Adaptive online forecasting of a locally stationary time varying autoregressive process

Christophe Giraud; François Roueff; Andrés Sánchez Pérez

doi:10.4171/OWR/2013/48

Conference papers

Adaptive online forecasting of a locally stationary time varying autoregressive process

Christophe Giraud ¹ François Roueff ^{2, 3} Andrés Sánchez Pérez ^{2, 3}

1 LM-Orsay - Laboratoire de Mathématiques d'Orsay

2 S2A - Signal, Statistique et Apprentissage

LTCI - Laboratoire Traitement et Communication de l'Information

3 TSI - Département Traitement du Signal et des Images

Document type :

Conference papers

Domain :

Mathematics [math] / Statistics [math.ST]

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Adaptive online forecasting of a locally stationary time varying autoregressive process

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Adaptive online forecasting of a locally stationary time varying autoregressive process

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