Ridge Estimation for Uncertain Autoregressive Model with Imprecise Observations

DOI10.1142/S0218488521500033MaRDI QIDQ5876103

Xiangfeng Yang, Dan Chen

Publication date: 31 January 2023

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

zbMATH Keywords

autoregressive modeluncertain variableridge estimationridge trace

Mathematics Subject Classification ID

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

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

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