On detecting the optimal structure of a neural network under strong statistical features in errors
DOI10.1111/J.1467-9892.2010.00693.XzbMath1290.62094OpenAlexW1651903923MaRDI QIDQ4979103
George D. Dounias, Nikos S. Thomaidis
Publication date: 16 June 2014
Published in: Journal of Time Series Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/j.1467-9892.2010.00693.x
simulationartificial neural networksGARCH modelswild bootstrapheteroskedasticityLagrange multiplier testsneglected nonlinearity tests
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to biology and medical sciences; meta analysis (62P10) Sequential statistical analysis (62L10) Non-Markovian processes: hypothesis testing (62M07) Neural nets and related approaches to inference from stochastic processes (62M45)
Cites Work
- Unnamed Item
- Unnamed Item
- The wild bootstrap, tamed at last
- Bootstrapping autoregressions with conditional heteroskedasticity of unknown form
- The wild bootstrap and heteroskedasticity-robust tests for serial correlation in dynamic regression models
- Bootstrap procedures under some non-i.i.d. models
- Testing for neglected nonlinearity in time series models. A comparison of neural network methods and alternative tests
- Multilayer feedforward networks are universal approximators
- Generalized autoregressive conditional heteroscedasticity
- Jackknife, bootstrap and other resampling methods in regression analysis
- Controlling the finite sample significance levels of heteroskedasticity-robust tests of several linear restrictions on regression coefficients
- On the application of robust, regression-based diagnostics to models of conditional means and conditional variances
- Bootstrap and wild bootstrap for high dimensional linear models
- Conditional Heteroskedasticity in Asset Returns: A New Approach
- Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation
- Hypothesis Testing When a Nuisance Parameter is Present Only Under the Alternative
- Diagnostic Checking in a Flexible Nonlinear Time Series Model
This page was built for publication: On detecting the optimal structure of a neural network under strong statistical features in errors