Abdrabbo, N. A. and Priestley, M. B. (1967) On the prediction of nonstationary processes.
*J. R. Statist. Soc.*
B 29, 570–585.

Anderson, O. D. (1978) On the invertibility conditions for moving average processes.
*Math. Operationsforsch., Ser. Statist.*
9, 545–529.

Anderson, O. D. (1977) The time series concept of invertibility.
*Math. Operationsforsch., Ser. Statist.*
8, 399–406.

Box, G. E. P. and Jenkins, G. M. (1976)
*Time Series Analysis.*
Holden-Day, San Francisco.

Cramér, H. (1961) On some classes of nonstationary stochastic processes.
*Proc. 4th Berkeley Symp. Math. Statist. Prob.*
2, 57–78.

Cramér, H. and Leadbetter, M. R. (1967)
*Stationary and Related Stochastic Processes.*
Wiley, New York.

Davies, N., Pate, M. B. and Frost, M. G. (1974) Maximum autocorrelations for moving average processes.
*Biometrika*
61, 199–200.

De Bruin, M. G. (1974) Generalized *C*-fractions and a Multidimensional Padé Table. , University of Amsterdam.

De Bruin, M. G. (1977) Convergence along steplines in a generalized Padé table. In
*Padé and Rational Approximation*
, Academic Press, New York, 15–22.

De Bruin, M. G. (1978) Convergence of generalized C-fractions.
*J. Approximation Theory*
24, 177–207.

Granger, C. W. J. and Andersen, A. (1978) On the invertibility of time series models.
*Stoch. Proc. Appl.*
8, 87–92.

Granger, C. W. J. and Newbold, P. (1977)
*Forecasting Economic Time Series.*
Academic Press, New York.

Hallin, M. (1980) Invertibility and generalized invertibility of time series models.
*J. R. Statist. Soc.*
B 42, 210–212; .

Hallin, M. (1981) Nonstationary first-order moving average processes: the model-building problem. In
*Time Series Analysis*
, ed. Anderson, O. D. and Perryman, M. R., North-Holland, Amsterdam, 189–206.

Hallin, M. (1982a) Nonstationary second-order moving average processes. In
*Applied Time Series*
, ed. Anderson, O. D. and Perryman, M. R., North-Holland, Amsterdam, 75–83.

Hallin, M. (1982b) Une propriété des opérateurs moyenne mobile.
*Cahiers du CERO* 24 (*Mélanges offerts au Professeur P. P. Gillis à l'occasion de son* 70e *anniversaire)*
, 229–236.

Hallin, M. (1983) Nonstationary second-order moving average processes II: model-building and invertibility. In
*Time Series Analysis, Theory and Practice* 4, ed. Anderson, O. D., North-Holland, Amsterdam, 55–64.

Hallin, ?. (1984) Spectral factorization of nonstationary moving average processes.
*Ann. Statist.*
12, 172–192.

Hallin, M. and Ingenbleek, J.-Fr. (1981) The model-building problem for non-stationary multivariate autoregressive processes. In
*Time Series Analysis, Theory and Practice* 1, ed. Anderson, O. D., North-Holland, Amsterdam, 599–606.

Hallin, M. and Ingenbleek, J.-Fr. (1983) Nonstationary Yule-Walker equations.
*Statist. Prob. Letters*
1, 189–195.

Jones, R. H. and Brelsford, W. M. (1967) Time series with periodic structure.
*Biometrika*
54, 403–408.

Kendall, M. G. (1971) Book review.
*J. R. Statist. Soc.*
A134, 450–453.

Levy, H. and Lessman, F. (1961)
*Finite Difference Equations.*
Pitman, London.

Magnus, A. (1977) Fractions continues généralisées et matrices infinies.
*Bull. Soc. Math. Belg.*
29B, 145–159.

Mattheij, R. M. M. (1980) Characterizations of dominant and dominated solutions of linear recursions.
*Numer. Math.*
23, 421–442.

Melard, G. (1962) The likelihood function of a time-dependent ARMA model. In
*Applied Time Series Analysis*
, ed. Anderson, O. D. and Perryman, M. R., North-Holland, Amsterdam, 229–239.

Melard, G. (1984a) A fast algorithm for the exact likelihood of autoregressive-moving average models.
*J. R. Statist. Soc.* C *Appl. Statist.*
33, 104–114.

Melard, G. (1984b)
*Analyse des Données chronologiques.*
Séminaire de Math. Sup., P.U. de Montréal, Montréal.

Miller, K. S. (1968)
*Linear Difference Equations.*
Benjamin, New York.

Miller, K. S. (1969) Nonstationary autoregressive processes.
*IEEE Trans. Inf. Theory*
15, 315–316.

Milne-Thomson, L. M. (1951)
*The Calculus of Finite Differences.*
McMillan, London.

Pagano, M. (1978) On periodic and multiple autoregressions.
*Ann. Statist.*
6, 1310–1317.

Peiris, S. (1984) Some results on the prediction with nonstationary ARMA models. , Dept. of Mathematics, Monash University, Australia.

Priestley, M. B. (1965) Evolutionary spectra and nonstationary processes.
*J. R. Statist. Soc.*
B 27, 204–237.

Rutishauser, H. (1958) Über eine Verallgemeinerung der Kettenbrüche.
*Z. Angew. Math. Mech.*
39, 278–279.

Tjöstheim, D. and Tyssedal, J. S. (1982) Autoregressive processes with a time-dependent variance.
*J. Time Series Anal.*
3, 209–217.

Troutman, B. M. (1979) Some results in periodic autoregression.
*Biometrika*
66, 219–228.

Van Der Cruyssen, P. (1979) Linear difference equations and generalized continued fractions.
*Computing*
22, 269–278.

Wall, H. S. (1967)
*Analytic Theory of Continued Fractions.*
Chelsea, New York.

Wegman, E. J. (1974) Some results on nonstationary first order autoregression.
*Technometrics*
16, 321–322.

Whittle, P. (1965) Recursive relations for predictors of nonstationary processes.
*J. R. Statist. Soc.*
B 27, 523–532.

Wold, H. (1954)
*A Study in the Analysis of Stationary Time Series*
, 2nd edn.
Almqvist and Wiksell, Stockholm.