Analysis of non-stationary, non-Gaussian time-series

From: zlatko (zlatkopetrov_at_yahoo.com)
Date: 08/22/04 

Date: 21 Aug 2004 22:11:26 -0700

Could anyone point me good, fundamental papers about the analysis of
non-stationary, non-Gaussian time-series. The simplest method in which
we approximate pieces of the time-series like stationary ones do not
work in my case. That is why I need more different approachs.
I will be very appreciate for the links concerning these questions.

Thanks in advance,
Zlatko