Robustness analysis in forecasting of time series

MaRDI QIDQ3497951zbMATH OpenFDO

Authors Yuriĭ Semenovich Kharin

Publication date 28 May 2008

zbMATH Keywords

functional distortions

Mathematics Subject Classification ID

Robustness and adaptive procedures (parametric inference) (62F35) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and prediction (62M20)

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