A note on autoregressive models with fuzzy random variables
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Publication:2321993
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)
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Cites work
- scientific article; zbMATH DE number 861670 (Why is no real title available?)
- A generalization of Hukuhara difference and division for interval and fuzzy arithmetic
- Estimation of a simple linear regression model for fuzzy random variables
- Estimation of a simple multivariate linear model for fuzzy random sets
- Fuzzy random variables
- Mean-square integral and differential of fuzzy stochastic processes
- On random fuzzy variables of second order and their application to linear statistical inference with fuzzy data.
- Overview on the development of fuzzy random variables
- Probability theory in fuzzy sample spaces
- The variance and covariance of fuzzy random variables and their applications
- Time series: theory and methods.
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