Gérard Biau, Benoît Patra. Sequential Quantile Prediction of Time Series. IEEE Transactions on Information Theory, 57(3):1664-1674, 2011. [doi]
@article{BiauP11,
title = {Sequential Quantile Prediction of Time Series},
author = {Gérard Biau and Benoît Patra},
year = {2011},
doi = {10.1109/TIT.2011.2104610},
url = {http://dx.doi.org/10.1109/TIT.2011.2104610},
researchr = {https://researchr.org/publication/BiauP11},
cites = {0},
citedby = {0},
journal = {IEEE Transactions on Information Theory},
volume = {57},
number = {3},
pages = {1664-1674},
}