Aggregation of predictors for nonstationary sub-linear processes and
online adaptive forecasting of time varying autoregressive processes

Aggregation of predictors for nonstationary sub-linear processes and online adaptive forecasting of time varying autoregressive processes

27 April 2014

Christophe Giraud

François Roueff

Andrés Sánchez-Pérez

Papers citing "Aggregation of predictors for nonstationary sub-linear processes and online adaptive forecasting of time varying autoregressive processes"

9 / 9 papers shown

Title
Online Learning for Time Series Prediction Oren Anava Elad Hazan Shie Mannor Ohad Shamir AI4TS 59 148 0 27 Feb 2013
Sparse Estimation by Exponential Weighting Philippe Rigollet Alexandre B. Tsybakov 143 121 0 25 Aug 2011
Sequential adaptive estimators in nonparametric autoregressive models Ouerdia Arkoun 110 13 0 29 Apr 2010
Fast learning rates in statistical inference through aggregation Jean-Yves Audibert 102 119 0 08 Sep 2009
Model selection for weakly dependent time series forecasting Pierre Alquier Olivier Wintenberger OOD AI4TS 133 80 0 17 Feb 2009
Empirical spectral processes for locally stationary time series R. Dahlhaus W. Polonik 86 114 0 09 Feb 2009
Aggregation by exponential weighting, sharp PAC-Bayesian bounds and sparsity A. Dalalyan Alexandre B. Tsybakov 147 176 0 19 Mar 2008
Weakly dependent chains with infinite memory P. Doukhan Olivier Wintenberger 86 133 0 19 Dec 2007
Nonparametric quasi-maximum likelihood estimation for Gaussian locally stationary processes R. Dahlhaus W. Polonik 129 87 0 01 Aug 2007