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Bulletin of the American Mathematical Society

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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.

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

  • 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 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), 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. 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. 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
American Mathematical Society