In many important textbooks the formal statement of the Spectral RepresentationTheorem is followed by a process version, usually informal, stating thatany stationary stochastic process g is the limit in quadratic mean of asequence of processes, each consisting of a finite sum of...

For more than half a century, Manfred Deistler has been contributing to the construction of the rigorous theoretical foundations of the statistical analysis of time series and more general stochastic processes. Half a century of unremitting activity is not easily summarized in a few pages. In...

A survey is provided dealing with the formulation of modelling problems for dynamic factor models, and the various algorithm possibilities for solving these modelling problems. Emphasis is placed on understanding requirements for the handling of errors, noting the relevance of the proposed...