A classic treatment of stationary processes and prediction theory from the acclaimed Annals of Mathematics Studies series Princeton University Press is proud to

The problem of forecasting future values of economic and physical processes, the problem of restoring lost information, cleaning signals or other data observati

Suitable for a one-semester course, this text teaches students how to use stochastic processes efficiently. Carefully balancing mathematical rigor and ease of e

The purpose of the workshop was to bring together researchers working in a broad spectrum of nonstationary stochastic processes to present their findings and te