Hajime Asato, Hayao Miyagi, Katsumi Yamashita. An estimation of nonlinear time series with ARCH errors using neural networks. In Proceedings of the IEEE International Conference on Systems, Man & Cybernetics: "Cybernetics Evolving to Systems, Humans, Organizations, and their Complex Interactions", Sheraton Music City Hotel, Nashville, Tennessee, USA, 8-11 October 2000. pages 2592-2596, IEEE, 2000. [doi]
Abstract is missing.