Prediction of time series by statistical learning: general losses and fast rates
DOI10.2478/demo-2013-0004MaRDI QIDQ5417591
Olivier Wintenberger, Xiaoyin Li, Pierre Alquier
Publication date: 21 May 2014
Published in: Dependence Modeling (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1211.1847
mixing; time series forecasting; statistical learning theory; weak dependence; oracle inequalities; fast rates; GDP forecasting; PACBayesian bounds
62P20: Applications of statistics to economics
62M20: Inference from stochastic processes and prediction
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
68Q32: Computational learning theory
68T05: Learning and adaptive systems in artificial intelligence
60G25: Prediction theory (aspects of stochastic processes)
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