References
- Bayesian Analysis of Linear Models L.D.Broemeling
- Annals of mathematical Statistics v.35 Estmation of current mean of a normal distribution which is subject to changes in time H.Chernoff;S.Zacks
- Journal of the American Statistical Association v.70 no.350 A Bayesian anaylsis of a switching regression model; known number of regimes P.E.Ferreira
- Annals of Mathematical Statistics v.40 On detecting changes in the mean of normal variates L.A.Gardner
- Adaptive Filtering Prediction and Control G.C.Goodwin;K.S.Sin
- Management Science(A) v.13 no.11 Exponential smoothing and short-term sales forecasting P.J.Harrison
- Journal of Royal Statistical Society(B) v.38 no.3 Bayesian forecasting P.J.Harrison;C.F.Stevens
- Journal of Forecasting v.8 no.1 On detecting and estimating a major level or slope chnage in general exponential smoothing D.B.Jun
- Journal of Forecasting v.4 no.3 Bayesian forecasting following a major level changes in exponential smoothing D.B.Jun;R.M.Oliver
- Journal of Basic Engineering v.82 A new approach to linear filtering and prediction problems R.E.Kalman
- Journal of the American Statistical Association v.55 no.350 Test of the hypothesis that a linear regression system obeys two separate regimes R.E.Quandt
- Journal of Forecasting v.8 no.1 Subjective intervention in formal models M.West;J.Harrison
- Journal of Forecasting Variance Intervention P.Young;C.Ng