Wang, Zhu; Woodward, Wayne A.; Gray, Henry L. The application of the Kalman filter to nonstationary time series through time deformation. (English) Zbl 1224.62089 J. Time Ser. Anal. 30, No. 5, 559-574 (2009). Reviewer: Mikhail Moklyachuk (Kyïv) MSC: 62M20 62M10 PDFBibTeX XMLCite \textit{Z. Wang} et al., J. Time Ser. Anal. 30, No. 5, 559--574 (2009; Zbl 1224.62089) Full Text: DOI
Woodward, Wayne A.; Cheng, Q. C.; Gray, H. L. A \(k\)-factor GARMA long-memory model. (English) Zbl 1017.62083 J. Time Ser. Anal. 19, No. 4, 485-504 (1998). MSC: 62M10 62M20 PDFBibTeX XMLCite \textit{W. A. Woodward} et al., J. Time Ser. Anal. 19, No. 4, 485--504 (1998; Zbl 1017.62083) Full Text: DOI
Gray, Henry L.; Zhang, Nien-Fan; Woodward, Wayne A. On generalized fractional processes – a correction. (English) Zbl 0807.62075 J. Time Ser. Anal. 15, No. 5, 561-562 (1994). MSC: 62M15 PDFBibTeX XMLCite \textit{H. L. Gray} et al., J. Time Ser. Anal. 15, No. 5, 561--562 (1994; Zbl 0807.62075) Full Text: DOI
Gray, Henry L.; Zhang, Nien-Fan; Woodward, Wayne A. On generalized fractional processes. (English) Zbl 0685.62075 J. Time Ser. Anal. 10, No. 3, 233-257 (1989). MSC: 62M15 62M10 PDFBibTeX XMLCite \textit{H. L. Gray} et al., J. Time Ser. Anal. 10, No. 3, 233--257 (1989; Zbl 0685.62075) Full Text: DOI
Gray, H. L.; Zhang, Nien Fan On a class of nonstationary processes. (English) Zbl 0642.60024 J. Time Ser. Anal. 9, No. 2, 133-154 (1988). MSC: 60G12 60G10 60F99 PDFBibTeX XMLCite \textit{H. L. Gray} and \textit{N. F. Zhang}, J. Time Ser. Anal. 9, No. 2, 133--154 (1988; Zbl 0642.60024) Full Text: DOI