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Robustness in Statistical Forecasting
Traditional procedures in the statistical forecasting of time series, which are proved to be optimal under the hypothetical model, are often not robust under relatively small distortions (misspecification, outliers, missing values, etc.), leading to actual forecast risks (mean square errors of predi...
| Clasificación: | Libro Electrónico |
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| Autor principal: | |
| Autor Corporativo: | |
| Formato: | Electrónico eBook |
| Idioma: | Inglés |
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Cham :
Springer International Publishing : Imprint: Springer,
2013.
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| Edición: | 1st ed. 2013. |
| Temas: | |
| Acceso en línea: | Texto Completo |