On detecting the optimal structure of a neural network under strong statistical features in errors

Thomaidis, Nikos S., Dounias, George D. . Journal of Time Series Analysis 2011. 32 (3) :204-222

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Bibtex

@article{CIS-253255,
  Author = {Thomaidis, Nikos S. and Dounias, George D.},
  Title = {On detecting the optimal structure of a neural network under strong statistical features in errors},
  Journal = {Journal of Time Series Analysis},
  Volume = {32},
  Number = {3},
  Year = {2011},
  Pages = {204--222},
  Keywords = {Simulation, GARCH models, wild bootstrap, artificial neural networks, heteroskedasticity, Lagrange multiplier tests, neglected nonlinearity tests}
}

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