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Prediction of time series by statistical learning: general losses and fast rates - MaRDI portal

Prediction of time series by statistical learning: general losses and fast rates (Q5417591)

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scientific article; zbMATH DE number 6297673
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Prediction of time series by statistical learning: general losses and fast rates
scientific article; zbMATH DE number 6297673

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    Prediction of time series by statistical learning: general losses and fast rates (English)
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    21 May 2014
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    statistical learning theory
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    time series forecasting
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    PACBayesian bounds
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    weak dependence
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    mixing
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    oracle inequalities
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    fast rates
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    GDP forecasting
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