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Book Reviews

Book Reviews

Pages 1677-1694 | Published online: 05 Apr 2012

References

  • Doob , J. L. 1953 . Stochastic Processes , New York : John Wiley & Sons, Inc. .
  • Goodman , N. R. 1957 . “On the Joint Estimation of the Spectra, Cospectrum and Quadrature Spectrum of a Two-Dimensional Stationary Gaussian Process,” (Mimeograph)
  • Granger , C. W. J. and Hatanaka , M. 1964 . Spectral Analysis of Economic Time Series , Princeton : Princeton University Press .
  • Grenander , U. and Rosenblatt , M. 1957 . Statistical Analysis of Stationary Time Series , New York : John Wiley & Sons, Inc. .
  • Hannan , E. J. 1960 . Time Series Analysis , London : Methuen .
  • Hannan , E. J. 1965 . “The Estimation of Relationships Involving Distributed Lags,” . Econometrica , 33 January : 206 – 25 .
  • Parzen , E. “Mathematical Considerations in the Estimation of Spectra,” . Technometrics , Vol. 3 ( 2 ) 167 – 90 .
  • Rozanov , Y. A. 1967 . Stationary Random Processes , San Francisco : Holden-Day .
  • Yaglom , A. M. 1962 . An Introduction to the Theory of Stationary Random Functions , Englewood Cliffs , N. J. : Prentice-Hall, Inc. .

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