Properties of the neural network sieve bootstrap
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Publication:3106424
DOI10.1080/10485252.2011.561344zbMath1230.62063OpenAlexW2012413178MaRDI QIDQ3106424
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Publication date: 21 December 2011
Published in: Journal of Nonparametric Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/10485252.2011.561344
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Nonparametric statistical resampling methods (62G09) Monte Carlo methods (65C05) Neural nets and related approaches to inference from stochastic processes (62M45)
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Cites Work
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- Properties of the Sieve Bootstrap for Fractionally Integrated and Non-Invertible Processes
- Universal approximation bounds for superpositions of a sigmoidal function
- Degree of Approximation Results for Feedforward Networks Approximating Unknown Mappings and Their Derivatives
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- A Sieve Bootstrap For The Test Of A Unit Root
- Sieve Bootstrap With Variable-Length Markov Chains for Stationary Categorical Time Series
- Properties of the nonparametric autoregressive bootstrap
- Improved rates and asymptotic normality for nonparametric neural network estimators
- Estimating market risk with neural networks
- Forecasting time series with sieve bootstrap
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