@CONFERENCE\{IMM1997-01695,
    author       = "H. A. Nielsen and T. S. Nielsen and H. Madsen",
    title        = "Local fitting of autoregressive models with external input",
    year         = "1997",
    pages        = "175-188",
    booktitle    = "Symposium i anvendt statistik",
    volume       = "",
    series       = "",
    editor       = "Helle Holst and Lisbeth La Cour and Agnar H{\o}skuldsson",
    publisher    = "",
    organization = "",
    address      = "DTU",
    url          = "http://www2.compute.dtu.dk/pubdb/pubs/1695-full.html"
}