On the Use of Bayesian Models in Time Series Analysis. - Order Determination for Processes with Infinite Variance. - Asymptotic Behaviour of the Estimates Based on Residual Autocovariances for ARMA Models. - Parameter Estimation of Stationary Processes with Spectra Containing Strong Peaks. - Linear Error-in-Variables Models. - Minimax-Robust Filtering and Finite-Length Robust Predictors. - The Problem of Unsuspected Serial Correlations. - The Estimation of ARMA Processes. - How to Determine the Bandwidth of some Nonlinear Smoothers in Practice. - Remarks on NonGaussian Linear Processes with Additive Gaussian Noise. - Gross-Error Sensitivies of GM and RA-Estimates. - Some Aspects of Qualitative Robustness in Time Series. - Tightness of the Sequence of Empiric C. D. F. Processes Defined from Regression Fractiles. - Robust Nonparametric Autoregression. - Robust Regression by Means of S-Estimators. - On Robust Estimation of Parameters for Autoregressive Moving Average Models. Language: English