Skip to main content

Introduction

  • Chapter
  • First Online:
Robustness in Statistical Forecasting
  • 2164 Accesses

Abstract

The introduction defines statistical forecasting and discusses its history and applications.

This is a preview of subscription content, log in via an institution to check access.

Access this chapter

Chapter
USD 29.95
Price excludes VAT (USA)
  • Available as PDF
  • Read on any device
  • Instant download
  • Own it forever
eBook
USD 39.99
Price excludes VAT (USA)
  • Available as EPUB and PDF
  • Read on any device
  • Instant download
  • Own it forever
Softcover Book
USD 54.99
Price excludes VAT (USA)
  • Compact, lightweight edition
  • Dispatched in 3 to 5 business days
  • Free shipping worldwide - see info
Hardcover Book
USD 54.99
Price excludes VAT (USA)
  • Durable hardcover edition
  • Dispatched in 3 to 5 business days
  • Free shipping worldwide - see info

Tax calculation will be finalised at checkout

Purchases are for personal use only

Institutional subscriptions

References

  1. Abraham, B., Ledolter, J.: Statistical Methods for Forecasting. Wiley, New York (1989)

    Google Scholar 

  2. Aitchison, J., Dunsmore, J.: Statistical Prediction Analysis. CUP, Cambridge (1975)

    Book  MATH  Google Scholar 

  3. Anderson, T.: The Statistical Analysis of Time Series. Wiley, New York (1994)

    Book  MATH  Google Scholar 

  4. Bowerman, B., O’Connel, R.: Forecasting and Time Series. Duxbury Press, Belmont (1993)

    MATH  Google Scholar 

  5. Box, G., Jenkins, G., Reinsel, G.: Time Series Analysis: Forecasting and Control. Wiley-Blackwell, New York (2008)

    Google Scholar 

  6. Brockwell, P., Davis, R.: Introduction to Time Series and Forecasting. Springer, New York (2002)

    Book  MATH  Google Scholar 

  7. Christensen, R.: Bayesian Ideas and Data Analysis: An Introduction for Scientists and Statisticians. CRC Press, Boca Raton (2011)

    Google Scholar 

  8. Davison, A.: Statistical Models. Cambridge University Press, Cambridge (2009)

    Google Scholar 

  9. Greene, W.: Econometric Analysis. Macmillan, New York (2000)

    Google Scholar 

  10. Hampel, F., Ronchetti, E., Rousseeuw, P., Stahel, W.: Robust Statistics: The Approach Based on Influence Functions. Wiley, New York (1986)

    MATH  Google Scholar 

  11. Huber, P.: Some mathematical problems arising in robust statistics. In: Proceedings of the International Congress of Mathematicians, pp. 821–824. University of Vancouver, Vancouver (1974)

    Google Scholar 

  12. Huber, P.: Robust Statistics. Wiley, New York (1981)

    Book  MATH  Google Scholar 

  13. Kharin, Yu.: Robustness in Statistical Pattern Recognition. Kluwer Academic, Dordrecht (1996)

    Book  MATH  Google Scholar 

  14. Kharin, Yu., Charemza, W., Malugin, V.: On modeling of Russian and Belarusian economies by the LAM-3 econometric model (in Russian). Appl. Econom. 1(2), 124–139 (2006)

    Google Scholar 

  15. Kolmogorov, A.: On the use of statistically estimated forecasting formulae (in Russian). Geophys. J. 3, 78–82 (1933)

    Google Scholar 

  16. Kolmogorov, A.: Interpolation and extrapolation of stationary stochastic series (in Russian). Izv. Akad. Nauk SSSR Ser. Mat 5(1), 3–14 (1941)

    Google Scholar 

  17. MacLaren, A.: Consolidated-Webster Encyclopedic Dictionary. CBP, New York (1946)

    Google Scholar 

  18. Maronna, R., Zamar, R.: Robust multivariate estimates for high-dimensional datasets. Technometrics 44, 307–317 (2002)

    Article  MathSciNet  Google Scholar 

  19. Newbold, P.: Introductory Business Forecasting. South-Western Publishing, Dallas (1990)

    Google Scholar 

  20. Taylor, S.: Modelling Financial Time Series. Wiley, New York (1986)

    MATH  Google Scholar 

Download references

Author information

Authors and Affiliations

Authors

Rights and permissions

Reprints and permissions

Copyright information

© 2013 Springer International Publishing Switzerland

About this chapter

Cite this chapter

Kharin, Y. (2013). Introduction. In: Robustness in Statistical Forecasting. Springer, Cham. https://doi.org/10.1007/978-3-319-00840-0_1

Download citation

Publish with us

Policies and ethics