Evaluation of forecasts in AR models with outliers
type: Item
instance of: scholarly article
title: Evaluation of forecasts in AR models with outliers
zbMATH Open document ID: 0792.62084
DOI: 10.1007/BF01719702
author: R. Elsebach
published in: OR Spektrum
publication date: 1994-06-08T00:00:00Z
Mathematics Subject Classification ID: 62M20
Mathematics Subject Classification ID: 62F35
zbMATH DE Number: 584692
zbMATH Keywords: robust procedures
zbMATH Keywords: ex-post evaluation of forecasts
zbMATH Keywords: forecast errors
zbMATH Keywords: time series
zbMATH Keywords: mean squared error
zbMATH Keywords: mean absolute error
zbMATH Keywords: simulation
zbMATH Keywords: autoregressive models
zbMATH Keywords: outliers
MaRDI profile type: Publication
cites work: LEVINSON-TYPE RECURSIVE ALGORITHMS FOR LEAST-SQUARES AUTOREGRESSION
cites work: Robust Estimation of a Location Parameter
description: scientific article; zbMATH DE number 584692