Memory-universal prediction of stationary random processes (Q4392439)

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scientific article; zbMATH DE number 1160233
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Memory-universal prediction of stationary random processes
scientific article; zbMATH DE number 1160233

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    Memory-universal prediction of stationary random processes (English)
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    13 June 2000
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    Bernstein inequality
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    complexity regularization
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    least-squares loss
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    Markov processes
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    memory-universal prediction
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    mixing processes
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    model selection
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    neural networks
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    time series prediction
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    Legendre polynomials
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