[Ach]     Achieser, N. I., Theory of approximation, Frederick Ungar, New York, 1956 (Russian, Kharkov, 1940; Moscow-Leningrad, 1947). MR0095369

[BaiCr]     Bain, A. and Crisan, D., Fundamentals of stochastic filtering, Springer, 2009. MR2454694

[BarN-S]     Barndorff-Nielsen, O. E. and Schou, G., On the parametrization of autoregressive models by partial autocorrelation. J. Multivariate Analysis 3 (1973), 408-419. MR0343510

[BasW]     Basor, E. L. and Widom, H., On a Toeplitz determinant identity of Borodin and Okounkov. Integral Equations Operator Theory 37 (2000), 397-401. MR1780119

[Bax1]     Baxter, G., A convergence equivalence related to polynomials orthogonal on the unit circle. Trans. Amer. Math. Soc. 99 (1961), 471-487. MR0126126

[Bax2]     Baxter, G., An asymptotic result for the finite predictor. Math. Scand. 10 (1962), 137-144. MR0149584

[Bax3]     Baxter, G., A norm inequality for a “finite-section” Wiener-Hopf equation. Illinois J. Math. 7 (1963), 97-103. MR0145285

[BekXu]     Bekjan, T. and Xu, Q., Riesz and Szegö type factorizations for non-commutative Hardy spaces. J. Operator Theory 62 (2009), 215-231. MR2520548

[Ber]     Beran, J., Statistics for long-memory processes. Chapman and Hall, London, 1994. MR1304490

[Berk]     Berk, K. N., Consistent autoregressive spectral estimates. Ann. Statist. 2 (1974), 489-502. MR0421010

[Beu]     Beurling, A., On two problems concerning linear transformations in Hilbert space, Acta Math. 81 (1948), 239-255 (reprinted in The collected works of Arne Beurling, Volumes 1,2, Birkhäuser, 1989). MR0027954

[Bin1]     Bingham, N. H., Józef Marcinkiewicz: Analysis and probability. Proc. Józef Marcinkiewicz Centenary Conference (Poznań, 2010), Banach Centre Publications 95 (2011), 27-44.

[Bin2]     Bingham, N. H., Multivariate prediction and matrix Szegö theory. Probability Surveys, 9 (2012), 325-339.

[BinFr]     Bingham, N. H. and Fry, J. M., Regression: Linear models in statistics. Springer Undergraduate Mathematics Series, 2010. MR2724817

[BinFrKi]     Bingham, N. H., Fry, J. M. and Kiesel, R., Multivariate elliptic processes. Statistica Neerlandica 64 (2010), 352-366. MR2683465

[BinGT]     Bingham, N. H., Goldie, C. M. and Teugels, J. L., Regular variation, 2nd ed., Cambridge University Press, 1989 (1st ed. 1987). MR0898871

[BinIK]     Bingham, N. H., Inoue, A. and Kasahara, Y., An explicit representation of Verblunsky coefficients. Statistics and Probability Letters 82 no. 2 (2012), 403-410.

[BlLa]     Blecher, D. P. and Labuschagne, L. E., Applications of the Fuglede-Kadison determinant: Szegö’s theorem and outers for non-commutative H^p. Trans. Amer. Math. Soc. 360 (2008), 6131-6147. MR2425707

[Bl1]     Bloomfield, P., An exponential model for the spectrum of a scalar time series. Biometrika 60 (1973), 217-226. MR0323048

[Bl2]     Bloomfield, P., Fourier analysis of time series: An introduction. Wiley, 1976. MR0654511

[Bl3]     Bloomfield, P., Non-singularity and asymptotic independence. E. J. Hannan Festschrift, J. Appl. Probab. 23A (1986), 9-21. MR0803159

[BlJeHa]     Bloomfield, P., Jewell, N. P. and Hayashi, E., Characterization of completely nondeterministic stochastic processes. Pacific J. Math. 107 (1983), 307-317. MR0705750

[BogHeTu]     Bogert, B. P., Healy, M. J. R. and Tukey, J. W., The quefrency alanysis of time series for echoes: cepstrum, pseudo-autocovariance, cross-cepstrum and saphe cracking. Proc. Symposium on Time Series Analysis (ed. M. Rosenblatt) Ch. 15, 209-243, Wiley, 1963.

