Name Murray Rosenblatt | ||
Awards Guggenheim Fellowship for Natural Sciences, US & Canada Books Stationary sequences and rand, Markov Processes: Structure, Gaussian and Non‑Gau, Random Processes, Stochastic Curve Estimation | ||
Murray Rosenblatt (born September 7, 1926) is a statistician specializing in time series analysis who is 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 has been a member of the National Academy of Sciences, since 1984. He has written about 140 research articles, 4 books, and co-edited 6 books.
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Education and career
Rosenblatt was born in New York City and went to City College of New York. He completed his PhD in 1949 under the direction of Mark Kac at Cornell University. He became an instructor/assistant professor in the Committee of Statistics at the University of Chicago. He was at the University of Indiana, and Brown University before his joining the University of California at San Diego in 1964. He became well known for his contributions on time series and Markov processes. He conducted seminal work on density estimation, central limit theorems under strong mixing, spectral domain methods and long memory processes.
Awards and honors
In addition to being a fellow of the Institute of Mathematical Statistics and American Association for the Advancement of Science, he was a Guggenheim fellow (1965–1966, 1971–1972) and was elected to the National Academy of Sciences in 1984. In 2013 he became a fellow of the American Mathematical Society, for "contributions to probability and statistics".