Jack H. W. Penm

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
On the recursions of two-dimensional subset autoregressions	2013-02-13	Paper
Identification of a two-dimensional autoregressive-moving average model for image signal processing	2010-04-16	Paper
scientific article; zbMATH DE number 5647808 (Why is no real title available?)	2009-12-15	Paper
TESTING PPP BY MEANS OF ZNZ PATTERNED VECM International Journal of Theoretical and Applied Finance	2008-08-26	Paper
scientific article; zbMATH DE number 5206499 (Why is no real title available?)	2007-10-30	Paper
Selecting the forgetting factor in subset autoregressive modelling Journal of Time Series Analysis	2007-05-29	Paper
Kernel Bandwidth Applications to the Euro and the U.S. Mutual Fund Movements Research in Finance	2007-05-03	Paper
AN ANALYSIS OF ASIAN MARKET INTEGRATION PRE- AND POST-CRISIS International Journal of Theoretical and Applied Finance	2006-08-14	Paper
An evolutionary recursive algorithm in selecting statistical subset neural network/VDL filtering Journal of Applied Mathematics and Decision Sciences	2006-05-29	Paper
The relationship between stock markets of major developed countries and Asian emerging markets Journal of Applied Mathematics and Decision Sciences	2005-06-21	Paper
THE SEQUENTIAL ESTIMATION OF SUBSET VAR WITH FORGETTING FACTOR AND INTERCEPT VARIABLE International Journal of Theoretical and Applied Finance	2005-03-18	Paper
A robust algorithm in sequentially selecting subset time series system using neural networks Journal of Time Series Analysis	2001-10-09	Paper
The selection of zero-non-zero patterned cointegrating vectors in error-correction modelling Econometric Reviews	1998-12-14	Paper
THE RECURSIVE FITTING OF SUBSET VARX MODELS Journal of Time Series Analysis	1994-01-20	Paper
scientific article; zbMATH DE number 4078583 (Why is no real title available?)	1986-01-01	Paper
Multivariate subset autoregressive modelling with zero constraints for detecting 'overall causality' Journal of Econometrics	1984-01-01	Paper
A note on the recursions of multichannel complex subset autoregressions IEEE Transactions on Automatic Control	1983-01-01	Paper
ON THE RECURSIVE FITTING OF SUBSET AUTOREGRESSIONS Journal of Time Series Analysis	1982-01-01	Paper

Research outcomes over time

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