Uncertain Autoregressive Model via LASSO Procedure

DOI10.1142/S0218488520500415OpenAlexW3097429946MaRDI QIDQ5876097FDOQ5876097

Authors: Ziqian Zhang, Xiangfeng Yang, Jinwu Gao 

Publication date: 31 January 2023

Published in: International Journal of Uncertainty, Fuzziness and Knowledge-Based Systems (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1142/s0218488520500415

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zbMATH Keywords

autoregressive modelfinal prediction error criterionuncertain time seriesLASSO penalty

Mathematics Subject Classification ID

Statistics (62-XX)

Cited In (6)

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• Uncertain regression model with moving average time series errors
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• Robust enhanced ridge-type estimation for the Poisson regression models: application to English League Football data
• Least absolute deviation estimation for uncertain vector autoregressive model with imprecise data
• Uncertain vector autoregressive model with imprecise observations

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