TY - INPR
A1 - Kirch, Claudia
A1 - Tadjuidje Kamgaing, Joseph
T1 - A uniform central limit theorem for neural network based autoregressive processes with applications to change-point analysis
N2 - We consider an autoregressive process with a nonlinear regression function that is modeled by a feedforward neural network. We derive a uniform central limit theorem which is useful in the context of change-point analysis. We propose a test for a change in the autoregression function which - by the uniform central limit theorem - has asymptotic power one for a large class of alternatives including local alternatives.
T3 - Report in Wirtschaftsmathematik (WIMA Report) - 138
KW - uniform central limit theorem
KW - nonparametric regression
KW - neural network
KW - autoregressive process
Y1 - 2011
UR - https://kluedo.ub.uni-kl.de/frontdoor/index/index/docId/2302
UR - https://nbn-resolving.org/urn:nbn:de:hbz:386-kluedo-16921
ER -