Dynamic detection of rhythmic oscillations in heart-rate tracings: a state-space approach based on fourth-order cumulants. - Berndt Pilgram; Paolo Castiglioni; Gianfranco Parati; Marco Di Rienzo (Biol. Cybern., 1997)

Non-linear modelling and forecasting of S&P 500 volatility. - Peter Verhoeven; Berndt Pilgram; Michael McAleer; Alistair Mees (Math. Comput. Simul., 2002)