5 citations · 5 across the 2 of their papers we have counts for
2 papers
math.ST2012
Precise large deviations for dependent regularly varying sequences
Thomas Mikosch, Olivier Wintenberger
We study a precise large deviation principle for a stationary regularly varying sequence of random variables. This principle extends the classical results of A.V. Nagaev (1969) and…
math.ST2012★ 5 cited
Fast rates in learning with dependent observations
Pierre Alquier, Olivier Wintenberger
In this paper we tackle the problem of fast rates in time series forecasting from a statistical learning perspective. In a serie of papers (e.g. Meir 2000, Modha and Masry 1998, Al…