The following pages link to Local Global Neural Networks (Q4651038):
Displayed 10 items.
- A multiple regime smooth transition heterogeneous autoregressive model for long memory and asymmetries (Q299262) (← links)
- A neural network demand system with heteroskedastic errors (Q299485) (← links)
- An alternative approach to estimating demand: neural network regression with conditional volatility for high frequency air passenger arrivals (Q299488) (← links)
- Moment-based estimation of smooth transition regression models with endogenous variables (Q738051) (← links)
- Linearity testing for fuzzy rule-based models (Q983052) (← links)
- Asymptotic theory for regressions with smoothly changing parameters (Q1695562) (← links)
- On the ergodicity of general mixture of linear autoregressive time series (Q1696088) (← links)
- A note on the identifiability of the conditional expectation for the mixtures of neural networks (Q2483449) (← links)
- Exploiting the interpretability and forecasting ability of the RBF-AR model for nonlinear time series (Q2798518) (← links)
- TESTING FOR REMAINING AUTOCORRELATION OF THE RESIDUALS IN THE FRAMEWORK OF FUZZY RULE-BASED TIME SERIES MODELLING (Q3587557) (← links)