Local Global Neural Networks

DOI10.1198/016214504000001691MaRDI QIDQ4651038zbMATH OpenOpenAlexFDO

Authors Mayte Suárez Fariñas, C. E. Pedreira, Marcelo C. Medeiros

Publication date 21 February 2005

Published in Journal of the American Statistical Association (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1198/016214504000001691

zbMATH Keywords

parameter estimationmodel buildingnonlinear modelmodel identifiabilitysunspot number

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Neural nets and related approaches to inference from stochastic processes (62M45)

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Cited in

(11)

• Exploiting the interpretability and forecasting ability of the RBF-AR model for nonlinear time series
• A (semi)parametric functional coefficient logarithmic autoregressive conditional duration model
• A multiple regime smooth transition heterogeneous autoregressive model for long memory and asymmetries
• A neural network demand system with heteroskedastic errors
• An alternative approach to estimating demand: neural network regression with conditional volatility for high frequency air passenger arrivals
• Testing for remaining autocorrelation of the residuals in the framework of fuzzy rule-based time series modelling
• A note on the identifiability of the conditional expectation for the mixtures of neural networks
• Moment-based estimation of smooth transition regression models with endogenous variables
• Linearity testing for fuzzy rule-based models
• Asymptotic theory for regressions with smoothly changing parameters
• On the ergodicity of general mixture of linear autoregressive time series

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