BulDML at Institute of Mathematics and Informatics: Local-Median Method of Forecasting for Regression Time Series under Outliers

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BulDML at Institute of Mathematics and Informatics >
IMI >
IMI Periodicals >
Pliska Studia Mathematica Bulgarica >
2003 Volume 14 >

Please use this identifier to cite or link to this item: http://hdl.handle.net/10525/2181

Title:	Local-Median Method of Forecasting for Regression Time Series under Outliers
Authors:	Kharin, Yu. Maevskiy, V.
Keywords:	Robustness Forecasting Regression Outliers
Issue Date:	2003
Publisher:	Institute of Mathematics and Informatics Bulgarian Academy of Sciences
Citation:	Pliska Studia Mathematica Bulgarica, Vol. 14, No 1, (2003), 71p-80p
Abstract:	The local-median method of forecasting under the regression model with outliers is analyzed in this paper. The breakdown point is evaluated, the distribution function of the local-median forecast is given.
Description:	2002 Mathematics Subject Classification: 62M20, 62-07, 62J05, 62P20.
URI:	http://hdl.handle.net/10525/2181
ISSN:	0204-9805
Appears in Collections:	2003 Volume 14

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