Ridge Estimation for Uncertain Autoregressive Model with Imprecise Observations

DOI10.1142/S0218488521500033MaRDI QIDQ5876103FDOQ5876103

Authors: Dan Chen, Xiangfeng Yang 

Publication date: 31 January 2023

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

Recommendations

• Ridge Estimation for Uncertain Moving Average Model Under Imprecise Observations
• Uncertain Autoregressive Model via LASSO Procedure
• Uncertain time series analysis with imprecise observations
• Least absolute deviations estimation for uncertain autoregressive model
• Maximum likelihood estimation for uncertain autoregressive moving average model with application in financial market

zbMATH Keywords

autoregressive modelridge estimationuncertain variableridge trace

Mathematics Subject Classification ID

Ridge regression; shrinkage estimators (Lasso) (62J07)

Cited In (9)

• Uncertain threshold autoregressive model with imprecise observations
• Uncertain regression model with autoregressive time series errors
• Uncertain Autoregressive Model via LASSO Procedure
• Uncertain regression model with moving average time series errors
• Ridge Estimation for Uncertain Moving Average Model Under Imprecise Observations
• 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
• Maximum likelihood estimation for uncertain autoregressive moving average model with application in financial market
• Uncertain vector autoregressive model with imprecise observations

This page was built for publication: Ridge Estimation for Uncertain Autoregressive Model with Imprecise Observations

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5876103)