Grenander, Ulf; Rosenblatt, Murray Statistical analysis of stationary time series. Republication of the 1984 2nd ed. (English) Zbl 0902.62115 Providence, RI: AMS Chelsea Publishing. 308 p. (1997). See the review of the first edition from 1957, Zbl 0080.12904. The second edition has been a corrected reprint of the first edition. MSC: 62M15 Inference from stochastic processes and spectral analysis 62M10 Time series, auto-correlation, regression, etc. in statistics (GARCH) 62-02 Research exposition (monographs, survey articles) pertaining to statistics 60G10 Stationary stochastic processes Keywords:representations of stationary processes; interpolation; prediction; filtering; parametric models; spectral estimation; distributions of spectral estimators; linear estimators Citations:Zbl 0575.62080; Zbl 0080.12904 × Cite Format Result Cite Review PDF