Murray Rosenblatt | Academic Influence

Murray Rosenblatt's AcademicInfluence.com Rankings

Murray Rosenblatt

Mathematics

#470

World Rank

#920

Historical Rank

#211

USA Rank

Statistics

#39

World Rank

#56

Historical Rank

#21

USA Rank

mathematics Degrees

Download Badge

Mathematics

Murray Rosenblatt's Degrees

PhD Mathematics University of California, Berkeley
Masters Mathematics University of California, Berkeley
Bachelors Mathematics University of California, Berkeley

Similar Degrees You Can Earn

Best Online Bachelor's in Math 2025

Why Is Murray Rosenblatt Influential?

(Suggest an Edit or Addition)

According to Wikipedia, Murray Rosenblatt was a statistician specializing in time series analysis who was a professor of mathematics at the University of California, San Diego. He received his Ph.D. at Cornell University. He was also a recipient of a Guggenheim Fellowship, in 1965, and was a member of the National Academy of Sciences. He wrote about 140 research articles, 4 books, and co-edited 6 books.

(See a Problem?)

Murray Rosenblatt's Published Works

Number of citations in a given year to any of this author's works

Total number of citations to an author for the works they published in a given year. This highlights publication of the most important work(s) by the author

Published Works

Remarks on Some Nonparametric Estimates of a Density Function (1956) (4168)
Remarks on a Multivariate Transformation (1952) (2702)
A CENTRAL LIMIT THEOREM AND A STRONG MIXING CONDITION. (1956) (1133)
Statistical analysis of stationary time series (1958) (869)
Stationary sequences and random fields (1985) (558)
Central limit theorem for stationary processes (1972) (444)
DISTRIBUTION FREE TESTS OF INDEPENDENCE BASED ON THE SAMPLE DISTRIBUTION FUNCTION (1961) (444)
Markov Processes, Structure and Asymptotic Behavior (1971) (417)
On Some Global Measures of the Deviations of Density Function Estimates (1973) (407)
Deconvolution and Estimation of Transfer Function Phase and Coefficients for NonGaussian Linear Processes. (1982) (355)
A MARKOVIAN FUNCTION OF A MARKOV CHAIN (1958) (263)
Statistical Models and Turbulence. (1974) (261)
A Quadratic Measure of Deviation of Two-Dimensional Density Estimates and A Test of Independence (1975) (261)
ASYMPTOTIC THEORY OF ESTIMATES OF kTH-ORDER SPECTRA. (1967) (257)
Multivariate k-nearest neighbor density estimates (1979) (255)
Smoothing Techniques for Curve Estimation (1979) (195)
Smoothing Splines: Regression, Derivatives and Deconvolution (1983) (154)
Estimation of the Bispectrum (1965) (145)
Independence and Dependence (1961) (136)
Maximum likelihood estimation for noncausal autoregressive processes (1991) (126)
Statistical Spectral Analysis of Time Series Arising from Stationary Stochastic Processes (1953) (111)
On frequency estimation (1988) (85)
Limit Theorems Associated with Variants of the Von Mises Statistic (1952) (85)
Stochastic Curve Estimation (1991) (84)
Central Limit Theorems for Interchangeable Processes (1958) (79)
Gaussian and Non-Gaussian Linear Time Series and Random Fields (1999) (69)
Stationary Processes as Shifts of Functions of Independent Random Variables (1959) (68)
Zero Crossing Probabilities for Gaussian Stationary Processes (1962) (64)
On the Maximal Deviation of $k$-Dimensional Density Estimates (1976) (60)
SINGULAR GAUSSIAN MEASURES IN DETECTION THEORY (1963) (59)
Linear processes and bispectra (1980) (58)
Spectral analysis for harmonizable processes (2002) (57)
Some limit theorems for partial sums of quadratic forms in stationary Gaussian variables (1979) (55)
On a class of Markov processes (1951) (54)
Integrated mean squared error of a smoothing spline (1981) (54)
An extension of a theorem of G. Szegö and its application to the study of stochastic processes (1954) (52)
Limit theorems for Fourier transforms of functionals of Gaussian sequences (1981) (50)
Equicontinuous Markov Operators (1964) (50)
Some comments on narrow band-pass filters (1961) (48)
New Directions in Time Series Analysis : Part II (1993) (47)
