Robustness in Statistical Forecasting

Yuriy Kharin ()
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Yuriy Kharin: Belarusian State University, Department of Mathematical Modeling and Data Analysis

in Springer Books from Springer

Date: 2013
Edition: 2013
ISBN: 978-3-319-00840-0
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Chapters in this book:

Ch Chapter 1 Introduction

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Ch Chapter 10 Forecasting of Discrete Time Series

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Ch Chapter 2 A Decision-Theoretic Approach to Forecasting

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Ch Chapter 3 Time Series Models of Statistical Forecasting

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Ch Chapter 4 Performance and Robustness Characteristics in Statistical Forecasting

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Ch Chapter 5 Forecasting Under Regression Models of Time Series

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Ch Chapter 6 Robustness of Time Series Forecasting Based on Regression Models

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Ch Chapter 7 Optimality and Robustness of ARIMA Forecasting

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Ch Chapter 8 Optimality and Robustness of Vector Autoregression Forecasting Under Missing Values

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Ch Chapter 9 Robustness of Multivariate Time Series Forecasting Based on Systems of Simultaneous Equations

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DOI: 10.1007/978-3-319-00840-0

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