A note on autoregressive models with fuzzy random variables

DOI10.1080/15598608.2017.1389664zbMath1425.62053OpenAlexW2799964192MaRDI QIDQ2321993

Dabuxilatu Wang

Publication date: 27 August 2019

Published in: Journal of Statistical Theory and Practice (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/15598608.2017.1389664

zbMATH Keywords

time seriesfuzzy random variablesautoregressive modelsforecasting

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to actuarial sciences and financial mathematics (62P05) Random convex sets and integral geometry (aspects of convex geometry) (52A22) Parametric inference and fuzziness (62F86)

Related Items (1)

A fuzzy set-valued autoregressive moving average model and its applications

Cites Work

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• Probability theory in fuzzy sample spaces
• Overview on the development of fuzzy random variables
• A generalization of Hukuhara difference and division for interval and fuzzy arithmetic
• Estimation of a simple linear regression model for fuzzy random variables
• Time series: theory and methods.
• Mean-square integral and differential of fuzzy stochastic processes
• Estimation of a Simple Multivariate Linear Model for Fuzzy Random Sets
• Fuzzy random variables
• The variance and covariance of fuzzy random variables and their applications
• On random fuzzy variables of second order and their application to linear statistical inference with fuzzy data.

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