Robustness in Statistical Forecasting
Author:   Yuriy Kharin
Publisher:   Springer International Publishing AG
Edition:   Softcover reprint of the original 1st ed. 2013
ISBN:  

9783319345680


Pages:   356
Publication Date:   23 August 2016
Format:   Paperback
Availability:   Manufactured on demand   Availability explained
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Robustness in Statistical Forecasting


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Full Product Details

Author:   Yuriy Kharin
Publisher:   Springer International Publishing AG
Imprint:   Springer International Publishing AG
Edition:   Softcover reprint of the original 1st ed. 2013
Dimensions:   Width: 15.50cm , Height: 2.00cm , Length: 23.50cm
Weight:   5.621kg
ISBN:  

9783319345680


ISBN 10:   3319345680
Pages:   356
Publication Date:   23 August 2016
Audience:   Professional and scholarly ,  Professional & Vocational
Format:   Paperback
Publisher's Status:   Active
Availability:   Manufactured on demand   Availability explained
We will order this item for you from a manufactured on demand supplier.

Table of Contents

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. ​

Reviews

From the reviews: “The book is intended for mathematicians, statisticians and software developers in applied mathematics, computer science, data analysis, and econometrics, among other topics. It is a good text for advanced undergraduate and postgraduate students of the mentioned disciplines.” (Oscar Bustos, zbMATH, Vol. 1281, 2014)


From the reviews: The book is intended for mathematicians, statisticians and software developers in applied mathematics, computer science, data analysis, and econometrics, among other topics. It is a good text for advanced undergraduate and postgraduate students of the mentioned disciplines. (Oscar Bustos, zbMATH, Vol. 1281, 2014)


From the reviews: The book is intended for mathematicians, statisticians and software developers in applied mathematics, computer science, data analysis, and econometrics, among other topics. It is a good text for advanced undergraduate and postgraduate students of the mentioned disciplines. (Oscar Bustos, zbMATH, Vol. 1281, 2014)


Author Information

Yuriy Kharin is Chairman of the Department of Mathematical Modeling & Data Analysis, Director of the Research Institute for Applied Problems of Mathematics & Informatics at the Belarusian State University. He completed his Ph.D. in Math. Sci. at the Tomsk State University in 1974 and his Dr. Sci. in Math. Sci. at the USSR Academy of Sciences in 1986. His research interests include mathematical and applied statistics, robust statistics, and statistical forecasting. He is founder and first President of the Belarusian Statistical Association (1998), Laureate of National Science Prize (2002), and a Correspondent Member of the National Academy of Sciences of Belarus (2004).

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