Robustness in Statistical Forecasting

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

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)

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