Robustness in Statistical Forecasting - Couverture rigide

Kharin, Yuriy

Couverture rigide

ISBN 10 : 3319008390 ISBN 13 : 9783319008394

Editeur : Springer International Publishing AG, 2013

Synopsis

This book examines robustness of time series forecasting. It evaluates sensitivity of the forecast risks to distortions and presents new robust forecasting procedures.

A propos du livre

À propos de l?auteur

Yuriy Kharin is Chairman of the Department of Mathematical Modeling & Data Analysis, Director of the Research Institute for Applied Problems of Mathematics & Informatics at the Belarusian State University. He completed his Ph.D. in Math. Sci. at the Tomsk State University in 1974 and his Dr. Sci. in Math. Sci. at the USSR Academy of Sciences in 1986. His research interests include mathematical and applied statistics, robust statistics, and statistical forecasting. He is founder and first President of the Belarusian Statistical Association (1998), Laureate of National Science Prize (2002), and a Correspondent Member of the National Academy of Sciences of Belarus (2004).

Détails de l'édition

• Éditeur: Springer International Publishing AG
• Date d'édition: 2013
• Langue: anglais
• ISBN 10: 3319008390
• ISBN 13: 9783319008394
• Reliure: Relié
• Nombre de pages: 372
• Coordonnées du fabricant: ProductSafety@springernature.com; ProductSafety@springernature.com; ; Poststr. 9; Darmstadt; 64293; Allemagne