic theory of estimates of kthorder spectra.- Remarks on the Burgers equation.- Density estimates and Markov sequences.- Curve estimates.- On some global measures of the deviations of density function estimates.- Asymptotic behavior of a spline estimate of a density function.- Fractional integrals of stationary processes and the central limit theorem.- Limit theorems for Fourier transforms of functionals of Gaussian sequences.- Deconvolution and estimation of transfer function phase and coefficients for non-Gaussian linear processes.- Asymptotic normality, strong mixing and spectral density estimates.- Deconvolution of non-Gaussian linear processes with vanishing spectralvalues.- Scale renormalization and random solutions of the Burgers equation. On frequency estimation.- Maximum likelihood estimation for noncausal autoregressive processes.- Spectral analysis for harmonizable processes.- Correction: “Spectral analysis for harmonizable processes”.- Estimation for almost periodic processes.- Prolate spheroidal spectral estimates.- Correction: “Estimation for almost periodic processes”.