Asymptotic properties of least squares estimation for a new fuzzy autoregressive model

DOI10.1186/1029-242X-2013-56MaRDI QIDQ395799zbMATH OpenOpenAlexWikidataFDO

Authors Zhiwen Zhao, Cui-Xin Peng

Publication date 30 January 2014

Published in Journal of Inequalities and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1186/1029-242x-2013-56

zbMATH Keywords

fuzzy autoregressive modelfuzzy least squares estimationfuzzy numbersfuzzy random variablesfuzzy set

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Parametric inference and fuzziness (62F86) Fuzziness, and linear inference and regression (62J86) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and fuzziness (62M86)

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Cites work

• Asymptotic properties of least squares estimation with fuzzy observations
• Fuzzy time series and its models
• Heuristic models of fuzzy time series for forecasting

Cited in

(4)

• Statistical inference for time series with non-precise data
• A note on autoregressive models with fuzzy random variables
• Asymptotic properties of least squares estimation with fuzzy observations
• A unified approach to asymptotic behaviors for the autoregressive model with fuzzy data

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