Adaptive deep learning for nonlinear time series models

DOI10.3150/24-BEJ1726MaRDI QIDQ6632604FDOQ6632604

Authors: Daisuke Kurisu, Riku Fukami, Yuta Koike 

Publication date: 5 November 2024

Published in: Bernoulli (Search for Journal in Brave)

Recommendations

• A uniform central limit theorem for neural network-based autoregressive processes with applications to change-point analysis
• Optimal nonparametric inference via deep neural network
• Nonparametric time series prediction through adaptive model selection
• Autoregressive approximations to nonstationary time series with inference and applications
• Bayesian Analysis of Nonlinear Autoregression Models Based on Neural Networks

zbMATH Keywords

nonlinear time seriesminimax optimalityadaptive estimationdeep neural network

Mathematics Subject Classification ID

Nonparametric inference (62Gxx) Artificial intelligence (68Txx) Inference from stochastic processes (62Mxx)

Cites Work

• The elements of statistical learning. Data mining, inference, and prediction
• Nearly unbiased variable selection under minimax concave penalty
• Weak convergence and empirical processes. With applications to statistics
• Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
• Analysis of multi-stage convex relaxation for sparse regularization
• Nonlinear time series. Nonparametric and parametric methods
• UNIFORM CONVERGENCE RATES FOR KERNEL ESTIMATION WITH DEPENDENT DATA
• Title not available (Why is that?)
• Specification, estimation, and evaluation of smooth transition autoregressive models
• MULTIVARIATE LOCAL POLYNOMIAL REGRESSION FOR TIME SERIES:UNIFORM STRONG CONSISTENCY AND RATES
• Functional-Coefficient Autoregressive Models
• Title not available (Why is that?)
• A distribution-free theory of nonparametric regression
• On Single-Index Coefficient Regression Models
• Towards a Unified Approach for Proving Geometric Ergodicity and Mixing Properties of Nonlinear Autoregressive Processes
• Nonparametric regression for locally stationary time series
• Time-varying nonlinear regression models: nonparametric estimation and model selection
• NONPARAMETRIC ESTIMATORS FOR TIME SERIES
• Title not available (Why is that?)
• Yet Another Look at Harris’ Ergodic Theorem for Markov Chains
• Multivariate regression estimation: Local polynomial fitting for time series
• Self-normalized processes: exponential inequalities, moment bounds and iterated logarithm laws.
• Nonparametric regression with dependent errors
• Stability and the Lyapounov exponent of threshold AR-ARCH models
• Confidence bands in nonparametric time series regression
• Non-linear time series and Markov chains
• Modelling nonlinear random vibrations using an amplitude-dependent autoregressive time series model
• \(L_1\) geometric ergodicity of a multivariate nonlinear AR model with an ARCH term.
• Nonconvex Sparse Regularization for Deep Neural Networks and Its Optimality
• On geometric ergodicity of nonlinear autoregressive models
• Threshold variable selection using nonparametric methods
• Simultaneous nonparametric inference of time series
• Geometric ergodicity of nonlinear autoregressive models with changing conditional variances
• Nonparametric function estimation for time series by local average estimators
• Some results on random design regression with long memory errors and predictors
• On nonparametric estimation in nonlinear AR(1)-models
• On deep learning as a remedy for the curse of dimensionality in nonparametric regression
• Inequalities for a Pair of Processes Stopped at a Random Time
• Nonparametric time series regression
• Model selection in kernel ridge regression
• Generalization bounds for non-stationary mixing processes
• Nonparametric regression using deep neural networks with ReLU activation function
• Estimation error analysis of deep learning on the regression problem on the variable exponent Besov space
• On the minimax optimality and superiority of deep neural network learning over sparse parameter spaces
• On the rate of convergence of fully connected deep neural network regression estimates
• Deep Neural Network Approximation Theory
• Title not available (Why is that?)
• To tune or not to tune the number of trees in random forest
• Misspecified diffusion models with high-frequency observations and an application to neural networks
• On the rate of convergence of a deep recurrent neural network estimate in a regression problem with dependent data
• Drift estimation for a multi-dimensional diffusion process using deep neural networks

This page was built for publication: Adaptive deep learning for nonlinear time series models

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6632604)