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Spectral analysis and time series. Volume 1: Univariate series. Volume 2: Multivariate series, prediction and control. (Reprinted in paperback with corrections. 3rd printing). (English) Zbl 0576.62088

Probability and Mathematical Statistics. London etc.: Academic Press, Inc. Harcourt Brace Jovanovich, Publishers. XXVIII, 890 p., A-IX, R-XXI, I-XV p. $ 42.50; £25.00 (1984).
See the review of the first edition from 1981, Zbl 0537.62075.

MSC:

62M15 Inference from stochastic processes and spectral analysis
62-02 Research exposition (monographs, survey articles) pertaining to statistics
62M10 Time series, auto-correlation, regression, etc. in statistics (GARCH)
62M20 Inference from stochastic processes and prediction

Citations:

Zbl 0537.62075