On robust forecasting of autoregressive time series under censoring

Article English OPEN
Kharin, Y. ; Badziahin, I. (2009)
  • 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
Share - Bookmark