Changing dynamics: Time-varying autoregressive models using generalized additive modeling.
Laura F. Bringmann, Ellen L. Hamaker, Daniel E. Vigo, André Aubert, Denny Borsboom, Francis Tuerlinckx (2016). Changing dynamics: Time-varying autoregressive models using generalized additive modeling.. Psychological Methods, 22(3), pp. 409-425, DOI: 10.1037/met0000085.