Sieve estimates via neural network for strong mixing processes

DOI10.1023/B:SISP.0000026042.34760.1EMaRDI QIDQ701964zbMATH OpenFDO

Authors Jian Tong Zhang

Publication date 17 January 2005

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

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)

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(4)

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• Properties of the neural network sieve bootstrap
• Nonlinear autoregressive sieve bootstrap based on extreme learning machines

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