Book 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 3764332646.
 1.
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 (27 #815)
 2.
Ulf
Grenander and Murray
Rosenblatt, Statistical analysis of stationary time series,
John Wiley & Sons, New York; Almqvist & Wiksell, Stockholm, 1957.
MR
0084975 (18,959b)
 3.
Paul
R. Halmos, Shifts on Hilbert spaces, J. Reine Angew. Math.
208 (1961), 102–112. MR 0152896
(27 #2868)
 4.
Takeyuki
Hida, Canonical representations of Gaussian processes and their
applications., Mem. Coll. Sci. Univ. Kyoto. Ser. A. Math.
33 (1960/1961), 109–155. MR 0119246
(22 #10012)
 5.
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
(83i:01089)
 6.
A. N. Kolmogorov, Stationary sequences in Hilbert space, Bull. Math. Univ. Moscow 2 (1941), 40 pp. (Russian)
 7.
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
(83i:01089)
 8.
M. B. Priestley, Nonlinear and nonstationary 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.
Herman
Wold, A study in the analysis of stationary time series,
Almqvist and Wiksell, Stockholm, 1954. 2d ed; With an appendix by Peter
Whittle. MR
0061344 (15,811d)
 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. 5778. 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), 102112. MR 152896
 4.
 T. Hida, Canonical representations of Gaussian processes and their applications, Mem. Coll. Sci. Univ. Kyoto Ser. A 33 (1960), 109155. 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. 402425). 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 predictiontheoretic papers, Norbert Wiener: Collected Works, Vol. III, MIT Press, Cambridge, Mass., 1981, pp. 276306. MR 652691
 8.
 M. B. Priestley, Nonlinear and nonstationary 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), 133139
DOI:
http://dx.doi.org/10.1090/S027309791989157911
PII:
S 02730979(1989)157911
