Bayesian Forecasting and Dynamic Models
Forecasting with Exponential Smoothing: The State Space Approach (Springer Series in Statistics)
Bayesian and Frequentist Regression Methods
Dynamic Linear Models with R
State Space Modeling of Time Series
Stochastic Modelling and Control (Monographs on Statistics and Applied Probability)
Finite Mixture and Markov Switching Models
Nonlinear Financial Econometrics: Forecasting Models, Computational and Bayesian Models
Practical Nonparametric and Semiparametric Bayesian Statistics
Forecasting in the Presence of Structural Breaks and Model Uncertainty
