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The collected works of John W. Tukey. Volume I: Time series: 1949-1964. Volume II: Time series: 1965-1984. Ed. by David R. Brillinger. (English) Zbl 0699.62084
The Wadsworth Statistics/Probability Series. Belmont and Monterey, California: Wadsworth Advanced Books & Software. LXV, LXVII, 1153, I-39, I-80 p. (1984).
The Collected Works are meant to be more than a collection for the record or for future historians to sort out scientific movements. They can be used right now by researchers, by data analysts, and by students. To help readers, The Collected Works have been divided into subjects with an editor for each. The editors have selected just enough papers to convey the philosophies and methodologies of Tukey and have provided comments to guide readers through the writings. Many of John Tukey’s writings, including some of his most influential work, have never appeared before in published form. These volumes give the scientific and technological community easy access to this important material. (From the preface)
These two volumes contain the following articles of J. W. Tukey:
Vol. I: 1. Measuring noise color (with R. W. Hamming) (1949); 2. The sampling theory of power spectrum estimates (1950); 3. Book review (concerning N. Wiener, The extrapolation, interpolation and smoothing of stationary time series, with engineering applications.) (1952); 4. The spectral representation and transformation properties of the higher moments of stationary time series (1953); 5. Power spectral methods of analysis and their application to problems in airplane dynamics (with H. Press) (1956); 6. Table of contents, preface and glossary from “The measurement of power spectra from the point of view of communications engineering” (with R. B. Blackman) (1959); 7. The estimation of (power) spectra and related quantities (1959); 8. Equalization and pulse shaping techniques applied to determination of initial sense of Rayleigh waves (1959); 9. An introduction to the measurement of spectra (1959); 10. Discussion, emphasizing the connection between analysis of variance and spectrum analysis (1961); 11. Curves as parameters and touch estimation (1961); 12. The quefrency alanysis of time series for echoes: cepstrum, pseudo-autocovariance, cross-cepstrum and saphe-cracking (with B. P. Bogert and M. J. R. Healy) (1963); 13. What can data analysis and statistics offer today? (1963); 14. Mathematics 596: An introduction to the frequency analysis of time series (1963).
Vol. II: 15. An algorithm for the machine calculation of complex Fourier series (with J. W. Cooley) (1965); 16. Data analysis and the frontiers of geophysics (1965); 17. Uses of numerical spectrum analysis in geophysics (1966); 18. Spectrum analysis of geophysical data (with R. A. Haubrich) (1966); 19. Fourier methods in the frequency analysis of data (1966), and “Souvenir sheets” (1966); 20. Modern techniques of power spectrum estimation (with C. Bingham and M. D. Godfrey) (1967); 21. An introduction to the calculations of numerical spectrum analysis (1968); 22. Nonlinear (nonsuperposable) methods for smoothing data (1974); 23. First Scott lecture (1975); 24. Second Scott lecture (1975); 25. A data analyst’s comments on a variety of points and issues (1978); 26. Comment on a paper by H. L. Gray et al. (concerning H. L. Gray, G. D. Kelley and D. D. McIntire, A new approach to ARMA modeling) (1978); 27. Comments on a paper by C. W. J. Granger (concerning the article, “Seasonality: Causation, interpretation and implications”) (1978); 28. Can we predict where ‘time series’ should go next? (1980); 29. When should which spectrum approach be used? (1980); 30. Spectrum analysis in the presence of noise: some issues, and supplement (with D. R. Brillinger) (1983); 31. Styles of spectrum analysis (1984).

MSC:
62M10 Time series, auto-correlation, regression, etc. in statistics (GARCH)
62M15 Inference from stochastic processes and spectral analysis
01A75 Collected or selected works; reprintings or translations of classics
62-02 Research exposition (monographs, survey articles) pertaining to statistics