Sieve estimates via neural network for strong mixing processes

DOI10.1023/B:SISP.0000026042.34760.1EzbMATH Open1197.62123MaRDI QIDQ701964FDOQ701964

Authors: Jian Tong Zhang 

Publication date: 17 January 2005

Published in: Statistical Inference for Stochastic Processes (Search for Journal in Brave)

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zbMATH Keywords

convergence rateneural networkmixing processessieves estimate

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20) Non-Markovian processes: estimation (62M09) Neural nets and related approaches to inference from stochastic processes (62M45)

Cited In (4)

• Estimation of conditional quantiles using artificial neural networks
• Sieve Extremum Estimates for Weakly Dependent Data
• Properties of the neural network sieve bootstrap
• Nonlinear autoregressive sieve bootstrap based on extreme learning machines

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