Books
Hyndman and Athanasopoulos (2012), Forecasting: principles and practice, OTexts.
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.
Twitter: @robjhyndman
Email: Rob.Hyndman@monash.edu
From my research blog