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...
|Main Author:||Kharin, Yuriy.|
|Corporate Author:||SpringerLink (Online service)|
Springer International Publishing :
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