Books
Hyndman, Koehler, Ord and Snyder (2008), Forecasting with exponential smoothing: the state space approach, Springer.
Makridakis, Wheelwright and Hyndman (1998), Forecasting: methods and applications, Wiley: New York.PhD thesis
Continuous-time threshold autoregressive modelling, The University of Melbourne, 1992.
Continuous-time threshold autoregressive modelling, The University of Melbourne, 1992.
Rob J Hyndman is Professor of Statistics at Monash University, Australia.
Email: Rob.Hyndman@monash.edu
From my research blog