I am reading the papers of Wiener and Masani on stochastic prediction theory. I do not have a statistics background, but for some reason I need to know this subject. My questions are:
- Can someone please suggest a modern text book which deals these topics, if possible, up to present day work.
- Also please suggest some book where this topic has been discussed as it was developed historically.
I know decent amount of measure theoretic probability (following Kai Lai Chung), and work on operator theory, and know vary basic stochastic theory. Advanced thanks for any help/ suggestions, and etc..