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We derive generalization error bounds for stationary univariate autoregressive (AR) models.
Mixing conditions for markov chains
Y.A. Davydov · 1973
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A canonical parameter space for linear systems design
Adly T. Fam and James S. Meditch · 1978
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Mixing properties of arma processes
A. Mokkadem · 1988
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Probability in Banach Spaces: Isoperimetry and Processes
M. Ledoux and M. Talagrand · 1991
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Rates of convergence for empirical processes of stationary mixing sequences
Bin Yu · 1994
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A Theory of Learning and Generalization: With Applications to Neural Networks and Control Systems
M. Vidyasagar · 1997
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Nonparametric time series prediction through adaptive model selection
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Consistent cross-validatory model-selection for dependent data: Hv-block cross-validation
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Autoregressive modeling of physiological tremor under microsurgical conditions
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On the complexity of linear prediction: Risk bounds, margin bounds, and regularization
Sham M. Kakade, Karthik Sridharan, and Ambuj Tewari · 2008
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Probably approximately correct learning with beta-mixing input sequences
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Stability bounds for stationary φ \varphi -mixing and β \beta -mixing processes
Mehryar Mohri and Afshin Rostamizadeh · 2010
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