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

This book should be of interest to undergraduate and postgraduate students of probability theory.

Foundations of time series for researchers and students This volume provides a mathematical foundation for time seriesanalysis and prediction theory using the i

Rigorous exposition suitable for elementary instruction. Covers measure theory, axiomatization of probability theory, processes with independent increments, Mar