@article{126e0c8e25724b5982203261edc4915b,
title = "Model selection for weakly dependent time series forecasting",
keywords = "adaptative inference, aggregation of estimators, autoregression estimation, model selection, randomized estimators, statistical learning, time series prediction, weak dependence",
author = "Pierre Alquier and Olivier Wintenberger",
year = "2012",
month = aug,
doi = "10.3150/11-BEJ359",
language = "English",
volume = "18",
pages = "883--913",
journal = "Bernoulli",
issn = "1350-7265",
publisher = "International Statistical Institute",
number = "3",
}