0
Views
0
CrossRef citations to date
0
Altmetric
Original Articles

Comments On “Kalman Forecasting In A Decision Support System”

Pages 95-96 | Published online: 25 May 2016

References

  • G.E.P. Box and G,M, Jenkins, Time Series Analysis, Forecasing and Control, 2nd edition, San Francisco: Holden Day, 1976
  • G. Gardner, A,C, Harvey and G,D,A, Phillips, “AS]54 an algorithm for exact maximum likelihood estimation of autoregressive-moving average models by means of Kalman filtering,” Joumal Royal Stat, Soc, Ser C, (Applied Statistics) 29: 3 (1980), 311–22
  • C.W.J. Granger, “Prediction with a generalised cost of error function,” Operational Research Quarterly, 20: 2 (1969), 199–207
  • A.C. Harvey, “A unified view of statistical forecasting procedures,” Journal of Forecasting, 3: 3 (1984), 245–84
  • P.J. Harrison and CF, Stevens, “A Bayesian Approach to Short Term Forecasting” , Operational Research Quarterly, 22: 4 (1971), 341–62
  • G.W. Morrison and D,M, Pike, “Kalman filtering applied to statistical forecasting,” Management Science, 23 (1977), 768–74

Reprints and Corporate Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

To request a reprint or corporate permissions for this article, please click on the relevant link below:

Academic Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

Obtain permissions instantly via Rightslink by clicking on the button below:

If you are unable to obtain permissions via Rightslink, please complete and submit this Permissions form. For more information, please visit our Permissions help page.