---
title: Nonparametric Time Series Bounds
url: https://www.ml-quant.com/papers/ssrn/4784190/
site: ML-Quant (https://www.ml-quant.com)
updated: 2026-09-26
license: Summaries CC BY 4.0; links go to the original sources
index: https://www.ml-quant.com/llms.txt
identifier: SSRN 4784190
source_url: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4784190
featured: 2024-04-10
citations: unknown
topic: Econometrics & Forecasting
---


# Nonparametric Time Series Bounds

A study explores the properties of empirical risk minimization for time series, focusing on predicting a univariate time series belonging to a class of location-scale parameter-driven processes.

- Source: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4784190
- Identifier: SSRN 4784190
- Released: 2021-08-13
- First featured: Quant Letter No. 44 (2024-04-10): https://www.ml-quant.com/issues/2024-04-10/
- Citations (Semantic Scholar): not tracked
- Published in: not yet
- Topic: Econometrics & Forecasting

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