Allende, H. and Heiler, S. (1992). Rekursive Generalized M-Estimates for Autoregressive Moving-averge Models, Journal of Time Series Analysis 13, 1 – 18.
Anderson, B. O. and Moore, J. B. (1979). Optimal Filtering. Englewood Cliffs: Prentice Hall.
Aoki, M. (1990). State Space Modeling of Time Series, 2nd ed.. Berlin: Springer.
Aoki, M. and Havenner, A. M. (1997). Applications of Computer Aided Time Series Modeling. Berlin: Springer.
Baxter, M. and King, R. G. (1999). Measuring business cycles: approximate band-pass filters for economic time series. The Review of Economics and Statistics, 81. 575–593.
Belcher, J., Hampton, J. S. and Tunnicliffe Wilson, G. (1994). Parameterization of continuous time autoregressive models for ...