Robustness in Statistical Forecasting

1. Introduction
Yuriy Kharin

2. A Decision-Theoretic Approach to Forecasting
Yuriy Kharin

3. Time Series Models of Statistical Forecasting
Yuriy Kharin

4. Performance and Robustness Characteristics in Statistical Forecasting
Yuriy Kharin

5. Forecasting Under Regression Models of Time Series
Yuriy Kharin

6. Robustness of Time Series Forecasting Based on Regression Models
Yuriy Kharin

7. Optimality and Robustness of ARIMA Forecasting
Yuriy Kharin

8. Optimality and Robustness of Vector Autoregression Forecasting Under Missing Values
Yuriy Kharin

9. Robustness of Multivariate Time Series Forecasting Based on Systems of Simultaneous Equations
Yuriy Kharin

10. Forecasting of Discrete Time Series
Yuriy Kharin

Nyckelord: Statistics, Statistical Theory and Methods, Probability Theory and Stochastic Processes, Statistics for Business/Economics/Mathematical Finance/Insurance, Statistics for Engineering, Physics, Computer Science, Chemistry and Earth Sciences, Appl.Mathematics/Computational Methods of Engineering