Abstract
Recent developments and perspectives of statistical time series analysis are shown by taking the focus on some topics. The paper is formed of two main parts. The first part is related to general theories of statistical time series analysis and the second one is related to specific topics in some special fields. In the first part, we discuss statistical inferences by parametric and non-parametric methods, prediction and so on. In the second part, we deal with specific topics in the fields of Economics, Engineering and Marine Technology.
