Mathematical justification of a heuristic for statistical correlation of real-life time series. - Evgeny Agafonov; Andrzej Bargiela; Edmund K. Burke; Evtim Peytchev (Eur. J. Oper. Res., 2009)

Time series forecasting using ensemble of AR models with time-varying structure. - Ekaterina Mangalova; Evgeny Agafonov (EAIS, 2012)