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Dive into the research topics of 'Selecting the forgetting factor in subset autoregressive modelling'. Together they form a unique fingerprint.
Business & Economics
Forgetting
Modeling
Autoregressive Model
Forecasting Performance
Factors
Forecast Updates
Bootstrap
Non-stationary Time Series
Maximum Likelihood Estimation
Stock Market Index
Real Exchange Rate
Benchmark
Mathematics
Modeling
Forecasting
Subset
Autoregressive Model
Real Exchange Rate
Non-stationary Time Series
Recursive Estimation
Stock Market
Performance
Forecast
Benchmark
Update
Maximum Likelihood Estimation
Bootstrap
Demonstrate
Arbitrary
Engineering & Materials Science
Set theory
Financial markets
Maximum likelihood estimation
Time series