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Statements
18 September 1992
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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 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- and BIC-criterion
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frequency domain
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mixed spectra
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correlation
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transfer function models
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prediction
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control
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Kolmogorov 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 weighted 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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AR processes
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Wiener approach
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non- stationarity
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evolutionary spectra
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state dependent nonlinear models
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