Robustness in statistical forecasting / Yuriy Kharin.
Material type:
TextPublication details: Switzerland : Springer, 2013.Description: xvi, 356 p. : illISBN: - 9783319008394 (hard cover : alk. paper)
- 23 K45 000SA.3
| Item type | Current library | Call number | Status | Date due | Barcode | Item holds | |
|---|---|---|---|---|---|---|---|
| Books | ISI Library, Kolkata | 000SA.3 K45 (Browse shelf(Opens below)) | Available | 135285 |
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| 000SA.3 D728 Nonlinear times series : | 000SA.3 G633 Multivariate time series with linear state space structure / | 000SA.3 In61 Modeling and stochastic learning for forecasting in high dimensions : | 000SA.3 K45 Robustness in statistical forecasting / | 000SA.3 L693 Time series with mixed spectra / | 000SA.3 M214 Time series clustering and classification/ | 000SA.3 M787 Introduction to time series analysis and forecasting / |
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.
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