[BorOk]     Borodin, A. M. and Okounkov, A., A Fredholm determinant formula for Toeplitz determinants. Integral Equations and Operator Theory 37 (2000), 386-396. MR1780118

[Bot]     Böttcher, A., Featured review of the Borodin-Okounkov and Basor-Widom papers. Mathematical Reviews 1790118/6 (2001g:47042a,b).

[BotKaSi]     Böttcher, A., Karlovich, A. and Silbermann, B., Generalized Krein algebras and asymptotics of Toeplitz determinants. Methods Funct. Anal. Topology 13 (2007), 236-261. MR2356757

[BotSi1]     Böttcher, A. and Silbermann, B., Analysis of Toeplitz operators. Springer, 1990 (2nd ed., with A. Karlovich, 2006). MR1071374

[BotSi2]     Böttcher, A. and Silbermann, B., Introduction to large truncated Toeplitz matrices. Universitext, Springer, 1999. MR1724795

[BotW]     Böttcher, A. and Widom, H., Szegö via Jacobi. Linear Algebra and Applications 419 (2006), 656-667. MR2277996

[BouKo]     Bourgain, J. and Kozma, G., One cannot hear the winding number. J. European Math. Soc. 9 (2007), 637-658. MR2341826

[BouGePu]     Boutet de Monvel-Berthier, A., Georgescu, V. and Purice, R., A boundary-value problem related to the Ginzburg-Landau model. Comm. Math. Phys. 142 (1991), 1-23. MR1137773

[BoxJeRe]     Box, G. E. P., Jenkins, G. M. and Reinsel, G. C., Time-series analysis. Forecasting and control (4th ed.). Wiley, 2008. MR2419724

[Bra1]     Bradley, R. C., Basic properties of strong mixing conditions. Pages 165-192 in [EbTa]. MR0899990

[Bra2]     Bradley, R. C., Basic properties of strong mixing conditions. A survey and some open questions. Probability Surveys 2 (2005), 107-144. MR2178042

[Bra3]     Bradley, R. C., Introduction to strong mixing conditions, Volumes 1-3. Kendrick Press, Heber City, UT, 2007.

[dBR]     de Branges, L. and Rovnyak, J., Square-summable power series. Holt, Rinehart and Winston, New York, 1966. MR0215065

[Bre]     Brezis, H., New questions related to the topological degree. The unity of mathematics. 137-154, Progr. Math. 244 (2006), Birkhäuser, Boston MA. MR2181804

[Bri]     Brillinger, D. R., John W. Tukey’s work on time series and spectrum analysis. Ann. Statist. 30 (2002), 1595-1918. MR1969441

[BriKri]     Brillinger, D. R. and Krishnaiah, P. R. (ed.), Time series in the frequency domain. Handbook of Statistics 3, North-Holland, 1983. MR0749777

[BroDav]     Brockwell, P. J. and Davis, R. A., Time series: Theory and methods (2nd ed.), Springer, New York, 1991 (1st ed. 1987).

[Cra]     Cramér, H., On harmonic analysis in certain function spaces. Ark. Mat. Astr. Fys. 28B (1942), 1-7, reprinted in Collected Works of Harald Cramér Volume II, 941-947, Springer, 1994. MR0006609

[CraLea]     Cramér, H. and Leadbetter, R., Stationary and related stochastic processes. Wiley, 1967.

