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Selecting the forgetting factor in subset autoregressive modelling

dc.contributor.authorBrailsford, Timothy J
dc.contributor.authorPenm, Jammie H C
dc.date.accessioned2015-12-13T22:30:46Z
dc.date.available2015-12-13T22:30:46Z
dc.identifier.issn0143-9782
dc.identifier.urihttp://hdl.handle.net/1885/74995
dc.publisherBlackwell Publishing Ltd
dc.sourceJournal of Time Series Analysis
dc.titleSelecting the forgetting factor in subset autoregressive modelling
dc.typeJournal article
local.description.notesImported from ARIES
local.description.refereedYes
local.identifier.citationvolume23
dc.date.issued2002
local.identifier.absfor010405 - Statistical Theory
local.identifier.ariespublicationMigratedxPub4414
local.type.statusPublished Version
local.contributor.affiliationBrailsford, Timothy J, College of Business and Economics, ANU
local.contributor.affiliationPenm, Jammie H C, College of Business and Economics, ANU
local.bibliographicCitation.issue6
local.bibliographicCitation.startpage629
local.bibliographicCitation.lastpage649
dc.date.updated2015-12-11T08:56:32Z
CollectionsANU Research Publications

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