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.**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