Robustness in statistical forecasting / Yuriy Kharin.

Includes bibliographical reference and 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.- 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.

The book is primarily intended for mathematicians, statisticians, and software developers in applied mathematics, computer science, data analysis, econometrics, financial engineering, and biometrics. It can also be recommended as a textbook for a one-semester course for advanced undergraduate and postgraduate students of the mentioned disciplines.