-
Prediction of quantiles by statistical learning and application to GDP foreca...
International audience -
Prediction of time series by statistical learning: general losses and fast rates
We establish rates of convergences in time series forecasting using the statistical learning approach based on oracle inequalities. A series of papers extends the... -
Fast rates in learning with dependent observations
In this paper we tackle the problem of fast rates in time series forecasting from a statistical learning perspective. In a serie of papers (e.g. Meir 2000, Modha and...