A multi-dimensional prediction problem (1958) (44)
Cumulants and cumulant spectra (1983) (40)
Asymptotic Normality, Strong Mixing and Spectral Density Estimates (1984) (39)
Two-Dimensional Random Fields (1973) (38)
New directions in time series analysis (1993) (37)
An approximate maximum likelihood estimation for non-Gaussian non-minimum phase moving average processes (1992) (35)
Athens Conference on Applied Probability and Time Series Analysis (1996) (33)
Nth Order Markov Chains with Every N Variables Independent (1962) (33)
Prolate spheroidal spectral estimates (2008) (31)
On the structure of infinitely divisible distributions. (1959) (31)
Estimation for Almost Periodic Processes (2006) (31)
A nonparametric measure of independence under a hypothesis of independent components (1992) (31)
Some Purely Deterministic Processes (1957) (27)
TRANSITION PROBABILITY OPERATORS. (1967) (27)
Products of independent identically distributed stochastic matrices (1965) (25)
A CLASS OF STATIONARY PROCESSES AND A CENTRAL LIMIT THEOREM. (1956) (25)
Limits of Convolution Sequences of Measures on a Compact Topological Semigroup (1960) (24)
Uniform ergodicity and strong mixing (1972) (23)
Idempotent measures on a compact topological semigroup (1963) (22)
Functions of a Markov Process That are Markovian (1959) (21)
Global measures of deviation for kernel and nearest neighbor density estimates (1979) (21)
Recurrence-time moments in random walks. (1953) (21)
Time Series Analysis (1963) (20)
DISTRIBUTION FOR THE SMALLEST DISTANCE BETWEEN ANY PAIR OF KTH NEAREST NEIGHBOR RANDOM POINTS ON A LINE. (1963) (19)
Asymptotic normality of cumulant spectral estimates (1990) (18)
On Spectral Analysis of Stationary Time Series. (1952) (17)
Review: A. M. Yaglom, Correlation theory of stationary and random functions vol. I; Basic results, vol. II, Supplementary notes and references (1989) (16)
Asymptotic behavior of a spline estimate of a density function (1975) (16)
ESTIMATING THREE‐DIMENSIONAL ENERGY TRANSFER IN ISOTROPIC TURBULENCE* (1982) (15)
A comment on a conjecture of N. Wiener (2009) (14)
Bispectra and Energy Transfer in Grid-Generated Turbulence (1979) (14)
Stationary Markov Chains and Independent Random Variables (1960) (14)
ASYMPTOTIC BEHAVIOR OF EIGENVALUES FOR A CLASS OF INTEGRAL EQUATIONS WITH TRANSLATION KERNELS (1962) (13)
On the Estimation of Regression Coefficients of a Vector-Valued Time Series with a Stationary Residual (1956) (13)
Some Simple Remarks on an Autoregressive Scheme and an Implied Problem (1997) (13)
Some Regression Problems in Time Series Analysis (1956) (12)
Some Problems in Estimating the Spectrum of a Time Series (1956) (12)
Studies in Probability Theory (1978) (12)
Fractional integrals of stationary processes and the central limit theorem (1976) (12)
REGRESSION ANALYSIS OF TIME SERIES WITH STATIONARY RESIDUALS. (1954) (12)
Parameter estimation for some time series models without contiguity (1991) (11)
Selected works of Murray Rosenblatt (2011) (11)
Functions of Markov processes (1966) (11)
Discussion: Consistent Nonparametric Regression (1977) (10)
Time series analysis in memory of E.J. Hannan (1997) (10)
A Fourth Order Deconvolution Technique for Nongaussian Linear Processes. (1982) (9)
Some Remarks on a Mixing Condition (1979) (9)
THE MULTIDIMENSIONAL PREDICTION PROBLEM. (1957) (9)
REMARKS ON HIGHER ORDER SPECTRA (1964) (8)
Pile-up Probabilities for the Laplace Likelihood Estimator of a Non-invertible First Order Moving Average (2007) (8)
Probability limit theorems and some questions in fluid mechanics 1) (1972) (8)
Some models exhibiting non-Gaussian intermittency (1987) (8)
Nonminimum phase non-Gaussian deconvolution (1988) (8)
FUNCTIONS OF REVERSIBLE MARKOV PROCESSES THAT ARE MARKOVIAN (1961) (7)
Estimation and deconvolution when the transfer function has zeros (1988) (7)
Line spectral analysis for harmonizable processes. (1998) (7)
Prediction and Non-Gaussian Autoregressive Stationary Sequences (1995) (7)
Invariant and subinvariant measures of transition probability functions acting on continuous functions (1973) (7)
