A note on autoregressive models with fuzzy random variables

DOI10.1080/15598608.2017.1389664zbMATH Open1425.62053OpenAlexW2799964192MaRDI QIDQ2321993FDOQ2321993

Dabuxilatu Wang

Publication date: 27 August 2019

Published in: Journal of Statistical Theory and Practice (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/15598608.2017.1389664

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zbMATH Keywords

forecastingtime seriesautoregressive modelsfuzzy random variables

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and prediction (62M20) Applications of statistics to actuarial sciences and financial mathematics (62P05) Parametric inference and fuzziness (62F86) Random convex sets and integral geometry (aspects of convex geometry) (52A22)

Cites Work

• Time series: theory and methods.
• Fuzzy random variables
• Overview on the development of fuzzy random variables
• Title not available (Why is that?)
• A generalization of Hukuhara difference and division for interval and fuzzy arithmetic
• The variance and covariance of fuzzy random variables and their applications
• On random fuzzy variables of second order and their application to linear statistical inference with fuzzy data.
• Mean-square integral and differential of fuzzy stochastic processes
• Estimation of a simple linear regression model for fuzzy random variables
• Probability theory in fuzzy sample spaces
• Estimation of a Simple Multivariate Linear Model for Fuzzy Random Sets

Cited In (1)

• A fuzzy set-valued autoregressive moving average model and its applications

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