Correlation theory of stationary and related random functions. Volume II: Supplementary notes and references (Q1262064)

[For Vol. I see the preceding review, Zbl 0685.62077.] This book is an appendix to volume I. It contains about 60 pages of references from a variety of fields which are quite useful for people interested in spectral analysis of time series. However, it is by no means complete, as some recent developments like robustness considerations are not mentioned at all. Even for subjects like autoregressive order selection, which are covered in detail in the text, the bibliography makes a haphazard impression; some simulation results of minor importance are referred to whereas, e.g., Shibata's fundamental theoretical work on the AIC is missing. The main part of the book is formed by supplementary notes to volume I. Here, more mathematical details are provided for the interested reader, but not always as much as in standard mathematical textbooks on the same subject. On the other hand, lots of different topics are addressed, which serve as an incentive for further reading. Also some nice historical remarks can be found.