An Inventory Problem (1954) (7)
Asymptotic distribution of eigenvalues of block Toeplitz matrices (1960) (7)
A Note on Prediction and an Autoregressive Sequence (1993) (7)
"Statistical Models and Turbulence": Comments on Turbulence and a Report on the Satellite Symposium (1972) (6)
Recurrent points and transition functions acting on continuous functions (1974) (6)
Asymptotics and representation of cubic splines (1976) (6)
Some nonlinear problems arising in the study of random processes (1964) (5)
ESTIMATES OF THE BISPECTRUM OF STATIONARY RANDOM PROCESSES (1964) (5)
Non-Gaussian autoregressive moving average processes. (1993) (5)
Regression Analysis of Vector-Valued Random Processes (1962) (4)
Remarks on limit theorems for nonlinear functionals of Gaussian sequences (1987) (4)
A Random Model of the Sea Surface Generated by a Hurricane (1957) (4)
Reversibility and Identifiability (2000) (3)
THE REPRESENTATION OF A CLASS OF TWO STATE STATIONARY PROCESSES IN TERMS OF INDEPENDENT RANDOM VARIABLES (1963) (3)
Prediction and Moments (1985) (3)
The Gaussian log likelihood and stationary sequences (1993) (3)
Statistical models and turbulence : proceedings of a symposium held at the University of California, San Diego (La Jolla), July 15-21, 1971 (1972) (3)
Spectral variance estimation and the analysis of turbulence data (1979) (3)
Deconvolution of non-Gaussian linear processes with vanishing spectral values. (1986) (3)
Non-Gaussian Linear Processes (1985) (2)
Polynomials in Gaussian Variables and Infinite Divisibility (1981) (2)
Nonminimum phase non-Gaussian autoregressive processes. (1990) (2)
Remarks on ergodicity of stationary irreducible transient Markov chains (1966) (2)
Prediction for some non-Gaussian autoregressive schemes (1986) (2)
The Likelihood of an Autoregressive Scheme (1996) (2)
Spectral analysis and harmonizable processes (2002) (2)
Nongaussian autoregressive sequences and random fields (1996) (2)
Remarks on Nongaussian Linear Processes with Additive Gaussian Noise (1984) (2)
Parameter estimation for finite-parameter stationary random fields (1986) (2)
An example and transition function equicontinuity (2006) (2)
Pentazocine dependence. (1969) (2)
Corrections: A Quadratic Measure of Deviation of Two-Dimension Density Estimates and a Test of Independence (1982) (2)
Review: E. J. Hannan, Time series analysis (1961) (1)
Asymptotic Behavior of Eigenvalues of Toeplitz Forms" (2011) (1)
Smoothing techniques for curve estimation : proceedings of workshop held in Heidelberg, April 2-4, 1979 (1979) (1)
Empirical sampling study of a goodness of fit statistic for density function estimation (1975) (1)
Note correcting a remark in a paper of Karl Bosch (1975) (1)
A Strong Mixing Condition and a Central Limit Theorem on Compact Groups (1967) (1)
SOME FURTHER RESULTS ON FUNCTIONS OF MARKOV PROCESSES (1960) (1)
Non-Gaussian Time Series Models (2004) (1)
LINEAR RANDOM FIELDS (1983) (1)
On the oscillation of sums of random variables (1952) (1)
Book Review: Correlation theory of stationary and random functions vol. I; Basic results, vol. II, Supplementary notes and references (1989) (1)
Proceedings of the Symposium on Time Series Analysis : held at Brown University, June 11-14, 1962 (1964) (1)
MATHEMATICAL PROBLEMS IN THE SHANNON THEORY OF OPTIMAL CODING OF INFORMATION (2005) (1)
Bispectra and phase of non-Gaussian linear processes (1993) (1)
Monte Carlo and Turbulence (1991) (1)
SOME APPROXIMATE DISTRIBUTIONS OF CROSS-SPECTRAL ESTIMATES FOR GAUSSIAN PROCESSES (1962) (1)
Estimation for finite parameter schemes (1993) (1)
Multiply Schemes and Shuffling. (1975) (1)
ASYMPTOTIC RESULTS ON A SPLINE ESTIMATE OF A PROBABILITY DENSITY (1975) (1)
Nonparametric curve estimation (1979) (1)
Cumulant Spectral Estimates (1985) (1)
Comments on statistical speetral analysis (1953) (1)
THE NUMBER OF SOLUTIONS OF CERTAIN EQUATIONS IN A FINITE FIELD (2005) (0)
Spectral Density Estimates (1985) (0)
Cumulants, Mixing and Estimation for Gaussian Fields (2000) (0)
Spectral analysis for processes with almost periodic covariances (2010) (0)
