@ARTICLE\{IMM2007-05576, author = "P. Pinson and H. Madsen", title = "Adaptive estimation in Markov-switching models for wind power short-term fluctuations", year = "2007", journal = "Journal of the Royal Statistical Society Series C (Applied Statistics)", volume = "", editor = "", number = "", publisher = "", url = "http://www2.compute.dtu.dk/pubdb/pubs/5576-full.html" }