Stochastic Neural Networks With Applications to Nonlinear Time Series

DOI10.1198/016214501753208636zbMath1051.62096OpenAlexW1965384785MaRDI QIDQ4468301

Samuel Po-Shing Wong, Tze Leung Lai

Publication date: 10 June 2004

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

Full work available at URL: https://doi.org/10.1198/016214501753208636

zbMATH Keywords

model selectionhidden Markov modelsinfluenza mortality datanonlinear transformations of autoregressive models

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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