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 3-7643-3264-6.

**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****2.**Ulf Grenander and Murray Rosenblatt,*Statistical analysis of stationary time series*, John Wiley & Sons, New York; Almqvist & Wiksell, Stockholm, 1957. MR**0084975****3.**Paul R. Halmos,*Shifts on Hilbert spaces*, J. Reine Angew. Math.**208**(1961), 102–112. MR**0152896**, https://doi.org/10.1515/crll.1961.208.102**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****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****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****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.**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**

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