Performance of empirical risk minimization for linear regression with dependent data
Christian Brownlees, Guđmundur Stefán Guđmundsson
| Year of publication: |
2025
|
|---|---|
| Authors: | Brownlees, Christian ; Guđmundsson, Guđmundur Stefán |
| Subject: | Schätztheorie | Estimation theory | Regressionsanalyse | Regression analysis | Portfolio-Management | Portfolio selection |
freely available
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1017/S0266466623000348 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015374603