A uniform central limit theorem for neural network-based autoregressive processes with applications to change-point analysis

DOI10.1080/02331888.2013.872646zbMATH Open1320.60074OpenAlexW2102415923MaRDI QIDQ2934853FDOQ2934853

Claudia Kirch, Joseph Tadjuidje Kamgaing

Publication date: 22 December 2014

Published in: Statistics (Search for Journal in Brave)

Full work available at URL: http://kluedo.ub.uni-kl.de/frontdoor/index/index/docId/2302

Recommendations

• Testing for parameter stability in nonlinear autoregressive models
• Change in autoregressive processes
• Effectiveness of neural networks to regression with structural changes
• A functional central limit theorem for regression models
• Nonparametric changepoint detection for time series

zbMATH Keywords

change-point analysisneural networkuniform central limit theoremnonlinear autoregressive time series

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Nonparametric regression and quantile regression (62G08) General nonlinear regression (62J02) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Central limit and other weak theorems (60F05) Neural nets and related approaches to inference from stochastic processes (62M45)

Cites Work

• Inference in hidden Markov models.
• Title not available (Why is that?)
• Title not available (Why is that?)
• Rates of convergence for U-statistic processes and their bootstrapped versions
• LEAST SQUARES ESTIMATION OF A SHIFT IN LINEAR PROCESSES
• Title not available (Why is that?)
• On the residuals of autoregressive processes and polynomial regression
• Change in autoregressive processes
• Testing for a change in the parameter values and order of an autoregressive model
• Central limit theorems for empirical measures
• On the detection of changes in autoregressive time series. I: Asymptotics.
• On geometric ergodicity of CHARME models
• Testing for parameter stability in nonlinear autoregressive models
• CONTROL CHARTS WITH WARNING LINES

Cited In (6)

• Detection of Changes in INAR Models
• Comments on: ``Extensions of some classical methods in change point analysis
• On the use of estimating functions in monitoring time series for change points
• A change-point problem in relative error-based regression
• Non-parametric regression for spatially dependent data with wavelets
• Central and Noncentral Limit Theorems Arising from the Scattering Transform and Its Neural Activation Generalization

This page was built for publication: A uniform central limit theorem for neural network-based autoregressive processes with applications to change-point analysis

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2934853)