Robustness in Statistical Forecasting

DOI10.1007/978-3-319-00840-0zbMath1281.62215OpenAlexW4300872739MaRDI QIDQ2840403

Yuriy S. Kharin

Publication date: 18 July 2013

Full work available at URL: http://elib.bsu.by/handle/123456789/182976

zbMATH Keywords

robustnesstime seriesforecasting

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Research exposition (monographs, survey articles) pertaining to statistics (62-02)

Related Items (9)

Unnamed Item ⋮ Statistical analysis of conditionally binomial nonlinear regression time series with discrete regressors ⋮ Semibinomial conditionally nonlinear autoregressive models of discrete random sequences: probabilistic properties and statistical parameter estimation ⋮ Statistical estimation of parameters for binary conditionally nonlinear autoregressive time series ⋮ Robust estimation for binomial conditionally nonlinear autoregressive time series based on multivariate conditional frequencies ⋮ Экономные модели цепей Маркова высокого порядка для оценивания криптографических генераторов ⋮ Statistical analysis of multivariate discrete-valued time series ⋮ Unnamed Item ⋮ ML estimation of multiple regression parameters under classification of the dependent variable

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