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

DOI10.1080/02331888.2013.872646MaRDI QIDQ2934853zbMATH OpenOpenAlexFDO

Authors 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

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)

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Cites work

• scientific article; zbMATH DE number 48093 (Why is no real title available?)
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• scientific article; zbMATH DE number 846906 (Why is no real title available?)
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• LEAST SQUARES ESTIMATION OF A SHIFT IN LINEAR PROCESSES
• On geometric ergodicity of CHARME models
• On the detection of changes in autoregressive time series. I: Asymptotics.
• On the residuals of autoregressive processes and polynomial regression
• Rates of convergence for U-statistic processes and their bootstrapped versions
• Testing for a change in the parameter values and order of an autoregressive model
• Testing for parameter stability in nonlinear autoregressive models

Cited in

(9)

• Change point detection via feedforward neural networks with theoretical guarantees
• Comments on: ``Extensions of some classical methods in change point analysis
• On the use of estimating functions in monitoring time series for change points
• Adaptive deep learning for nonlinear time series models
• Testing for parameter stability in nonlinear autoregressive models
• 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
• Detection of changes in INAR models

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