Journal of the American Statistical Association · 1987 · 404 citations · 0 references
ComputingMathematicsDynamical SystemsStochastic ProcessesTime Series AnalysisState-space ModelingState-space ModelsState-space RepresentationStationarity AnalysisTime Series ForecastingTime Series ModelingNon-gaussian State-space ModelsNon-stationary Time SeriesNonstationary Signal AnalysisNonstationary Time Series AnalysisNonstationary Time Series Models