publication . Article . 2009

On robust forecasting of autoregressive time series under censoring

Kharin, Y.; Badziahin, I.;
Open Access English
  • Published: 01 Jan 2009
  • Publisher: Минск: БГУ
  • Country: Belarus
Abstract
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 statistics. Numerical results are given.
Subjects
arXiv: Physics::Atmospheric and Oceanic Physics
free text keywords: :ОБЩЕСТВЕННЫЕ НАУКИ::Информатика [ЭБ БГУ]
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