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Bulletin of the American Mathematical Society

ISSN 1088-9485(online) ISSN 0273-0979(print)

Book Review

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Book Information:

Author: 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 [Enhancements On Off] (What's this?)

  • 1. Peter J. Brockwell and Richard A. Davis, Time series: theory and methods, Springer Series in Statistics, Springer-Verlag, New York, 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 application, Academic Press, Inc. [Harcourt Brace Jovanovich, Publishers], New York-London, 1980. Probability and Mathematical Statistics. MR 624435
  • 5. E. J. Hannan and Manfred Deistler, The statistical theory of linear systems, Wiley Series in Probability and Mathematical Statistics: Probability and Mathematical Statistics, John Wiley & Sons, Inc., 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. Jens-Peter Kreiss, On adaptive estimation in stationary ARMA processes, Ann. Statist. 15 (1987), no. 1, 112–133. MR 885727,
  • 8. Murray Rosenblatt, Stationary sequences and random fields, Birkhäuser Boston, Inc., Boston, MA, 1985. MR 885090

Review Information:

Reviewer: Murray Rosenblatt
Journal: Bull. Amer. Math. Soc. 20 (1989), 207-211
American Mathematical Society