Concentration inequalities for empirical processes of linear time series.

Likai Chen Wei Biao Wu

Published in: J. Mach. Learn. Res. (2017)

Keyphrases

linear inequalities
box jenkins
machine learning
dynamic time warping
genetic algorithm
support vector
lower bound
linear programming
sufficient conditions
non stationary
linear program
closed form
stock market
computational models
empirical data
multivariate time series