1. Optimal Filtering;Anderson,1979
2. Statistical Inference for Stochastic Processes;Basawa,1980
3. Billingsley, P., 1961. Statistical Inference for Markov Processes. The University of Chicago Press, Chicago, IL.
4. Time Series: Theory and Methods;Brockwell,1987
5. Prediction theory for autoregressive moving average processes;Burridge;Econometric Reviews,1988