Just to add,
if you're using many of them then you can import all using
import 'rxjs/Rx';
as mentioned by @Thierry Templier. But I think If you are using limited operator then you should import individual operator like
import 'rxjs/add/operator/filter';
import 'rxjs/add/operator/mergeMap';
import 'rxjs/add/observable/of';
as mentioned by @uksz.
Because 'rxjs/Rx' will import all the Rx components which definitely cost performance.