Empirical risk minimization for time series: nonparametric performance bounds for prediction

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Publication:6664628

DOI10.1016/J.JECONOM.2024.105849MaRDI QIDQ6664628FDOQ6664628

Jordi Llorens-Terrazas, Christian Brownlees

Publication date: 16 January 2025

Published in: Journal of Econometrics (Search for Journal in Brave)








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