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Statements
1981
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AR processes
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MA processes
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time series
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stationary random processes
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time domain
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autocovariance
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autocorrelation
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white noise
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ARMA- processes
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filtered Poisson-processes
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decomposition of the integrated spectrum
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spectral representation
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linear transformations
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filters
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survey of estimation
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Akaike's AIC-criterion
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Akaike's BIC-criterion
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frequency domain
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mixed spectra
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transferfunction models
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prediction
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control
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Kolmogorov approach
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Wiener approach
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Box-Jenkins approach
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forecasting
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seasonal ARIMA-models
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exponentially wheighted MA- predictors
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state space approach
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Kalman filtering
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multivariate processes
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non-stationarity
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evolutionary spectra
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non-linear models
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state-dependent non-linear models
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