2022
DOI: 10.48550/arxiv.2204.08369
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Benign Overfitting in Time Series Linear Model with Over-Parameterization

Abstract: A. The success of large-scale models in recent years has increased the importance of statistical models with numerous parameters. Several studies have analyzed over-parameterized linear models with high-dimensional data that may not be sparse; however, existing results depend on the independent setting of samples. In this study, we analyze a linear regression model with dependent time series data under over-parameterization settings. We consider an estimator via interpolation and developed a theory for excess … Show more

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