
Extrapolation, Interpolation, and Smoothing of Stationary Time Series
Norbert Wiener
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The book was written from lectures given at the University of Cambridge and maintains throughout a high level of rigour whilst remaining a highly readable and lucid account. Topics covered include the Planchard theory of the existence of Fourier transforms of a function of L2 and Tauberian theorems. The influence of G. H.
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