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 proceeding › Chapter › peer-review

Original language	English
Title of host publication	Collaborative research in electronic healthcare - computer intensive time series, pharmacy informatics and bioinformatics
Editors	Yasuo Hoshino, R. D Terrell, T.J. O'Neill and J. Penm
Place of Publication	Japan
Publisher	Evergreen Publishing
Pages	107-132
Volume	1
Edition	1st
ISBN (Print)	9781921473982
Publication status	Published - 2009

Cite this

Penm, J. HW., & Terrell, D. (2009). Subset autoregressive maximum likelihood recursions using the bootstrap and forgetting factor approaches for financial simulations. In Y. H. R. D. T. T. J. ON. A. J. P. (Ed.), Collaborative research in electronic healthcare - computer intensive time series, pharmacy informatics and bioinformatics (1st ed., Vol. 1, pp. 107-132). Evergreen Publishing.

Penm, Jack HW ; Terrell, Deane. / Subset autoregressive maximum likelihood recursions using the bootstrap and forgetting factor approaches for financial simulations. Collaborative research in electronic healthcare - computer intensive time series, pharmacy informatics and bioinformatics. editor / Yasuo Hoshino, R. D Terrell, T.J. O'Neill and J. Penm. Vol. 1 1st. ed. Japan : Evergreen Publishing, 2009. pp. 107-132

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Subset autoregressive maximum likelihood recursions using the bootstrap and forgetting factor approaches for financial simulations. / Penm, Jack HW; Terrell, Deane.
Collaborative research in electronic healthcare - computer intensive time series, pharmacy informatics and bioinformatics. ed. / Yasuo Hoshino, R. D Terrell, T.J. O'Neill and J. Penm. Vol. 1 1st. ed. Japan: Evergreen Publishing, 2009. p. 107-132.

Research output: Chapter in Book/Report/Conference proceeding › Chapter › peer-review

TY - CHAP

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AU - Terrell, Deane

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EP - 132

BT - Collaborative research in electronic healthcare - computer intensive time series, pharmacy informatics and bioinformatics

A2 - null, Yasuo Hoshino, R. D Terrell, T.J. O'Neill and J. Penm

PB - Evergreen Publishing

CY - Japan

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