Song Fang, Mikael Skoglund, Karl Henrik Johansson, Hideaki Ishii, Quanyan Zhu. Generic Variance Bounds on Estimation and Prediction Errors in Time Series Analysis: An Entropy Perspective. In 2019 IEEE Information Theory Workshop, ITW 2019, Visby, Sweden, August 25-28, 2019. pages 1-5, IEEE, 2019. [doi]
Abstract is missing.