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

From MaRDI portal
Publication:6664628

DOI10.1016/j.jeconom.2024.105849MaRDI QIDQ6664628

Jordi Llorens-Terrazas, Christian Brownlees

Publication date: 16 January 2025

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









Cites Work




This page was built for publication: Empirical risk minimization for time series: nonparametric performance bounds for prediction