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

Sanchez-Perez, Andres, Roueff, Fran├žois, Giraud, Christophe . The Annals of Statistics 2015. 43 (6) :2412-2450

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Bibtex

@article{CIS-323968,
  Author = {Sanchez-Perez, Andres and Roueff, Fran├žois and Giraud, Christophe},
  Title = {Aggregation of predictors for nonstationary sub-linear processes and online adaptive forecasting of time varying autoregressive processes},
  Journal = {The Annals of Statistics},
  Volume = {43},
  Number = {6},
  Year = {2015},
  Pages = {2412--2450},
  Keywords = {}
}

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