TY  - BOOK
AU  - Kharin,Yuriy
TI  - Robustness in statistical forecasting
SN  - 9783319008394 (hard cover : alk. paper)
U1  - 000SA.3 23
PY  - 2013///
CY  - Switzerland
PB  - Springer
KW  - Time-series analysis.
KW  - Robust statistics
N1  - Includes bibliographical reference and index; 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
N2  - The book is primarily intended for mathematicians, statisticians, and software developers in applied mathematics, computer science, data analysis, econometrics, financial engineering, and biometrics. It can also be recommended as a textbook for a one-semester course for advanced undergraduate and postgraduate students of the mentioned disciplines.
ER  -