Wow! eBook
Robustness in Statistical Forecasting
Author(s): Yuriy Kharin (Author)
- Publisher: Springer
- Publication Date: November 27, 2013
- Language: English
- Print length: 374 pages
- ISBN-10: 3319008412
- ISBN-13: 9783319008417
Book Description
Preface.- Symbols and Abbreviations.- Introduction.- A Decision-Theoretic Approach to Forecasting.- Time Series Models of Statistical Forecasting.- Performance and Robustness Characteristics in Statistical Forecasting.- Forecasting under Regression Models of Time Series.- Robustness of Time Series Forecasting Based on Regression Models.- Optimality and Robustness of ARIMA Forecasting.- Optimality and Robustness of Vector Autoregression Forecasting under Missing Values.- Robustness of Multivariate Time Series Forecasting Based on Systems of Simultaneous Equations.- Forecasting of Discrete Time Series.- Index.
