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Book Review
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Book Information
Author(s):
Murray Rosenblatt
Title:
Stationary sequences and random fields
Additional book information:
Birkhäuser, Boston, Basel, Stuttgart, 1985, 258 pp., $34.95. ISBN 3-7643-3264-6
References:
- 1.
- H. Cramér, On some classes of nonstationary processes, Proc. Fourth Berkeley Sympos., vol. II, Univ. of California Press, Berkeley and Los Angeles, 1961, pp. 57-78. MR 150828
- 2.
- U. Grenander and M. Rosenblatt, Statistical analysis of stationary time series, John Wiley and Sons, New York, 1957. MR 84975
- 3.
- P. R. Halmos, Shifts on Hilbert spaces, J. Reine Angew. Math. 208 (1961), 102-112. MR 152896
- 4.
- T. Hida, Canonical representations of Gaussian processes and their applications, Mem. Coll. Sci. Univ. Kyoto Ser. A 33 (1960), 109-155. MR 119246
- 5.
- G. Kallianpur, Some ramifications of Wiener's ideas on nonlinear prediction (in Norbert Wiener: Collected Works, Vol. III, MIT Press (P. Masani, ed.), Cambridge, Mass., 1981, pp. 402-425). MR 652691
- 6.
- A. N. Kolmogorov, Stationary sequences in Hilbert space, Bull. Math. Univ. Moscow 2 (1941), 40 pp. (Russian)
- 7.
- P. Masani, Commentary on the prediction-theoretic papers, Norbert Wiener: Collected Works, Vol. III, MIT Press, Cambridge, Mass., 1981, pp. 276-306. MR 652691
- 8.
- M. B. Priestley, Non-linear and non-stationary time series analysis, Academic Press, London, New York, 1988.
- 9.
- N. Wiener, (A comprehensive survey of Wiener's work on prediction is given in [7].
- 10.
- H. Wold, A study in the analysis of stationary time series, Almquist and Wiksells, Uppsala, 1938. MR 61344
Additional Information:
Reviewer(s):
G.
Kallianpur
Review Information:
Journal:
Bull. Amer. Math. Soc.
21
(1989),
133-139.
DOI:
10.1090/S0273-0979-1989-15791-1
PII:
S 0273-0979(1989)15791-1
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