Celebratio Mathematica

Murray Rosenblatt

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Students

Madhav Pandurang Heble :Linear estimation of regression coefficients, orthogonal matrix polynomials and application to multidimensional weakly stationary processes; interpolation and regression Indiana University, Ph.D. 1960
Perry A. Scheinok :The error on using the asymptotic variance and bias of spectrograph estimates for finite observation time Indiana University, Ph.D. 1960
Jack Hachigian :Some further results on functions of Markov processes Indiana University, Ph.D. 1961
Tze Chien Sun :A central limit theorem for non-linear functions of a normal stationary process Brown University, Ph.D. 1963
Henry Alan Krieger :Toeplitz operators on locally compact Abelian groups Brown University, Ph.D. 1964
John Winslow Van Ness :Estimates of the bispectrum of stationary random processes Brown University, Ph.D. 1964
Mahendra Ganpatrao Nadkarni :Vector-valued weakly stationary stochastic processes and factorization of matrix-valued functions and strong mixing and uniformly ergodic Gaussian processes Brown University, Ph.D. 1965
Henry Russell Richardson, III :Regression analysis when the least-squares estimate is not asymptotically efficient Brown University, Ph.D. 1965
Seung Chul Chay :On quasi-Markov random fields University of California, San Diego, Ph.D. 1970
Michael Lawrence Sturgeon :The representation of invariant conservative Baire measures for certain Markov processes University of California, San Diego, Ph.D. 1972
Diane Milson Marcus :On the approximation of distributions of sums of independent summands by infinitely divisible distributions: $n$-dimensional case University of California, San Diego, Ph.D. 1974
Keh-Shin Lii :Density estimation and splines University of California, San Diego, Ph.D. 1975
Richard Crane Bradley, Jr. :Measures of dependence on stationary sequences of random variables University of California, San Diego, Ph.D. 1978
Yue-Pok Mack :$k$-nearest neighbor estimation University of California, San Diego, Ph.D. 1978
Richard Alan Davis :Extremes of stationary processes University of California, San Diego, Ph.D. 1979
Stewart Charles Strait :A quadratic measure of deviation of spectral estimates University of California, San Diego, Ph.D. 1979
Larry Mark Goldstein :Extensions of stochastic approximation procedures University of California, San Diego, Ph.D. 1984
Karen Sue Messer :Boundary effects of smoothing splines University of California, San Diego, Ph.D. 1985
Bruce Edward Wahlen :A nonparametric measure of independence University of California, San Diego, Ph.D. 1991
Michael Kramer :The fluctuation of the Gaussian likelihood for stationary random sequences University of California, San Diego, Ph.D. 1993
Yukuang Chiu :Topics on prediction and representation of stationary processes University of California, San Diego, Ph.D. 1994
Anthony Collins Gamst :Stochastic Burgers flows University of California, San Diego, Ph.D. 1998