Robustness in Statistical Forecasting

DOI10.1007/978-3-319-00840-0zbMATH Open1281.62215OpenAlexW4300872739MaRDI QIDQ2840403FDOQ2840403

Authors: Yuriĭ Semenovich Kharin 

Publication date: 18 July 2013

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

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zbMATH Keywords

forecastingtime seriesrobustness

Mathematics Subject Classification ID

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

Cited In (21)

• Forecast robustness in macroeconometric models
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• Semibinomial conditionally nonlinear autoregressive models of discrete random sequences: probabilistic properties and statistical parameter estimation
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• Comparison of the effectiveness of forecasts obtained by means of selected probability functions with respect to forecast error distributions
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• Robust forecast combinations
• Info-gap forecasting and the advantage of sub-optimal models
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• Statistical analysis of multivariate discrete-valued time series
• Robust regressive forecasting under functional distortions in a model
• Robustness of the mean square risk in forecasting of regression time series
• 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
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• Экономные модели цепей Маркова высокого порядка для оценивания криптографических генераторов
• Asymptotic analysis of statistical estimators of parameters for binomial conditionally autoregressive model of spatio-temporal data
• Statistical forecasting of the dynamics of epidemiological indicators for COVID-19 incidence in the republic of Belarus
• Neural network-based models of binomial time series in data analysis problems

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