Stationary Sequences and Random Fields (Murray Rosenblatt)
James Pickands · SIAM Review · 1987
Previous article Next article Stationary Sequences and Random Fields (Murray Rosenblatt)James Pickands IIIJames Pickands IIIhttps://doi.org/10.1137/1029144PDFBibTexSections ToolsAdd to favoritesExport CitationTrack CitationsEmail SectionsAbout"Stationary Sequences and Random Fields (Murray Rosenblatt)." SIAM Review, 29(4), pp. 670–671[1] G. E. Box and , G. Jenkins, Time series analysis: forecasting and control, Holden-Day, San Francisco, Calif., 1976xxi+575 55:9445 0363.62069 Google Scholar[2] Patrick Billingsley, Statistical inference for Markov processes, Statistical Research Monographs, Vol. II. The University of Chicago Press, Chicago, Ill., 1961vii+75 23:A746 0106.34201 Google Scholar Previous article Next article FiguresRelatedReferencesCited byDetails Volume 29, Issue 4| 1987SIAM Review History Published online:17 February 2012 InformationCopyright © 1987 © Society for Industrial and Applied MathematicsPDF Download Article & Publication DataArticle DOI:10.1137/1029144Article page range:pp. 670-671ISSN (print):0036-1445ISSN (online):1095-7200Publisher:Society for Industrial and Applied Mathematics