[Ch]     Chung, K.-L., A course in probability theory, 3rd ed. Academic Press, 2001 (2nd ed. 1974, 1st ed. 1968). MR1796326

[CorFoSi]     Cornfeld, I. P., Fomin, S. V. and Sinai, Ya. G., Ergodic theory. Grundl. math. Wiss. 245, Springer, 1982. MR0832433

[CovTh]     Cover, T. M. and Thomas, J. A., Elements of information theory. Wiley, 1991. MR1122806

[Cox]     Cox, D. R., Long-range dependence: a review. Pages 55-74 in Statistics: An appraisal (ed. H. A. David and H. T. David), Iowa State University Press, Ames IA, reprinted in Selected statistical papers of Sir David Cox, Volume 2, 379-398, Cambridge University Press, 2005.

[Deb]     Debowski, L., On processes with summable partial autocorrelations. Statistics and Probability Letters 77 (2007), 752-759. MR2356516

[Deg]     Dégerine, S., Canonical partial autocorrelation function of a multivariate time series. Ann. Statist. 18 (1990), 961-971. MR1056346

[dLR]     de Leeuw, K. and Rudin, W., Extreme points and extremum problems in H¹. Pacific J. Math. 8 (1958), 467-485. MR0098981

[Dia]     Diaconis, P., G. H. Hardy and probability??? Bull. London Math. Soc. 34 (2002), 385-402. MR1897417

[Do]     Doob, J. L., Stochastic processes. Wiley, 1953. MR0058896

[DouOpTa]     Doukhan, P., Oppenheim, G. and Taqqu, M. S. (ed.), Theory and applications of long- range dependence. Birkhäuser, Basel, 2003. MR1956041

[DunSch]     Dunford, N. and Schwartz, J. T., Linear operators, Part II: Spectral theory: Self-adjoint operators on Hilbert space. Interscience, 1963. MR1009163

[Dur]     Durbin, J., The fitting of time-series models. Rev. Int. Statist. Inst. 28 (1960), 233-244.

[Du]     Duren, P. L., Theory of H^p spaces. Academic Press, New York, 1970. MR0268655

[Dym]     Dym, H., M. G. Krein’s contributions to prediction theory. Operator Theory Advances and Applications 118 (2000), 1-15, Birkhäuser, Basel. MR1765460

[DymMcK]     Dym, H. and McKean, H. P., Gaussian processes, function theory and the inverse spectral problem. Academic Press, 1976. MR0448523

[EbTa]     Eberlein, E. and Taqqu, M. S. (ed.), Dependence in probability and statistics. A survey of recent results. Birkhäuser, 1986. MR0899982

[Ell]     Ellis, R. S., Entropy, large deviations and statistical mechanics. Grundl. math. Wiss 271, Springer, 1985. MR0793553

[Fe]     Fefferman, C., Characterizations of bounded mean oscillation. Bull. Amer. Math. Soc. 77 (1971), 587-588. MR0280994

[FeSt]     Fefferman, C. and Stein, E. M., H^p spaces of several variables. Acta Math. 129 (1972), 137-193. MR0447953

[FrBh]     Frazho, A. E. and Bhosri, W., An operator perspective on signals and systems. Operator Theory: advances and Applications 204, Birkhäuser, 2010. MR2584037

[Gao]     Gao, J., Non-linear time series. Semi-parametric and non-parametric models. Monogr. Stat. Appl. Prob. 108, Chapman and Hall, 2007.

[Gar]     Garnett, J. B., Bounded analytic functions. Academic Press, 1981 (Grad. Texts in Math. 236, Springer, 2007). MR2261424

[Geo]     Georgii, H.-O., Gibbs measures and phase transitions. Walter de Gruyter, 1988. MR0956646

[GerCa]     Geronimo, J. S. and Case, K. M., Scattering theory and polynomials orthogonal on the unit circle. J. Math. Phys. 20 (1979), 299-310. MR0519213

[Ges]     Gesztesy, F., Deift, P., Galves, C., Perry, P. and Schlag, W. (ed.), Spectral theory and mathematical physics: A Festschrift in honor of Barry Simon’s sixtieth birthday. Proc. Symp. Pure Math. 76 Parts 1, 2, Amer. Math. Soc., 2007. MR2310193

[GiKoSu]     Giraitis, L., Koul, H. L. and Surgailis, D., Large sample inference for long memory processes, World Scientific, 2011.

