@article{JMLR:v18:13-336,
  author  = {Daniel J. McDonald and Cosma Rohilla Shalizi and Mark Schervish},
  title   = {Nonparametric Risk Bounds for Time-Series Forecasting},
  journal = {Journal of Machine Learning Research},
  year    = {2017},
  volume  = {18},
  number  = {32},
  pages   = {1--40},
  url     = {http://jmlr.org/papers/v18/13-336.html}
}