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

DOI10.2478/demo-2013-0004OpenAlexW1971110023MaRDI 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

zbMATH Keywords

mixingtime series forecastingstatistical learning theoryweak dependenceoracle inequalitiesfast ratesGDP forecastingPACBayesian bounds

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Inference from stochastic processes and prediction (62M20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Computational learning theory (68Q32) Learning and adaptive systems in artificial intelligence (68T05) Prediction theory (aspects of stochastic processes) (60G25)

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Uses Software

• R

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