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20132016
most citedAggregation of predictors for nonstationary sub-linear processes and online adaptive forecasting of time varying autoregressive processes

14 citations · 14 across the 2 of their papers we have counts for

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math.ST2016

Prediction of weakly locally stationary processes by auto-regression

François Roueff, Andres Sanchez-Perez

In this contribution we introduce weakly locally stationary time series through the local approximation of the non-stationary covariance structure by a stationary one. This allows…