A note on the identifiability of the conditional expectation for the mixtures of neural networks
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References listed on IDEAS
- 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.
- Mayte Suarez Farinãs & Carlos Eduardo Pedreira & Marcelo C. Medeiros, 2003. "Local-global neural networks: a new approach for nonlinear time series modelling," Textos para discussão 470, Department of Economics PUC-Rio (Brazil).
- Gernot Grabher & Walter W. Powell (ed.), 2004. "Networks," Books, Edward Elgar Publishing, volume 0, number 2771.
- Franke Jürgen & Diagne Mabouba, 2006. "Estimating market risk with neural networks," Statistics & Risk Modeling, De Gruyter, vol. 24(2), pages 1-21, December.
CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Jean-Pierre Stockis & Jürgen Franke & Joseph Tadjuidje Kamgaing, 2010. "On geometric ergodicity of CHARME models," Journal of Time Series Analysis, Wiley Blackwell, vol. 31(3), pages 141-152, May.
- Joseph Tadjuidje Kamgaing & Hernando Ombao & Richard A. Davis, 2009. "Autoregressive processes with data-driven regime switching," Journal of Time Series Analysis, Wiley Blackwell, vol. 30(5), pages 505-533, September.
More about this item
KeywordsMixture models Neural networks Identifiability;
StatisticsAccess and download statistics
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