[GolKPY]     Golinskii, L., Kheifets, A., Peherstorfer, F. and Yuditskii, P., Scattering theory for CMV matrices: uniqueness, Helson-Szegö and strong Szegö theorems. Integral Equations and Operator Theory 69 (2011), 479-508. MR2784575

[GolTo]     Golinskii, L. and Totik, V., Orthogonal polynomials: from Jacobi to Simon. P. 715-742 in [Ges], Part 2.

[GolvL]     Golub, G. H. and van Loan, C. F., Matrix computations, 3rd ed., Johns Hopkins University Press, 1996 (1st ed. 1983, 2nd ed. 1989).

[GrSz]     Grenander, U. and Szegö, G., Toeplitz forms and their applications. University of California Press, Berkeley CA, 1958. MR0094840

[Gri1]     Grimmett, G. R., Percolation, 2nd ed. Grundl. math. Wiss. 321, Springer, 1999 (1st ed. 1989).

[Gri2]     Grimmett, G. R., The random cluster model. Grundl. math. Wiss. 333, Springer, 2006. MR2243761

[Ha1]     Hannan, E. J., Multiple time series. Wiley, 1970. MR0279952

[Ha2]     Hannan, E. J., The Whittle likelihood and frequency estimation. Chapter 15 (p. 205-212) in [Kel]. MR1320753

[HaKR]     Hannan, E. J., Krishnaiah, P. K. and Rao, M. M., Time series in the time domain. Handbook of Statistics 5, North-Holland, 1985. MR0831742

[He]     Helson, H., Harmonic analysis, 2nd ed., Hindustan Book Agency, 1995. MR2656971

[HeSa]     Helson, H. and Sarason, D., Past and future. Math. Scand 21 (1967), 5-16. MR0236989

[HeSz]     Helson, H. and Szegö, G., A problem in prediction theory. Acta Mat. Pura Appl. 51 (1960), 107-138. MR0121608

[Ho]     Hoffman, K., Banach spaces of analytic functions, Prentice-Hall, Englewood Cliffs NJ, 1962. MR0133008

[Hos]     Hosking, J. R., Fractional differencing. Biometrika 68 (1981), 165-176. MR0614953

[HuMuWe]     Hunt, R. A., Muckenhoupt, B. and Wheeden, R. L., Weighted norm inequalities for the conjugate function and Hilbert transform. Trans. Amer. Math. Soc. 176 (1973), 227-151. MR0312139

[IbLi]     Ibragimov, I. A. and Linnik, Yu. V., Independent and stationary sequences of random variables. Wolters-Noordhoff, 1971. MR0322926

[IbRo]     Ibragimov, I. A. and Rozanov, Yu. A., Gaussian random processes. Springer, 1978. MR0543837

[In1]     Inoue, A., Asymptotics for the partial autocorrelation function of a stationary process. J. Analyse Math. 81 (2000), 65-109. MR1785278

[In2]     Inoue, A., Asymptotic behaviour for partial autocorrelation functions of fractional ARIMA processes. Ann. Appl. Probab. 12 (2002), 1471-1491. MR1936600

[In3]     Inoue, A., AR and MA representations of partial autocorrelation functions, with applications. Prob. Th. Rel. Fields 140 (2008), 523-551. MR2365483

[InKa1]     Inoue, A. and Kasahara, Y., Partial autocorrelation functions of the fractional ARIMA processes. J. Multivariate Analysis 89 (2004), 135-147. MR2041213

[InKa2]     Inoue, A. and Kasahara, Y., Explicit representation of finite predictor coefficients and its applications. Ann. Statist. 34 (2006), 973-993. MR2283400

