Time Series Analysis and Examples


References

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  • Kitagawa, G., and Gersch, W. (1985b). “A Smoothness Priors Time-Varying AR Coefficient Modeling of Nonstationary Covariance Time Series.” IEEE Transactions on Automatic Control 30:48–56.

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  • Tamura, Y. H. (1986). “An Approach to the Nonstationary Process Analysis.” Annals of the Institute of Statistical Mathematics 39:227–241.

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