Book Review
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MathSciNet review:
1567779
Full text of review:
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Book Information:
Author:
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.
Harald Cramér, On some classes of nonstationary stochastic processes, Proc. 4th Berkeley Sympos. Math. Statist. and Prob., Vol. II, Univ. California Press, Berkeley, Calif., 1961, pp. 57–78. MR 0150828
Ulf Grenander and Murray Rosenblatt, Statistical analysis of stationary time series, John Wiley & Sons, New York; Almqvist & Wiksell, Stockholm, 1957. MR 0084975
Paul R. Halmos, Shifts on Hilbert spaces, J. Reine Angew. Math. 208 (1961), 102–112. MR 152896, DOI 10.1515/crll.1961.208.102
Takeyuki Hida, Canonical representations of Gaussian processes and their applications, Mem. Coll. Sci. Univ. Kyoto Ser. A. Math. 33 (1960/61), 109–155. MR 119246, DOI 10.1215/kjm/1250776062
Norbert Wiener, Collected works with commentaries. Vol. III, Mathematicians of Our Time, vol. 20, MIT Press, Cambridge, Mass.-London, 1981. The Hopf\mhy Wiener integral equation; prediction and filtering; quantum mechanics and relativity; miscellaneous mathematical papers; Edited and with an introduction by Pesi Rustom Masani. MR 652691
6. A. N. Kolmogorov, Stationary sequences in Hilbert space, Bull. Math. Univ. Moscow 2 (1941), 40 pp. (Russian)
Norbert Wiener, Collected works with commentaries. Vol. III, Mathematicians of Our Time, vol. 20, MIT Press, Cambridge, Mass.-London, 1981. The Hopf\mhy Wiener integral equation; prediction and filtering; quantum mechanics and relativity; miscellaneous mathematical papers; Edited and with an introduction by Pesi Rustom Masani. 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].
Herman Wold, A study in the analysis of stationary time series, Almqvist & Wiksell, Stockholm, 1954. 2d ed; With an appendix by Peter Whittle. MR 0061344
- 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 0150828
- 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
Review Information:
Reviewer:
G. Kallianpur
Journal:
Bull. Amer. Math. Soc.
21 (1989), 133-139
DOI:
https://doi.org/10.1090/S0273-0979-1989-15791-1
