Open AccessRobust Forecasting of Non-Stationary Time Series
Author(s) -
Christophe Croux,
Roland Fried,
Irène Gijbels,
Koen Mahieu
Publication year - 2010
Publication title -
ssrn electronic journal
Language(s) - English
Resource type - Journals
ISSN - 1556-5068
DOI - 10.2139/ssrn.1690494
Subject(s) - heteroscedasticity , outlier , estimator , robustness (evolution) , series (stratigraphy) , econometrics , parametric statistics , mathematics , time series , robust statistics , statistics , robust regression , computer science , biochemistry , chemistry , biology , gene , paleontology
Accelerating Research
Robert Robinson Avenue,
Oxford Science Park, Oxford
OX4 4GP, United Kingdom
Address
John Eccles HouseRobert Robinson Avenue,
Oxford Science Park, Oxford
OX4 4GP, United Kingdom