Bode H.W., Shannon C.E. (1950). A simplified derivation of linear least square smoothing and prediction theory. Proceed. IRE, 38: 417-425.
Brown B.W., Mariano R.S. (1989). Measures of deterministic prediction biass in non-linear models. Internat. Econ. Rev., 30: 667-684.
Carlin B.P., Polson N.G., Stoffer D.S. (1992).A Monte-Carlo approach to nonnormal and nonlinear state space modeling. J. Amer. Statist. Assoc.,...
Cooper D.M. (1982). Adaptative parameter estimation for non-linear hydrological models with general loss functions. J. Hydrol., 58: 29-45.
Geweke J. (1989). Modeling with normal polynomial expansions. In: Barnett et al. (eds) Economic Complexity: Chaos, Sunspots, Bubbles and Nonlinearity,...
Guevara M.R., Glass A. (1985). Phase locking, period-doubling bifurcations and irregular dynamics in periodically stimulated cardiac cells....
Ingram D., Bloch R. (1984). Mathematical Methods in Medicine, Part 1: Statistical and Analytical Techniques. Wiley, Chichester.
Iyer S., Andrews R.L. (1999). Forecasting with latent structure time series models. J. Forecst., 18: 395-409
Kalman R.E. (1960). A new approach to linear filtering and prediction problems. Trans. ASME, J. Basic Engineer., 82D: 35-45
Kalman R.E., Bucy R.S. (1961). New results in linear filtering and prediction theory. Trans. ASME, J. Basic Engineer., 83D: 366-368.
Kolmogorov A.N. (1939). Sur L’interpolation et Extrapolation des Suites Stationaries. C.R. Acad. Sci., vol. 208
Krein M.G. (1945). On a Problem of Extrapolation of A.N. Kolmogorov. Dokl. Akad. Nauk. SSSR, 46: 306-309.
McGarty T.P. (1974). Stochastic Systems and State Estimation. Wiley, New York.
Moore R.J, Weiss G. (1980). Real-time parameter estimation of a non-linear catchment model using extended Kalman filters. In: Wood E.F., Szollosi-Nagy...
Poor H.V. (1994). An Introduction to Signal Detection and Estimation. Springer-Verlag, New York.