scientific article; zbMATH DE number 7164749
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Publication:5214242
zbMath1446.62249MaRDI QIDQ5214242
Publication date: 7 February 2020
Full work available at URL: http://jmlr.csail.mit.edu/papers/v20/18-512.html
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Inference from stochastic processes and prediction (62M20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Minimax procedures in statistical decision theory (62C20) Sequential estimation (62L12)
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