most citedTwo-sided bounds on the rate of convergence for continuous-time finite inhomogeneous Markov chains

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stat.ML2026

Extraction of informative statistical features in the problem of forecasting time series generated by It{ô}-type processes

Victor Korolev, Mikhail Ivanov, Tatiana Kukanova +4

In this paper, we consider the problem of extraction of most informative features from time series that are regarded as observed values of stochastic processes satisfying the It{ô}…