24. 参考⽂献
• Sean J. Taylor and Benjamin Letham,
Forecasting at Scale, 2017
– A. Harvey and S. Peters, Estimation procedures
for structural time series models, Journal of
Forecasting, 9:89–108, 1990
– A. C. Harvey and N. Shephard, Structural time
series models, In G. Maddala, C. Rao, and H.
Vinod, editors, Handbook of Statistics, volume
11, chapter 10, pages 261–302. Elsevier, 1993
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