Harvey, A., Koopman, S.J. and Riani, M. (1997). The modeling and seasonal adjustment of weekly observations Journal of Business and Economic Statistics, 15(3):354--368.
45 Key Publications
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Atkinson, A.C., Koopman, S.J. and Shephard, N. (1997). Detecting shocks: Outliers and breaks in time series Journal of Econometrics, 80(2):387--422. -
Koopman, S.J. (1997). Exact initial kalman filtering and smoothing for nonstationary time series models Journal of the American Statistical Association, 92(440):1630--1638. -
Harvey, A. and Koopman, S.J. (1993). Forecasting hourly electricity demand using time–varying splines Journal of the American Statistical Association, 88(424):1228--1236. -
Harvey, AndrewC. and Koopman, S.J. (1992). Diagnostic checking of unobserved- components time series models Journal of Business and Economic Statistics, 10(4):377--389.