Least absolute deviation estimation for uncertain vector autoregressive model with imprecise data

DOI10.1142/s0218488523500186zbMath1547.62102MaRDI QIDQ6535991

Yuhong Sheng, Yuxin Shi, Guidong Zhang

Publication date: 16 March 2024

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

zbMATH Keywords

interval estimationuncertainty theoryleast absolute deviation estimationuncertain vector autoregressive model

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and fuzziness (62M86)

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