A
Akaike criterion
Aliasing
Autocorrelation
Autocovariance
B
Banach space
Basis space
Bayes limit
Bernoulli
Berry–Esseen inequality
Bienaymé–Tchebychev inequality
Binomial approximation
Borel algebra
Borel–Cantelli lemma
Box–Cox transformation
Brown
Brownian motion
C
Cauchy–Schwarz inequality
Chapman–Robbins inequality
Characteristic function
Complete classes
Conditional
Confidence
Consistent estimators of the spectral density
Convergence
Corner method
Counting
Covariance
Cramer–Rao-type inequalities
Critical region (or region of rejection)
D
Data analysis
Decision
Deviations between probability distributions
Differentiation
Dispersion of a real random variable
Distribution
Dominated
Doob’s lemma
E
Efficiency
Einstein
Eliminating the seasonality
Empirical
Error
Estimation
Estimator
Exogenous variables
Expectation value
Exponential smoothing
F
Family of densities with monotonic likelihood ratios
Fatou’s lemma
Filtering
Finance
Finite-dimensional distributions
Fisher information
Fréchet–Darmois–Cramer–Rao inequality
H
Hilbert space
Histogram
Hoeffding’s inequality
Hypothesis
I
Independence
Information inequality
Insurance policy
Integral
Integrated quadratic error
Integration
Intensity of a Poisson process
Interpolation
Invariance
Itô’s formula
J, K, L
Jensen’s inequality
Kernel (of a space)
Law
Likelihood
Limit theorems
Linear
Lipschitz function
Loss function
M
Margins
Martingale
Matrix of second-order moments
Maximum-likelihood method
Mean
Mean-square
Measurable
Measure
Measurement errors
Median
Method of least squares
Model
Modification of a process
Moment
N
Newton–Raphson method
Neyman–Pearson lemma
non-deterministic (randomized) method
Non-parametric
O
Operator
Optimal confidence region
Order statistic
Orthogonal projection
P
Particle
Periodogram
Periods of a process
Power function of the test
Power of the test
Prediction
Predictor
Preferable
Preference relation
Preorder
Probability
Process
Product
Prokhorov distance
Q
Quality control
Quantiles
R
Random
Realizable linear filter
Realization
Regression
Regular version of the conditional probability
Risk
robust methods
Robustness
S
Sample
Seasonal effects
Seasonality
Sigma (σ) algebra (σ-field)
Sigma additivity
Simulation
Size of a test
Space
Spectral density
Standard deviation
State
Statistical predictor
Statistics
Stochastic differential equation
Sub-σ-algebra
Symmetrization of an estimator
T
Tendency
Tensor product
Test
Theorem
Threshold of a test
Time
Total variation of a function
Trajectory
Trend elimination
Truncation index
Two-dimensional Gaussian variable
V
Variable
Variance
Verification
W, Y
Waiting time paradox
White noise
Wiener
Wold decomposition
Yule-Walker equations