On robust forecasting of autoregressive time series under censoring

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Kharin, Y.; Badziahin, I.;
  • Publisher: Минск: БГУ
  • Subject: :ОБЩЕСТВЕННЫЕ НАУКИ::Информатика [ЭБ БГУ]
    arxiv: Physics::Atmospheric and Oceanic Physics

Problems of robust statistical forecasting are considered for autoregressive time series observed under distortions generated by interval censoring. Three types of robust forecasting statistics are developed; meansquare risk is evaluated for the developed forecasting st... View more
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