Correlation theory of stationary and related random functions. Volume I: Basic results
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Publication:1262063
zbMath0685.62077MaRDI QIDQ1262063
Publication date: 1987
Published in: Springer Series in Statistics (Search for Journal in Brave)
spectral estimationtime seriesrandom fieldslinear filtersspectral representationsspectral densitiesgeneralized stationary processesautocovariancesestimation of meanscorrelation theorysecond order theoryMixed autoregressive-moving average modelsspectral analysis of stationary stochastic processes
Stationary stochastic processes (60G10) Inference from stochastic processes and spectral analysis (62M15) General second-order stochastic processes (60G12) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to statistics (62-01) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to probability theory (60-01) Signal detection and filtering (aspects of stochastic processes) (60G35)
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