[Jan]     Janson, S., Gaussian Hilbert spaces. Cambridge Tracts in Math. 129, Cambridge University Press, 1997. MR1474726

[JeBl]     Jewell, N. P. and Bloomfield, P., Canonical correlations of past and future for time series: definitions and theory. Ann. Statist. 11 (1983), 837-847. MR0707934

[JeBlBa]     Jewell, N. P., Bloomfield, P. and Bartmann, F. C., Canonical correlations of past and future for time series: bounds and computation. Ann. Statist. 11 (1983), 848-855. MR0707935

[Kac]     Kac, M., Toeplitz matrices, transition kernels and a related problem in probability theory. Duke Math. J. 21 (1954), 501-509. MR0062867

[Kah]     Kahane, J.-P., Some random series of functions, 2nd ed., Cambridge University Press, 1985 (1st ed. D. C. Heath, 1968). MR0833073

[KahSa]     Kahane, J.-P. and Salem, R., Ensembles parfaits et séries trigonométriques, 2nd ed. Hermann, Paris, 1994. MR1303593

[Kak]     Kakihara, Y., The Kolmogorov isomorphism theorem and extensions to some non-stationary processes. Stochastic processes: Theory and methods (ed. D. N. Shanbhag and C. R. Rao), Handbook of Statistics 19, North-Holland, 2001, 443-470. MR1861731

[Kal]     Kallenberg, O., Foundations of modern probability, 2nd ed., Springer, 2002. MR1876169

[KanSch]     Kantz, H. and Schreiber, T., Nonlinear time series analysis, Cambridge University Press, 1997 (2nd ed. 2004). MR2040330

[Kar]     Karhunen, K., Über lineare Methoden in der Wahrscheinlichkeitsrechnung. Ann. Acad. Sci. Fenn. 37 (1947), 1-79. MR0023013

[KasBi]     Kasahara, Y. and Bingham, N. H., Verblunsky coefficients and Nehari sequences. Trans. Amer. Math. Soc., to appear.

[KatSeTe]     Kateb, D., Seghier, A. and Teyssière, G., Prediction, orthogonal polynomials and Toeplitz matrices. A fast and reliable approach to the Durbin-Levinson algorithm. Pages 239-261 in [TeKi]. MR2265061

[Kel]     Kelly, F. P. (ed.), Probability, statistics and optimization. A tribute to Peter Whittle. Wiley, 1994. MR1320736

[KenSt]     Kendall, M. G. and Stuart, A., The advanced theory of statistics. Charles Griffin. Volume 1 (4th ed., 1977), Vol. 2 (3rd ed, 1973), vol. 3 (3rd ed., 1976).

[KokTa]     Kokoszka, P. S. and Taqqu, M. S., Can one use the Durbin-Levinson algorithm to generate infinite-variance fractional ARIMA time series? J. Time Series Analysis 22 (2001), 317-337. MR1837371

[Kol]     Kolmogorov, A. N., Stationary sequences in Hilbert space. Bull. Moskov. Gos. Univ. Mat. 2 (1941), 1-40 (in Russian; reprinted, Selected works of A. N. Kolmogorov, Vol. 2: Theory of probability and mathematical statistics, Nauka, Moskva, 1986, 215-255).

[Koo1]     Koosis, P., Introduction to H^p spaces, 2nd ed. Cambridge Tracts Math. 115, Cambridge Univ. Press, 1998 (1st ed. 1980). MR0565451

[Koo2]     Koosis, P., The logarithmic integral, I, 2nd ed., Cambridge Univ. Press, 1998 (1st ed. 1988), II, Cambridge Univ. Press, 1992. MR0961844

[Kr]     Krein, M. G., On some new Banach algebras and Wiener-Lévy type theorems for Fourier series and integrals. Amer. Math. Soc. Translations (2) 93 (1970), 177-199 (Russian original: Mat. Issled. 1 (1966), 163-288). MR0203515

