A note on the identifiability of the conditional expectation for the mixtures of neural networks

We consider a generalized mixture of nonlinear AR models, a hidden Markov model for which the autoregressive functions are single layer feedforward neural networks. The nontrivial problem of identifiability, which is usually postulated for hidden Markov models, is addressed here.

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Year of publication:	2008
Authors:	Stockis, Jean-Pierre ; Tadjuidje-Kamgaing, Joseph ; Franke, Jürgen
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 78.2008, 6, p. 739-742
Publisher:	Elsevier
Subject:	Mixture models Neural networks Identifiability

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005223228