Markovian representation of stochastic processes and its application to the analysis of autoregressive moving average processes

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ARMA identification
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Mixing properties of ARMA processes
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A NOTE ON NON-STATIONARITY AND CANONICAL ANALYSIS OF MULTIPLE TIME SERIES MODELS
Granger non causality and predictor spaces
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On the Ergodicity of First‐Order Threshold Autoregressive Moving‐Average Processes
ON THE INVERTIBILITY OF MULTIVARIATE LINEAR PROCESSES
STATE-DEPENDENT MODELS: A GENERAL APPROACH TO NON-LINEAR TIME SERIES ANALYSIS
Multivariate time series analysis with state space models
ORDERS AND INITIAL VALUES OF NON-STATIONARY MULTIVARIATE ARMA MODELS
ARMA models, their Kronecker indices and their McMillan degree
A UNIFIED APPROACH TO ARMA MODEL IDENTIFICATION AND PRELIMINARY ESTIMATION

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