[Lev]     Levinson, N., The Wiener (RMS) error criterion in filter design and prediction. J. Math. Phys. MIT 25 (1947), 261-278. MR0019257

[LevMcK]     Levinson, N. and McKean, H. P., Weighted trigonometrical approximation on R¹ with application to the germ field of a stationary Gaussian noise. Acta Math. 112 (1964), 99-143. MR0163111

[Li]     Li, L. M., Some notes on mutual information between past and future. J. Time Series Analysis 27 (2006), 309-322. MR2235848

[LiXi]     Li, L. M. and Xie, Z., Model selection and order determination for time series by information between the past and the future. J. Time Series Analysis 17 (1996), 65-84. MR1380897

[Loe]     Loève, M., Probability theory, Volumes I, II, 4th ed., Springer, 1978. MR0651018

[LuZhKi]     Lund, R., Zhao, Y. and Kiessler, P. C., Shapes of stationary autocovariances. J. Applied Probability 43 (2006), 1186-1193. MR2274647

[Ly1]     Lyons, R., Characterizations of measures whose Fourier-Stieltjes transforms vanish at infinity. Bull. Amer. Math. Soc. 10 (1984), 93-96. MR0722859

[Ly2]     Lyons, R., Fourier-Stieltjes coefficients and asymptotic distribution modulo 1. Ann. Math. 122 (1985), 155-170. MR0799255

[Ly3]     Lyons, R., Seventy years of Rajchman measures. J. Fourier Anal. Appl., Kahane Special Issue (1995), 363-377. MR1364897

[MakWe]     Makagon, A. and Weron, A., q-variate minimal stationary processes. Studia Math. 59 (1976), 41-52. MR0428419

[MatNeTo]     Máté, A., Nevai, P. and Totik, V., Aymptotics for the ratio of leading coefficients of orthogonal polynomials on the unit circle. Constructive Approximation 1 (1985), 63-69. MR0766095

[McCW]     McCoy, B. M. and Wu, T. T., The two-dimensional Ising model. Harvard Univ. Press, Cambridge MA, 1973.

[McC]     McCullagh, P., John Wilder Tukey, 1915-2000. Biographical Memoirs of Fellows of the Royal Society 49 (2003), 537-555.

[McLZ]     McLeod, A. I. and Zhang, Y., Partial autocorrelation parametrization for subset regression. J. Time Series Analysis 27 (2006), 599-612. MR2245714

[Me]     Meyer, Y., Wavelets and operators. Cambridge Univ. Press, 1992. MR1228209

[MeCo]     Meyer, Y. and Coifman, R., Wavelets. Calderón-Zygmund and multilinear operators. Cambridge Univ. Press, 1997. MR1456993

[Nak1]     Nakazi, T., Exposed points and extremal problems in H¹. J. Functional Analysis 53 (1983), 224-230. MR0724027

[Nak2]     Nakazi, T., Exposed points and extremal problems in H¹, II. Tohoku Math. J. 37 (1985), 265-269. MR0788133

[vN]     von Neumann, J., Allgemeine Eigenwerttheorie Hermitescher Funktionaloperatoren. Math. Ann. 102, 49-131 (Collected Works II.1). MR1512569

[Nik1]     Nikolskii, N. K., Treatise on the shift operator: Spectral function theory. Grundl. math. Wiss. 273, Springer, 1986. MR0827223

[Nik2]     Nikolskii, N. K., Operators, functions and systems: an easy reading. Volume 1: Hardy, Hankel and Toeplitz; Volume 2: Model operators and systems. Math. Surveys and Monographs 92, 93, Amer. Math. Soc., 2002. MR1864396

[OpSc]     Oppenheim, A. V. and Schafer, R. W., Discrete signal processing. Prentice-Hall, 1989.

