Learning CHARME models with neural networks

DOI10.1007/S00362-023-01442-ZMaRDI QIDQ6579380

Christophe Chesneau, José G. Gómez-García, Jalal Fadili

Publication date: 25 July 2024

Published in: Statistical Papers (Search for Journal in Brave)

zbMATH Keywords

consistencyergodicitystationaritymixture modelsdeep neural networknonparametric AR-ARCH

Mathematics Subject Classification ID

Statistics (62-XX)

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