Stochastic online convex optimization. Application to probabilistic time series forecasting

DOI10.1214/23-ejs2208arXiv2102.00729OpenAlexW3128833501WikidataQ128254537 ScholiaQ128254537MaRDI QIDQ6200884

Olivier Wintenberger

Publication date: 25 March 2024

Published in: Electronic Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2102.00729

zbMATH Keywords

time series predictionprobabilistic forecastingsequential learning

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Sequential statistical methods (62L99)

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