West, Mike and Harrison, Jeff: Bayesian Forecasting and Dynamic Models, Second Edition, 1997. Springer Verlag. ISBN: 0-387-94725-6.
Tvete, Ingunn Fride and Natvig, Bent: "A Comparison of an Analytical Approach and a Standard Simulation Approach In Bayesian Forecasting Applied to Monthly Data from Insurance of Companies" in Methodology and Computing in Applied Probability, 4, 95-113, 2002. To be handed out.
Natvig, Bent and Tvete, Ingunn Fride: "Bayesian Hierarchical Space-time Modeling of Earthquake Data" in Methodology and Computing in Applied Probability, 9, 89-114, 2007. To be handed out.