On robust forecasting of autoregressive time series under censoring
- Publisher: Минск: БГУ
: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...