Stochastic Neural Networks With Applications to Nonlinear Time Series

DOI10.1198/016214501753208636MaRDI QIDQ4468301zbMATH OpenOpenAlexFDO

Authors Tze Leung Lai, Samuel Po Shing Wong

Publication date 10 June 2004

Published in Journal of the American Statistical Association (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1198/016214501753208636

zbMATH Keywords

hidden Markov modelsinfluenza mortality datamodel selectionnonlinear transformations of autoregressive models

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Neural nets and related approaches to inference from stochastic processes (62M45)

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