Robustness in Statistical Forecasting

DOI10.1007/978-3-319-00840-0MaRDI QIDQ2840403zbMATH OpenOpenAlexFDO

Authors Yuriĭ Semenovich Kharin

Publication date 18 July 2013

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

zbMATH Keywords

forecastingrobustnesstime series

Mathematics Subject Classification ID

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

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Cited in

(22)

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• Robustness of the mean square risk in forecasting of regression time series
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• Comparison of the effectiveness of forecasts obtained by means of selected probability functions with respect to forecast error distributions
• Statistical analysis of conditionally binomial nonlinear regression time series with discrete regressors
• Neural network-based models of binomial time series in data analysis problems
• Statistical forecasting of the dynamics of epidemiological indicators for COVID-19 incidence in the republic of Belarus
• Statistical analysis of parsimonious high-order multivariate finite Markov chains based on sufficient statistics
• Robust forecast combinations

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