Selecting the forgetting factor in subset autoregressive modelling

Business & Economics

• Forgetting 100%
• Modeling 44%
• Autoregressive Model 28%
• Forecasting Performance 27%
• Factors 26%
• Maximum Likelihood Estimation 23%
• Forecast Updates 20%
• Bootstrap 18%
• Non-stationary Time Series 17%
• Stock Market Index 14%
• Real Exchange Rate 12%
• Benchmark 9%

Mathematics

• Modeling 49%
• Forecasting 43%
• Subset 42%
• Autoregressive Model 27%
• Real Exchange Rate 23%
• Non-stationary Time Series 18%
• Recursive Estimation 17%
• Stock Market 16%
• Performance 15%
• Forecast 15%
• Benchmark 12%
• Update 12%
• Maximum Likelihood Estimation 11%
• Bootstrap 11%
• Demonstrate 7%
• Arbitrary 6%

Engineering & Materials Science

• Set theory 32%
• Financial markets 30%
• Maximum likelihood estimation 29%
• Time series 22%