[PaWiZy]     Paley, R. E. A. C., Wiener, N. and Zygmund, A., Notes on random functions. Math. Z. 37 (1933), 647-668. MR1545426

[Pel]     Peller, V. V., Hankel operators and their applications. Springer, 2003. MR1949210

[PoSz]     Pólya, G. and Szegö, G., Problems and theorems in analysis, I, II. Classics in Math., Springer, 1998 (transl. 4th German ed., 1970; 1st ed. 1925). MR1492447

[Pou]     Pourahmadi, M., Foundations of time series analysis and prediction theory. Wiley, 2001. MR1849562

[Rak]     Rakhmanov, E. A., On the asymptotics of the ratios of orthogonal polynomials, II, Math. USSR Sb. 58 (1983), 105-117.

[Ram]     Ramsey, F. L., Characterization of the partial autocorrelation function. Ann. Statist. 2 (1974), 1296-1301. MR0359219

[Rao]     Rao, M. M., Harmonizable, Cramér and Karhunen classes of processes. Ch. 10 (p.276-310) in [HaKR].

[Rob]     Robinson, P. M. (ed.), Time series with long memory. Advanced Texts in Econometrics, Oxford University Press, 2003. MR2083220

[RoRo]     Rosenblum, M. and Rovnyak, J., Hardy classes and operator theory, Dover, New York, 1997 (1st ed. Oxford University Press, 1985). MR1435287

[Roz]     Rozanov, Yu. A., Stationary random processes. Holden-Day, 1967. MR0214134

[Ru]     Rudin, W., Real and complex analysis, 2nd ed. McGraw-Hill, 1974 (1st ed. 1966). MR0210528

[Sa1]     Sarason, D., Function theory on the unit circle. Virginia Polytechnic Institute and State University, Blacksburg VA, 1979. MR0521811

[Sa2]     Sarason, D., An addendum to “Past and future”, Math. Scand. 30 (1972), 62-64. MR0385990

[Sa3]     Sarason, D., Functions of vanishing mean oscillation, Trans. Amer. Math. Soc. 207 (1975), 391-405. MR0377518

[Si1]     Simon, B., The statistical mechanics of lattice gases, Volume 1. Princeton University Press, 1993. MR1239893

[Si2]     Simon, B., The Golinskii-Ibragimov method and a theorem of Damanik-Killip. Int. Math. Res. Notes (2003), 1973-1986. MR1991180

[Si3]     Simon, B., OPUC on one foot. Bull. Amer. Math. Soc. 42 (2005), 431-460. MR2163705

[Si4]     Simon, B., Orthogonal polynomials on the unit circle. Part 1: Classical theory. AMS Colloquium Publications 54.1, American Math. Soc., Providence RI, 2005. MR2105088

[Si5]     Simon, B., Orthogonal polynomials on the unit circle. Part 2: Spectral theory. AMS Colloquium Publications 54.2, American Math. Soc., Providence RI, 2005. MR2105089

[Si6]     Simon, B., The sharp form of the strong Szegö theorem. Contemorary Math. 387 (2005), 253-275, AMS, Providence RI. MR2180212

[Si7]     Simon, B., Meromorphic Szegö functions and asymptotic series for Verblunsky coefficients. Acta Math. 195 (2005), 267-285. MR2233692

[Si8]     Simon, B., Ed Nelson’s work in quantum theory. Diffusion, quantum theory and radically elementary mathematics (ed. W. G. Faris), Math. Notes 47 (2006), 75-93.

[Si9]     Simon, B., Szegö’s theorem and its descendants: Spectral theory for L² perturbations of orthogonal polynomials. Princeton University Press, 2011. MR2743058

[Si10]     Simon, B., Convexity: An analytic viewpoint. Cambridge Tracts in Math. 187, Cambridge University Press, 2011. MR2814377

[Sz1]     Szegö, G., Ein Grenzwertsatz über die Toeplitzschen Determinanten einer reellen positiven Funktion. Math. Ann. 76 (1915), 490-503. MR1511838

[Sz2]     Szegö, G., Beiträge zur Theorie der Toeplitzschen Formen. Math. Z. 6 (1920), 167-202. MR1544404

[Sz3]     Szegö, G., Beiträge zur Theorie der Toeplitzschen Formen, II. Math. Z. 9 (1921), 167-190. MR1544462

[Sz4]     Szegö, G., Orthogonal polynomials. AMS Colloquium Publications 23, American Math. Soc., Providence RI, 1939.

