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Large-sample Properties of Neural Estimators in a Regression Model with ϕ-mixing Errors1

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Abstract

In this paper the large sample properties of neural networks estimators in a regression model with ϕ-mixing errors are investigated. In particular, using the theory of M-estimators, it is proved that the minimum squared error estimators of the connection weights and of the fitted values are consistent and asymptotically Normal.

The paper is partially supported by MURST ‘98 “Modelli statistici per l’analisi delle serie temporali”

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© 2001 Springer-Verlag Berlin Heidelberg

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Giordano, F., Perna, C. (2001). Large-sample Properties of Neural Estimators in a Regression Model with ϕ-mixing Errors1 . In: Borra, S., Rocci, R., Vichi, M., Schader, M. (eds) Advances in Classification and Data Analysis. Studies in Classification, Data Analysis, and Knowledge Organization. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-642-59471-7_35

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  • DOI: https://doi.org/10.1007/978-3-642-59471-7_35

  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-540-41488-9

  • Online ISBN: 978-3-642-59471-7

  • eBook Packages: Springer Book Archive

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