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Strategies for Sequential Prediction of Stationary Time Series · Study

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PreprintStrategies for Sequential Prediction of Stationary Time Series

László Györfi2000

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Preprintgreen2000

Strategies for Sequential Prediction of Stationary Time Series

László Györfi · Gábor Lugosi

33 citations·0/0 files stored·SSRN Electronic Journal

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Forecasting Techniques and Applications Time Series Analysis and Forecasting Advanced Bandit Algorithms Research

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References

1997How to use expert advice 1999Averaging Expert Predictions 1994The strong law of large numbers for sequential decisions under uncertainty

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2003On optimal sequential prediction for general processes 2011Sequential Quantile Prediction of Time Series

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Details

Year2000

Typepreprint

Published2000-01-01

VenueSSRN Electronic Journal

ISSN-L1556-5068

Languageen

Citations33

Files0 public / 0

ShelfForecasting Techniques and Applications

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doi10.2139/ssrn.248563

openalex_workW1578202804

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