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Fri, 25 Mar 2011 14:44:40 +0100Fri, 25 Mar 2011 14:44:40 +0100A uniform central limit theorem for neural network based autoregressive processes with applications to change-point analysis
https://kluedo.ub.uni-kl.de/frontdoor/index/index/docId/2302
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.Claudia Kirch; Joseph Tadjuidje Kamgaingpreprinthttps://kluedo.ub.uni-kl.de/frontdoor/index/index/docId/2302Fri, 25 Mar 2011 14:44:40 +0100