Model Selection for Weakly Dependent Time Series Forecasting

Document type :
Journal articles
Complete list of metadatas

https://hal.archives-ouvertes.fr/hal-00717618
Contributor : Serena Benassù <>
Submitted on : Friday, July 13, 2012 - 11:31:47 AM
Last modification on : Sunday, March 31, 2019 - 1:16:53 AM

Identifiers

  • HAL Id : hal-00717618, version 1

Citation

P. Alquier, O. Wintenberger. Model Selection for Weakly Dependent Time Series Forecasting. Bernoulli, Bernoulli Society for Mathematical Statistics and Probability, 2012, 18 (3), pp.883-913. ⟨hal-00717618⟩

Share

Metrics

Record views

95