Uncertain vector autoregressive model with imprecise observations

DOI10.1007/s00500-020-04991-9OpenAlexW3025163272MaRDI QIDQ2154313

Han Tang

Publication date: 19 July 2022

Published in: Soft Computing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00500-020-04991-9

zbMATH Keywords

confidence intervalresidual analysisuncertainty theoryprinciple of least squaresuncertain vector autoregressive model

Mathematics Subject Classification ID

Statistics (62-XX)

Related Items (6)

Uncertain threshold autoregressive model with imprecise observations ⋮ Tukey's biweight estimation for uncertain regression model with imprecise observations ⋮ Uncertain vector autoregressive model with imprecise observations ⋮ Uncertain regression model with moving average time series errors ⋮ Maximum likelihood estimation for uncertain autoregressive moving average model with application in financial market ⋮ Uncertain regression model with autoregressive time series errors

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• Uncertain vector autoregressive model with imprecise observations
• Least absolute deviations estimation for uncertain regression with imprecise observations
• Uncertain time series analysis with imprecise observations
• Uncertainty theory

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