Open Research

Selecting the forgetting factor in subset autoregressive modelling

dc.contributor.author	Brailsford, Timothy J
dc.contributor.author	Penm, Jammie H C
dc.date.accessioned	2015-12-13T22:30:46Z
dc.date.available	2015-12-13T22:30:46Z
dc.identifier.issn	0143-9782
dc.identifier.uri	http://hdl.handle.net/1885/74995
dc.publisher	Blackwell Publishing Ltd
dc.source	Journal of Time Series Analysis
dc.title	Selecting the forgetting factor in subset autoregressive modelling
dc.type	Journal article
local.description.notes	Imported from ARIES
local.description.refereed	Yes
local.identifier.citationvolume	23
dc.date.issued	2002
local.identifier.absfor	010405 - Statistical Theory
local.identifier.ariespublication	MigratedxPub4414
local.type.status	Published Version
local.contributor.affiliation	Brailsford, Timothy J, College of Business and Economics, ANU
local.contributor.affiliation	Penm, Jammie H C, College of Business and Economics, ANU
local.bibliographicCitation.issue	6
local.bibliographicCitation.startpage	629
local.bibliographicCitation.lastpage	649
dc.date.updated	2015-12-11T08:56:32Z
Collections	ANU Research Publications

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