@article {McDonaldShalizi2016, title = {Nonparametric risk bounds for time-series forecasting}, journal = {Journal of Machine Learning Research}, volume = {18}, number = {32}, year = {2017}, pages = {1{\textendash}40}, url = {http://www.jmlr.org/papers/v18/13-336.html}, author = {McDonald, D. J. and Shalizi, Cosma Rohilla and Schervish, Mark} }