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]
@inproceedings{FangSJIZ19,
title = {Generic Variance Bounds on Estimation and Prediction Errors in Time Series Analysis: An Entropy Perspective},
author = {Song Fang and Mikael Skoglund and Karl Henrik Johansson and Hideaki Ishii and Quanyan Zhu},
year = {2019},
doi = {10.1109/ITW44776.2019.8989240},
url = {https://doi.org/10.1109/ITW44776.2019.8989240},
researchr = {https://researchr.org/publication/FangSJIZ19},
cites = {0},
citedby = {0},
pages = {1-5},
booktitle = {2019 IEEE Information Theory Workshop, ITW 2019, Visby, Sweden, August 25-28, 2019},
publisher = {IEEE},
isbn = {978-1-5386-6900-6},
}