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The Rosenblatt Process

  • Richard A. Davis
  • Keh-Shin Lii
  • Dimitris N. Politis
Chapter
Part of the Selected Works in Probability and Statistics book series (SWPS)

Abstract

This is a brief history of the Rosenblatt process, how it came about, the role it played, its properties and a detailed description of its various representations.

Keywords

Central Limit Theorem Fractional Brownian Motion Hermite Polynomial Time Representation Stationary Increment 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

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Copyright information

© Springer Science+Business Media, LLC 2011

Authors and Affiliations

  • Richard A. Davis
    • 1
  • Keh-Shin Lii
    • 2
  • Dimitris N. Politis
    • 3
  1. 1.Department of StatisticsColumbia UniversityNew YorkUSA
  2. 2.Department of StatisticsUniversity of CaliforniaRiversideUSA
  3. 3.Department of MathematicsUniversity of California, San DiegoLa JollaUSA

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