A note on the identifiability of the conditional expectation for the mixtures of neural networks
AbstractWe consider a generalized mixture of nonlinear AR models, a hidden Markov model for which the autoregressive functions are single layer feedforward neural networks. The nontrivial problem of identifiability, which is usually postulated for hidden Markov models, is addressed here.
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Bibliographic InfoArticle provided by Elsevier in its journal Statistics & Probability Letters.
Volume (Year): 78 (2008)
Issue (Month): 6 (April)
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Web page: http://www.elsevier.com/wps/find/journaldescription.cws_home/622892/description#description
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- Mayte Suarez Farinãs & Carlos Eduardo Pedreira & Marcelo C. Medeiros, 2003.
"Local-global neural networks: a new approach for nonlinear time series modelling,"
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470, Department of Economics PUC-Rio (Brazil).
- Mayte Suarez -Farinas & Carlos E. Pedreira & Marcelo C. Medeiros, 2004. "Local Global Neural Networks: A New Approach for Nonlinear Time Series Modeling," Journal of the American Statistical Association, American Statistical Association, vol. 99, pages 1092-1107, December.
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