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20192022
most citedA multi-series framework for demand forecasts in E-commerce

3 citations · 5 across the 3 of their papers we have counts for

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math.ST2022

Hold-out estimates of prediction models for Markov processes

Remy Garnier, Raphaël Langhendries, Joseph Rynkiewicz

We consider the selection of prediction models for Markovian time series. For this purpose, we study the theoretical properties of the hold-out method. In the econometrics literatu…