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Original Articles

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Pages 99-100 | Published online: 25 May 2016

References

  • P.J. Harrison and C.F. Stevens, “Bayesian Forecasting”, Journal Royal Stat. Soc, Ser B (1976) #3 , 205–247
  • R.K. Mehra, “On the identification of variances and adaptive Kalman filtering,” IEEE Trans, on Aut. Contr., AC- 15: 2 (1970), 175–84
  • P.W. Otter and D. Tempelaar, “Kalman and Box Jenkins estimators in a simulation study,” in O.D. Anderson, ed. Analysing Time Series. Amsterdam: North Holland, 1980
  • D.J. Wright, G. Capon, R. Page, J. Quiroga, A.A. Tasseen, and F. Tomasini, “Evaluation of forecasting methods for decision support,” International Journal of Forecasting (forthcoming).

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