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

DOI10.1186/1029-242X-2013-56zbMath1298.62012OpenAlexW2157502915WikidataQ59301792 ScholiaQ59301792MaRDI QIDQ395799

Cui-Xin Peng, Zhi-Wen Zhao

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 setfuzzy random variablesfuzzy numbersfuzzy autoregressive modelfuzzy least squares estimation

Mathematics Subject Classification ID

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

Related Items (2)

A unified approach to asymptotic behaviors for the autoregressive model with fuzzy data ⋮ Statistical inference for time series with non-precise data

Cites Work

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

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