Titlebook: Robustness in Statistical Forecasting; Yuriy Kharin Book 2013 Springer International Publishing Switzerland 2013 62-02, 62M20, 62M10, 62G3

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Yuriy KharinThe first book with a specific focus on robustness of time series forecasting.Evaluates sensitivity of the forecast risks to distortions and presents new robust forecasting procedures.Presentation of