REFERENCES FOR LECTURE 5 [1] Azzalini, A., and A.W. Bowman, 1990: "A look at some data on the Old Faithful geyser", Applied Statistics, V. 39, pp. 357-365. [Markov chain models for Old Faithful data] [2] Bellone, E., J.P. Hughes, and P. Guttorp, 2000: "A hidden Markov model for downscaling synoptic atmospheric patterns to precipitation amounts", Climate Research, V. 15, pp. 1-12. [Application of non-homogeneous hidden Markov model to precipitation amount] [3] Hughes, J.P., P. Guttorp, and S.P. Charles, 1999: "A non-homogeneous hidden Markov model for precipitation occurrence", Applied Statistics, V. 48, pp. 15-30. [Extensions of hidden Markov model to include observed covariates and conditional dependence] [4] Sansom, J., 1998: "A hidden Markov model for rainfall using breakpoint data", Journal of Climate, V. 11, pp. 42-53. [Application of hidden Markov model to precipitation rate with physical interpretation of hidden states] [5] Zucchini, W., and P. Guttorp, 1991: "A hidden Markov model for space-time precipitation", Water Resources Research, V. 27, pp. 1917-1923. [Hidden Markov model for space-time precipitation occurrence]