Correlation theory of stationary and related random functions. Volume I: Basic results

zbMath0685.62077MaRDI QIDQ1262063

Publication date: 1987

Published in: Springer Series in Statistics (Search for Journal in Brave)

spectral estimation; time series; random fields; linear filters; spectral representations; spectral densities; generalized stationary processes; autocovariances; estimation of means; correlation theory; second order theory; Mixed autoregressive-moving average models; spectral analysis of stationary stochastic processes

Mathematics Subject Classification ID

60G10: Stationary stochastic processes

62M15: Inference from stochastic processes and spectral analysis

60G12: General second-order stochastic processes

62-01: Introductory exposition (textbooks, tutorial papers, etc.) pertaining to statistics

60-01: Introductory exposition (textbooks, tutorial papers, etc.) pertaining to probability theory

60G35: Signal detection and filtering (aspects of stochastic processes)

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