Subset autoregressive maximum likelihood recursions using the bootstrap and forgetting factor approaches for financial simulations

Jack HW Penm, Deane Terrell

    Research output: Chapter in Book/Report/Conference proceedingChapterpeer-review

    Original languageEnglish
    Title of host publicationCollaborative research in electronic healthcare - computer intensive time series, pharmacy informatics and bioinformatics
    EditorsYasuo Hoshino, R. D Terrell, T.J. O'Neill and J. Penm
    Place of PublicationJapan
    PublisherEvergreen Publishing
    ISBN (Print)9781921473982
    Publication statusPublished - 2009

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