Robustness in Statistical Forecasting

フォーマット:

電子ブック

責任表示:

by Yuriy Kharin

言語:

英語

出版情報:

Cham : Springer International Publishing : Imprint: Springer, 2013

形態:

XVI, 356 p. 47 illus : online resource

著者名:

• Kharin, Yuriy
• SpringerLink (Online service)

目次情報:

Preface
Symbols and Abbreviations
Introduction
A Decision-Theoretic Approach to Forecasting
Time Series Models of Statistical Forecasting
Performance and Robustness Characteristics in Statistical Forecasting
Forecasting under Regression Models of Time Series
Robustness of Time Series Forecasting Based on Regression Models
Optimality and Robustness of ARIMA Forecasting
Optimality and Robustness of Vector Autoregression Forecasting under Missing Values
Robustness of Multivariate Time Series Forecasting Based on Systems of Simultaneous Equations
Forecasting of Discrete Time Series
Index

Preface
Symbols and Abbreviations
Introduction
A Decision-Theoretic Approach to Forecasting
Time Series Models of Statistical Forecasting
Performance and Robustness Characteristics in Statistical Forecasting

続きを見る

書誌ID:

IT00007516

ISBN:

9783319008400 [3319008404]      
9783319008394 [3319008390]