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Forecasting with stable seasonal pattern models with an application to Hawaiian tourism data

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A review of nonparametric time series analysis

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Nonparametric transfer function models

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Flexible seasonal time series models

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A semi-parametric time series approach in modeling hourly electricity loads

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Independent particle filters

Lin, Ming T.; Zhang, Junni L.; Cheng, Qiansheng; Chen, Rong - In: Journal of the American Statistical Association : JASA 100 (2005) 472, pp. 1412-1421

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Generalized ARMA models with martingale difference errors

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Convolutional autoregressive models for functional time series

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Autoregressive models for matrix-valued time series

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