Ridge Estimation for Uncertain Autoregressive Model with Imprecise Observations

DOI10.1142/S0218488521500033MaRDI QIDQ5876103zbMATH OpenFDO

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)

Full work available at URL https://doi.org/10.1142/S0218488521500033

zbMATH Keywords

autoregressive modelridge estimationridge traceuncertain variable

Mathematics Subject Classification ID

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

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Cited in

(19)

• Maximum likelihood estimation for uncertain autoregressive moving average model with application in financial market
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• Ridge Estimation for Uncertain Moving Average Model Under Imprecise Observations
• Uncertain regression model with moving average time series errors
• Least absolute deviation estimation for uncertain vector autoregressive model with imprecise data
• Robust enhanced ridge-type estimation for the Poisson regression models: application to English League Football data
• Uncertain vector moving average model based on Welsch loss function
• Moment estimation of uncertain autoregressive model and its application in financial market
• Uncertain geographically weighted regression model with imprecise data
• Parameters estimation of uncertain autoregressive model based on modified maximum likelihood approach
• The Huber estimation for UMAR model with imprecise observations
• Uncertain vector autoregressive smoothly moving average model
• Ridge estimation for UTAR model with application to raw coal production and consumer price indexes
• Uncertain regression model with autoregressive moving average time series errors
• Moment estimation of uncertain threshold autoregressive model
• Support vector regression with imprecise observations based on ε -Huber loss function

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