This book is concerned with a set of related problems in probability theory that are considered i...

This monograph will be of interest to researchers and graduate students in time series and probab...

Part of a two volume set based on a recent IMA program of the same name. The goal of the program ...

This IMA Volume in Mathematics and its Applications NEW DIRECTIONS IN TIME SERIES ANALYSIS, PART ...

This book has a dual purpose. One of these is to present material which selec­ tively will be app...

Much of this book is concerned with autoregressive and moving av­ erage linear stationary sequenc...