Attached Files:

• Uniqueness of the Weights for Minimal Feed-Forward Nets with a Given Input-Output Map

  Sussmann H.J. Neural networks, 5:589-593, 1992

• hansen_nuisanceparameter1

  Nuissance parameter

• Caractérisation des crises financières à l'aide de modèles hybrides(HMC-MLP)

  Maillet B., Olteanu M., Rynkiewicz J. Revue d'économie politique, 4:489-506:2004

• Asymptotic law of likelihood ratio for multilayer perceptron models

  Rynkiewicz J. Proceedings of the 5th international symposium on Neural Networks : Advanced in Neural Networks, 186-195:2008

• Regularity Condition of the Information Matrix of a Multilayer Perceptron Network

  Fukumizu K. Neural networks, 9:871-879:1996

• Testing the order of a Model Using Locally Conic Parameterization : Population Mixtures and Stationary ARMA process

  Dacunha-Castelle D., Gassiat E. The Annals of Statistics, 27:1178-1209,1999

• Likelihood ratio of unidentifiable models and multilayer neural networks

  Fukumizu K. The Annals of Statistics, 31:833-851:2003

• Modèles de réseaux de neurones pour l'analyse des séries temporelles ou la régression: Estimation, identification, méthode d'élagage SSM

  Cottrell M., Rynkiewicz J., Mangeas M., and Yao J. Revue d'intelligence artificielle, 15:317-332, 2001

• Likelihood Ratio Inequalities with Applications to Various Mixtures

  Gassiat E. Annales de l'Institut Henri Poincaré, 38:897-906:2002

• Neural Model Selection : How to Determine the Fittest Criterion

  Mangeas M. Proceedings of ICANN'97, 987-992:1997

• Asymptotics for Likelihood Ratio Tests Under Loss of Identifiability

  Liu X., Shao Y. The Annals of Statistics, 31:807-832:2003

• On least squares estimation for stable nonlinear AR processes

  Jian-Feng Yao. Ann. Inst. Statist. Math. Vol 52. No2. 316-331:2000

• Consistent estimation of the architecture of multilayer perceptrons

  Joseph Rynkizwicz

• Fifth edition : Econometric Analysis

  William H. Greene. New York University

• A new approach to the Economic Analysis of nonstationary time series and the business cycle

  Hamilton, James D. Econometrica, 57(2):357-84, 1989

• On the distribution of a Gaussien field with d parameters

  Azais J.M, Wschebor M. Ann. Appl. Probab, 15(1A):254-278, 2005

• Inference when a nuisance parameter is not identified under the null hypothesis

  Hansen, Bruce E. Econometrica, 64(2):413-30:1996

• petite thèse

  Le comportement asymptotique des statistiques du perceptron multicouches et simulation de la pénalité

• Multilayer feedforward networks are universal approximators

  Hornik K., Stinchocombe M., and White H. Neural Networks, 4: 359-366, 1989

• Bounds and asymptotic expansions for the distribution of the maximum of a smooth stationary gaussian process

  Jean-Marc Azais, Christine Cierco-Ayrolles, Alain Croquette.

• Testing the order of a model

  Antoine Chambaz. The Annals of Statistics, 34(3):1166-1203:2006

• Testing Homogeneity in Gamma Mixture Models

  Xin Liu, Cristian Pasarica, Yongzhao shao. LRTS

• Computing the Distribution of the Maximum of a Gaussian Process

  Jean-Marc Azais, Mario Wschebor

• GNU Scientific Library

  Reference Manual GSL Version 1.8

• Markov Chains and Stochastic Stability

  S.P.Meyn and R.L. Tweedie