[Sz5]     Szegö, G., On certain Hermitian forms associated with the Fourier series of a positive function. Festschrift Marcel Riesz 222-238, Lund, 1952. MR0051961

[SzN]     Sz.-Nagy, B., Spektraldarstellung linearer Transformationen der Hilbertschen Raumes. Ergeb. Math. 5, Springer, 1942.

[SzNF]     Sz.-Nagy, B. and Foias, C., Harmonic analysis of operators on Hilbert space, North-Holland, 1970 (2nd ed., with H. Bercovici and L. Kérchy, Springer Universitext, 2010). MR0275190

[TeKi]     Teyssière, G. and Kirman, A. P. (ed.), Long memory in economics. Springer, 2007. MR2263582

[Tor]     Torchinsky, A., Real-variable methods in harmonic analysis, Dover, 2004 (Academic Press, 1981). MR2059284

[TrVo1]     Treil, S. and Volberg, A., Wavelets and the angle between past and future. J. Functional analysis 143 (1997), 269-308. MR1428818

[TrVo2]     Treil, S. and Volberg, A., A simple proof of the Hunt-Muckenhoupt-Wheeden theorem. Preprint, 1997. MR1478786

[Ts]     Tsirelson, B., Spectral densities describing off-white noises. Ann. Inst. H. Poincaré Prob. Stat. 38 (2002), 1059-1069. MR1955353

[V1]     On positive harmonic functions. A contribution to the algebra of Fourier series. Proc. London Math. Soc. 38 (1935), 125-157. MR1576309

[V2]     On positive harmonic functions (second paper). Proc. London Math. Soc. 40 (1936), 290-320.

[Wh]     Whittle, P., Hypothesis testing in time series analysis. Almqvist and Wiksell, Uppsala, 1951. MR0040634

[Wi1]     Wiener, N., Generalized harmonic analysis. Acta Math. 55 (1930), 117-258 (reprinted in Generalized harmonic analysis and Tauberian theorems, MIT Press, Cambridge MA, 1986, and Collected Works, Volume II: Generalized harmonic analysis and Tauberian theory; classical harmonic and complex analysis (ed. P. Masani), MIT Press, Cambridge MA, 1979). MR1555316

[Wi2]     Wiener, N., Extrapolation, interpolation and smoothing of stationary time series. With engineering applications. MIT Press/Wiley, 1949. MR0031213

[Wi3]     Wiener, N., Collected Works, Volume III: The Hopf-Wiener integral equation; prediction and filtering; quantum mechanics and relativity; miscellaneous mathematical papers (ed. P. Masani), MIT Press, Cambridge MA, 1981. MR0652691

[Wil]     Williams, D., Weighing the odds. Cambridge University Press, 2001. MR1854128

[Wo]     Wold, H., A study in the analysis of stationary time series. Almqvist and Wiksell, Uppsala, 1938 (2nd ed., appendix by Peter Whittle, 1954). MR0061344

[Z1]     Zygmund, A., Sur les fonctions conjuguées. Fund. Math. 13 (1929), 284-303; corr. Fund. Math. 18 (1932), 312 (reprinted in [Z3], vol 1).

[Z2]     Zygmund, A., Trigonometric series, Volumes 1,2, Cambridge University Press, 1968. MR0236587

[Z3]     Zygmund, A., Selected papers of Antoni Zygmund (ed. A. Hulanicki, P. Wojtaszczyk and W. Zelasko), Volumes 1-3, Kluwer, Dordrecht, 1989.