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...

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Bibliographic Details
Call Number:Libro Electrónico
Main Author: Kharin, Yuriy (Author)
Corporate Author: SpringerLink (Online service)
Format: Electronic eBook
Language:Inglés
Published: Cham : Springer International Publishing : Imprint: Springer, 2013.
Edition:1st ed. 2013.
Subjects:
Statistics .
Probabilities.
Engineering mathematics.
Engineering-Data processing.
Statistical Theory and Methods.
Probability Theory.
Statistics in Business, Management, Economics, Finance, Insurance.
Statistics in Engineering, Physics, Computer Science, Chemistry and Earth Sciences.
Mathematical and Computational Engineering Applications.
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