On detecting the optimal structure of a neural network under strong statistical features in errors

DOI10.1111/J.1467-9892.2010.00693.XzbMATH Open1290.62094OpenAlexW1651903923MaRDI QIDQ4979103FDOQ4979103

Authors: Nikos S. Thomaidis, George D. Dounias 

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

Recommendations

• scientific article; zbMATH DE number 1368813
• Neural networks and statistical inference: seeking robust and efficient learning
• scientific article; zbMATH DE number 67623
• The strong consistency of error probability estimates in nn discrimination
• An improved determination approach to the structure and parameters of dynamic structure-based neural networks
• Probabilistic robustness estimates for feed-forward neural networks
• A statistical model of neural network learning via the Cramer-Rao lower bound

zbMATH Keywords

artificial neural networksheteroskedasticitysimulationGARCH modelswild bootstrapLagrange multiplier testsneglected nonlinearity tests

Mathematics Subject Classification ID

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

• Generalized autoregressive conditional heteroscedasticity
• Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation
• Bootstrapping autoregressions with conditional heteroskedasticity of unknown form
• Bootstrap procedures under some non-i.i.d. models
• Jackknife, bootstrap and other resampling methods in regression analysis
• Bootstrap and wild bootstrap for high dimensional linear models
• Conditional Heteroskedasticity in Asset Returns: A New Approach
• Hypothesis Testing When a Nuisance Parameter is Present Only Under the Alternative
• The wild bootstrap, tamed at last
• Controlling the finite sample significance levels of heteroskedasticity-robust tests of several linear restrictions on regression coefficients
• Title not available (Why is that?)
• Testing for neglected nonlinearity in time series models. A comparison of neural network methods and alternative tests
• Multilayer feedforward networks are universal approximators
• On the application of robust, regression-based diagnostics to models of conditional means and conditional variances
• Title not available (Why is that?)
• Diagnostic Checking in a Flexible Nonlinear Time Series Model
• The wild bootstrap and heteroskedasticity-robust tests for serial correlation in dynamic regression models

Cited In (2)

• Effectiveness of neural networks to regression with structural changes
• A goodness-of-fit test based on neural network sieve estimators

This page was built for publication: On detecting the optimal structure of a neural network under strong statistical features in errors

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4979103)