Selecting the forgetting factor in subset autoregressive modelling (Q3440770)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Selecting the forgetting factor in subset autoregressive modelling |
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Selecting the forgetting factor in subset autoregressive modelling (English)
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29 May 2007
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autoregressive model
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forgetting factor
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forecasting
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time-recursive maximum likelihood estimate
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exchange rate
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