Robustness in statistical forecasting /
Traditional procedures in the statistical forecasting of time series, which are proved to be optimal under the hypothetical model, are often not robust under relatively small distortions (misspecification, outliers, missing values, etc.), leading to actual forecast risks (mean square errors of predi...
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| Format: | eBook |
| Language: | English |
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Cham
Springer International Publishing
2013.
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| Online Access: | Click here to view the full text content |
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