Recurrent Support Vector Regression for a Nonlinear ARMA Model with Applications to Forecasting Financial Returns … Abstract: Motivated by the recurrent Neural Networks, this paper proposes a recurrent Support Vector Regression (SVR) procedure … opposed to the usual feedforward SVR. -- Recurrent support vector regression ; MLE ; recurrent MLP ; nonlinear ARMA …

In recent years support vector regression (SVR), a novel neural network (NN) technique, has been successfully used for … examined to the free parameters. Keywords: recurrent support vector regression ; GARCH model ; volatility forecasting …

We consider the component analysis problem for a regression model with an additive structure. The problem is to check … we show that under mild conditions on the design and smoothness of the regression function, each component can be tested …

We develop inference tools in a semiparametric partially linear regression model with missing response data. A class of … estimators is defined that includes as special cases: a semiparametric regression imputation estimator, a marginal average … using the semiparametric regression method the empirical log-likelihood is asymptotically a scaled chi-square variable. An …