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A time varying coefficient vector AR modeling of nonstationary covariance time series., and . Signal Process., 33 (3): 315-331 (1993)A State-Space Approach to Explore the Strain Behavior before and after the 2003 Tokachi-Oki Earthquake (M8)1., , , , and . Data Sci. J., (2013)Extraction of Signal from High Dimensional Time Series: Analysis of Ocean Bottom Seismograph Data., , , , and . Progress in Discovery Science, volume 2281 of Lecture Notes in Computer Science, page 449-458. Springer, (2002)A Statistical Modeling and Tracking Control Approach to Marine Vehicle., , , and . CCA, page 640-645. IEEE, (2010)Extraction of signal by a time series model and screening out micro earthquakes, and . Signal Processing, 8 (3): 303--314 (June 1985)Detection of low-frequency large-amplitude jump in financial time series., , , , , and . CDC, page 4944-4949. IEEE, (2007)Information Criteria for Statistical Modeling in Data-Rich Era.. ECONVN, volume 760 of Studies in Computational Intelligence, page 20-43. Springer, (2018)A modeling approach to financial time series based on market microstructure model with jumps., , , , , and . Appl. Soft Comput., (2015)Smoothness priors transfer function estimation., and . Autom., 25 (4): 603-608 (1989)Computational Methods for Time Series Analysis., , and . COMPSTAT, page 15-24. Springer, (2002)