Non-linear predictors of transformed stationary processes
نویسندگان
چکیده
منابع مشابه
Aggregation of Predictors for Non Stationary Sub-linear Processes and Online Adaptive Forecasting of Time Varying Autoregressive Processes
In this work, we study the problem of aggregating a finite number of predictors for non stationary sub-linear processes. We provide oracle inequalities relying essentially on three ingredients: 1) a uniform bound of the `1 norm of the time-varying sub-linear coefficients, 2) a Lipschitz assumption on the predictors and 3) moment conditions on the noise appearing in the linear representation. Tw...
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ژورنال
عنوان ژورنال: Nagoya Mathematical Journal
سال: 1984
ISSN: 0027-7630,2152-6842
DOI: 10.1017/s0027763000020936