1. Estimation, Filtering, and Smoothing in State Space Models with Incompletely Specified Initial Conditions
2. Signal Extraction for Nonstationary Time Series
3. W. R. Bell (1984 ) Seasonal decomposition of deterministic effects . Research Report Number 84/01, Statistical Research Division, Bureau of the Census, Washington, DC, available at http://www.census.gov/srd/papers/pdf/rr84-1.pdf.
4. W. R. Bell, and S. C. Hillmer (1988 ) A matrix approach to signal extraction and likelihood evaluation for ARIMA component time series models . Research Report Number 88/22, Statistical Research Division, Bureau of the Census, Washington, DC, available at http://www.census.gov/srd/papers/pdf/rr88-22.pdf.
5. W. R. Bell, and D. E. Martin (2002 ) Computation of asymmetric signal extraction filters and mean squared error for ARIMA component models . Research Report 2002-04, Statistical Research Division, Bureau of the Census, Washington, DC, available at http://www.census.gov/srd/papers/pdf/rrs2002-04.pdf.