Funktionalanalytische Grundlagen der Spektraltheorie schwach stationärer stochastischer Prozesse

Spectral theory of weakly stationary random processes has become an important part of econometric theory and thus is of central interest for applications in social sciences. this work tries to give a simple but precise presentation of the mathematical methods employed by spectral theorists: while the first part deals with hilbert space theoretical tools, the second part is devoted to important applications of them like the spectral representation of the process, the wold-decomposition, linear filtering and arma-processes.;