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

zbMATH Keywords

simulationartificial neural networksGARCH modelswild bootstrapheteroskedasticityLagrange 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)

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