Quadratic Forms, Limit Theorems and Mixing Conditions (1985) (0)
Lecture 8: Examples of long-range dependence (1991) (0)
Lecture 2: Local asymptotics (1991) (0)
CORRECTION SPECTRAL ANALYSIS FOR HARMONIZABLE PROCESSES BY KEH-SHIN LII (2002) (0)
Short Range and Long Range Dependence (2015) (0)
Remarks suggested by the paper of H. Tong (2011) (0)
ESTIMATION FOR ALMOST PERIODIC PROCESSES BY KEH-SHIN LII (2006) (0)
Comments on Estimation and Prediction for Autoregressive and Moving Average Nongaussian Sequences (1997) (0)
Nonminimum phase non-Gaussian autoregressive processes (noncausal/maximum likelihood/asymptotic normality) (2016) (0)
Correction: Spectral analysis for harmonizable processes (2003) (0)
Remarks suggested by the paper of H . (2011) (0)
Lecture 7: Spectral densities and cumulants (1991) (0)
Density and Regression Estimates (1985) (0)
Stationary processes and a one sided representation in terms of independent identically distributed random variables. (2009) (0)
Weakly Stationary Processes and Random Harmonic Analysis (1974) (0)
Lecture 6: Probability density and regression estimation in the case of short-range dependence (1991) (0)
Note: Correction to "Some Remarks on a Mixing Condition" (1979) (0)
On Deviations Between Empirical and Quantile Mixing Random Variables (2003) (0)
Basic Notions for Finite and Denumerable State Models (1974) (0)
Lecture 3: Global measures of deviation (1991) (0)
Spectral Analysis and a Class of Nonstationary Processes (2003) (0)
Review: Arunava Mukherjea and Nicholas A. Tserpes, Measures on topological semigroups: Convolution products and random walks (1978) (0)
Lecture 4: Cross-validation (1991) (0)
Lecture 1: Origins (1991) (0)
Dependence and Nonlinearity (2009) (0)
Prediction for Minimum and Nonminimum Phase Models (2000) (0)
Parameter estimation and hypothesis testing in spectral analysis of stationary time series. Springer Series in Statistics - K. Dzhaparidze. (1987) (0)
The Fluctuation of the Quasi-Gaussian Likelihood (2000) (0)
Probability Spaces with an Infinite Number of Sample Points (1974) (0)
Low Rate Multiplexer (1984) (0)
Lecture 5: Measures of short-range dependence (1991) (0)
Nonlinear Representations in Terms of Independent Random Variables (1971) (0)
Homogeneous Gaussian Random Fields (2000) (0)
Comments on Structure and Estimation for NonGaussian Linear Processes (1989) (0)
Line spectral analysis for harmonizable processes (nonstationarityyspectral estimationyasymptotic bias and covariance) (1998) (0)
Lecture 10: Open questions (1991) (0)
Random Time Processes. (1981) (0)
Lecture 9: Curve estimation and long-range dependence (1991) (0)
Estimation of Parameters of Finite Parameter Models (1985) (0)
The behavior at zero of the characteristic function of a random variable (1952) (0)
Estimation for a class of nonstationary processes (2011) (0)
Volume I: Joseph Berkson, Estimation by Least Squares and by Maximum Likeli- (1957) (0)
Non Gaussian Autoregressive and Moving Average Schemes (1998) (0)
Minimum Phase Estimation (2000) (0)
Closure to “Discussions of ‘Oil Flow, Key Factor in Sleeve-Bearing Performance’” (1952, Trans. ASME, 74, pp. 865–866) (1952) (0)
Mixing and the Central Limit Theorem (1971) (0)
A Note on Maximum Entropy (1989) (0)
Remarks on Some Applications (1971) (0)
Random Walks and Convolution on Groups and Semigroups (1971) (0)
Review: Richard Bellman, Stochastic Processes in Mathematical Physics and Engineering (1966) (0)
Ergodic and Prediction Problems (1971) (0)
Deconvolution of Non-Gaussian Seismic Events (1983) (0)
KERNEL ESTIMATORS OF ASYMPTOTIC VARIANCE FOR ADAPTIVE MARKOV CHAIN MONTE CARLO 1 (2011) (0)
Basic Notions and Illustrations (1971) (0)
Estimation for Possibly Nonminimum Phase Schemes (2000) (0)
Printed in Great Britain On frequency estimation (2004) (0)

This paper list is powered by the following services:

Other Resources About Murray Rosenblatt

en.wikipedia.org

What Schools Are Affiliated With Murray Rosenblatt?

Murray Rosenblatt is affiliated with the following schools: