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Conference papers

Adaptive online forecasting of a locally stationary time varying autoregressive process

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Submitted on : Monday, July 21, 2014 - 6:23:27 PM
Last modification on : Tuesday, October 19, 2021 - 11:16:12 AM

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Christophe Giraud, François Roueff, Andrés Sánchez Pérez. Adaptive online forecasting of a locally stationary time varying autoregressive process. Statistical Inference for Complex Time Series Dat, Sep 2013, Oberwolfach, Germany. pp.53-56, ⟨10.4171/OWR/2013/48⟩. ⟨hal-01026582⟩

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