Bulletin of the American Mathematical Society

MathSciNet review: 1567751
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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.

Peter J. Brockwell and Richard A. Davis, Time series: theory and methods, Springer Series in Statistics, Springer-Verlag, New York, 1987. MR 868859, DOI 10.1007/978-1-4899-0004-3

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.

P. Hall and C. C. Heyde, Martingale limit theory and its application, Probability and Mathematical Statistics, Academic Press, Inc. [Harcourt Brace Jovanovich, Publishers], New York-London, 1980. MR 624435

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.

Jens-Peter Kreiss, On adaptive estimation in stationary ARMA processes, Ann. Statist. 15 (1987), no. 1, 112–133. MR 885727, DOI 10.1214/aos/1176350256

Murray Rosenblatt, Stationary sequences and random fields, Birkhäuser Boston, Inc., Boston, MA, 1985. MR 885090, DOI 10.1007/978-1-4612-5156-9

1.

P. Brockwell and R. Davis, Time series: Theory and methods, Springer Verlag, 1987. MR 0868859

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