A Local Scale Model: An Unobserved Component Alternative to Integrated GARCH Processes (Now published in Journal of Econometrics, vol.60, (1994), pp.181-202.)

Deletion Diagnostics and Transformations for Time Series

Atkinson, A.C., (1992)

Exact Score for Time Series Models in State Space Form (Now published in Biometrika (1992), 79, 4, pp.283-6.)

Koopman, Siem Jan, (1992)

Estimation and Testing of Stochastic Variance Models

Harvey, Andrew C, (1993)