The Spectral Theory of Vector Processes
E. J. Hannan · Wiley series in probability and statistics · 1970
The prelims comprise: Introduction The Spectral Theorems for Continuous-Time Stationary Processes Sampling a Continuous-Time Process. Discrete time Processes Linear Filters Some Special Models Some Spectral Theory for Nonstationary Processes Nonlinear Transformations of Random Processes Higher Order Spectra Spectral Theory for GRP Spectral Theories for Homogeneous Random Processes on Other Spaces Filters, General Theory Exercises Appendix