Stationarity and Stability of Autoregressive Neural Network Processes
Leisch, Friedrich, Trapletti, Adrian, Hornik, Kurt
–Neural Information Processing Systems
AR-NNs are a natural generalization of the classic linear autoregressive AR(p) process (2) See, e.g., Brockwell & Davis (1987) for a comprehensive introduction into AR and ARMA (autoregressive moving average) models.
Neural Information Processing Systems
Dec-31-1999