Lacunary systems and generalized linear processes

The Statistical Analysis of Time Series.

T. W. Anderson · Biometrics · 1995 · 2K citations

Computing, Mathematics, Probability Theory +13

Analysis of recursive stochastic algorithms

Lennart Ljung · IEEE Transactions on Automatic Control · 1977 · 1.5K citations

Engineering, Computer Science, Mathematics +17

The Statistical Analysis of Time Series.

Mark Priestley, T. W. Anderson · Journal of the Royal Statistical Society Series A (General) · 1972 · 1.3K citations

Computing, Mathematics, Probability Theory +13

Distribution Function Inequalities for Martingales

D. L. Burkholder · The Annals of Probability · 1973 · 828 citations · Full text

Natural Sciences, Mathematics, Probability Theory +12

A view of three decades of linear filtering theory

T. Kailath · IEEE Transactions on Information Theory · 1974 · 709 citations

Natural Sciences, Mathematics, Time Series Analysis +8