|
Book Review
The AMS does not provide abstracts of book reviews.
You may download the entire review from the links below.
Retrieve article in:
PDF
Book Information
Author(s):
A. M. Yaglom
Title:
Correlation theory of stationary and random functions vol. I; Basic results, vol. II, Supplementary notes and references
Additional book information:
Springer Series in Statistics, Springer-Verlag, New York, Berlin and Heidelberg, 1987, vol. I, xiv + 526 pp., $58.00. ISBN 0-387-96268-9, vol. II, vii + 258 pp., $56.50. ISBN 0-387-96331-6
References:
- 1.
- P. Brockwell and R. Davis, Time series: Theory and methods, Springer Verlag, 1987. MR 868859
- 2.
- J. W. Cooley, P. A. W. Lewis and P. D. Welch, Historical notes on the fast Fourier transform, IEEE Trans. Audio Electroacoust. no. 2, 15 (1967), 76-79.
- 3.
- A. Einstein, Méthode pour la détermination de valeurs statistiques d'observations concernant des grandeurs soumises a des fluctuations irrégulières, Arch. Sci. Phys. et Natur., Sér. 4 37(1914), 254-256.
- 4.
- P. Hall and C. C. Heyde, Martingale limit theory and its applications, Academic Press, New York, 1980. MR 624435
- 5.
- E. J. Hannan and M. Deistler, The statistical theory of linear systems, John Wiley, New York, 1988. MR 940698
- 6.
- M. J. Heideman, D. H. Johnson and C. S. Burns, Gauss and the history of the fast Fourier transform, IEEE Acoust. Specuh Signal Process Magazine, no. 4, 1 (1984), 14-21.
- 7.
- J. P. Kreiss, On adaptive estimation in stationary ARMA processes, Ann. Stat. 15(1987), 112-133. MR 885727
- 8.
- M. Rosenblatt, Stationary sequences and random fields, Birkhäuser, 1985. MR 885090
Additional Information:
Reviewer(s):
Murray
Rosenblatt
Review Information:
Journal:
Bull. Amer. Math. Soc.
20
(1989),
207-211.
DOI:
10.1090/S0273-0979-1989-15767-4
PII:
S 0273-0979(1989)15767-4
|
Comments: webmaster@ams.org