Statistical methods for modelling neural networks

Linear models, smooth transition autoregressions and neural networks for forecasting macroeconomic time series: A reexamination

Teräsvirta, Timo, (2004)

Building neural network models for time series: a statistical approach

Teräsvirta, Timo, (2006)

Building neural network models for time series: A statistical approach

Medeiros, Marcelo C., (2002)