A NONSTATIONARY TIME SERIES MODEL AND ITS FITTING BY A RECURSIVE FILTER

Information Theory and an Extension of the Maximum Likelihood Principle

1992 • 3,091 citations

Time Series Analysis Forecasting and Control

1971 • 2,014 citations

Maximum likelihood estimates of linear dynamic systems

1965 • 1,827 citations

Discrete square root filtering: A survey of current techniques

1971 • 462 citations

SEASONAL ADJUSTMENT BY A BAYESIAN MODELING

1980 • 161 citations

Extension of square-root filtering to include process noise

1969 • 137 citations

On the Order Determination of ARIMA Models

1977 • 106 citations

Trend estimation with missing observations

1980 • 16 citations

New Approach to Square-Root Smoothers

1977 • 1 citations