Books, articles, etc. for Non-Stationary Time Series


Does anyone have good suggestions on good reading materials (books, academic papers, etc.) for:
"Non-Stationary Time Series"

Thank you,

Hi Ed,

I recently read this paper from a friend of mine and can recommend it if you are interested in modelling dynamic time series data in a probabilistic way:

Would be great if you can outline the purpose of your application a little more!

Best regards