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Original Articles

Monitoring Residual Autocorrelations in Dynamic Linear Models

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Pages 1079-1104 | Published online: 15 Feb 2007

References

  • Gargallo , P. 2001 . Automatic Monitoring and Intervention in Dynamic Linear Models University of Zaragoza . Ph.D. Thesis
  • Harrison , J. and Stevens , C. 1976 . Bayesian forecasting (with discussion) . Journal of the Royal Statistical Society Series B , 38 : 205 – 247 .
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  • West , M. and Harrison , P. J. 1986 . Monitoring and adaptation in Bayesian forecasting models . Journal of the American Statistical Association , 81 : 741 – 750 .
  • West , M. and Harrison , P. J. 1997 . Bayesian Forecasting and Dynamic Models. , 2nd ed. Springer-Verlag .

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