Brailsford, T. J.; Penm, J. H. W.; Terrell, R. D. Selecting the forgetting factor in subset autoregressive modelling. (English) Zbl 1115.62083 J. Time Ser. Anal. 23, No. 6, 629-649 (2002). Reviewer: Mikhail P. Moklyachuk (Kyïv) MSC: 62M10 91B28 62M20 62P05 PDFBibTeX XMLCite \textit{T. J. Brailsford} et al., J. Time Ser. Anal. 23, No. 6, 629--649 (2002; Zbl 1115.62083) Full Text: DOI
Penm, Jack H. W.; Brailsford, T. J.; Terrell, R. D. A robust algorithm in sequentially selecting subset time series system using neural networks. (English) Zbl 0974.62073 J. Time Ser. Anal. 21, No. 4, 389-412 (2000). Reviewer: N.M.Zinchenko (Kyïv) MSC: 62M10 62M45 62G35 PDFBibTeX XMLCite \textit{J. H. W. Penm} et al., J. Time Ser. Anal. 21, No. 4, 389--412 (2000; Zbl 0974.62073) Full Text: DOI