Correlation Theory of Stationary and Related Random Functions is an elementary introduction to the most important part of the theory dealing only with the first

This two-part treatment covers the general theory of stationary random functions and the Wiener-Kolmogorov theory of extrapolation and interpolation of random s

The theory of random functions is a very important and advanced part of modem probability theory, which is very interesting from the mathematical point of view

Focussing on applications, this book covers a very broad range, including simple and complex univariate and multivariate density estimation, nonparametric regre