文章基本信息

标题：Robustness of Forecasting for Autoregressive Time Series with Bilinear Distortions
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作者：Yuriy KHARIN ; Olga RADZIEUSKAYA
期刊名称：Austrian Journal of Statistics
出版年度：2008
卷号：37
期号：01
页码：61-61
出版社：Austrian Statistical Society
摘要：The paper is devoted to the investigation of bilinear stochastic time series model BL(p, 0, 1, 1). The linear autoregressive forecasting statistic is considered under the mean-square risk criterion; its robustness under bilinear distortions is evaluated.
关键词：Autoregression, Bilinear Time Series, Mean-Square Risk, Robustness.