Asymptotically Optimal Prediction for Time-Varying Data Generating Processes
DOI10.1109/TIT.2018.2882819zbMATH Open1432.62321OpenAlexW2900665335WikidataQ128881792 ScholiaQ128881792MaRDI QIDQ5223985FDOQ5223985
Authors: Jie Ding, Jiawei Zhou, Vahid Tarokh 
Publication date: 19 July 2019
Published in: IEEE Transactions on Information Theory (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1109/tit.2018.2882819
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and prediction (62M20) Measures of information, entropy (94A17)
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