Prediction of time series by statistical learning: General losses and fast rates

Mathematics

• Statistical Learning 100%
• Time series 66%
• Prediction 59%
• Rate of Convergence 56%
• Loss Function 50%
• Time Series Forecasting 38%
• Quadratic Loss Function 34%
• Weak Dependence 33%
• Mixing Processes 33%
• Autoregression 30%
• Estimator 29%
• Forecasting 28%
• Lipschitz Function 27%
• Bayesian Approach 24%
• Quantile 24%
• Parameter Space 23%
• Predictors 22%
• Optimality 20%
• Sample Size 18%
• Lower bound 16%
• Generalization 12%

Engineering & Materials Science

• Time series 64%