Analytic solution of uncertain autoregressive model based on principle of least squares

DOI10.1007/s00500-019-04128-7zbMath1436.62443OpenAlexW2954054751MaRDI QIDQ781337

Xin Zhao, Jin Peng, Jie Liu, Xue-Jun Zhou

Publication date: 16 July 2020

Published in: Soft Computing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00500-019-04128-7

zbMATH Keywords

uncertain variableprinciple of least squaresuncertain autoregressive model

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Related Items (5)

Uncertain threshold autoregressive model with imprecise observations ⋮ Inferences for uncertain nonparametric regression by least absolute deviations ⋮ Statistical inference on uncertain nonparametric regression model ⋮ Special issue on decision making and uncertainty ⋮ Ridge Estimation for Uncertain Moving Average Model Under Imprecise Observations

Cites Work

• Uncertain pursuit-evasion game
• Uncertain Gompertz regression model with imprecise observations
• Uncertain revised regression analysis with responses of logarithmic, square root and reciprocal transformations
• A novel DEA model based on uncertainty theory
• Uncertain data envelopment analysis with imprecisely observed inputs and outputs
• Uncertain regression analysis: an approach for imprecise observations
• Uncertain multivariable regression model
• Uncertain time series analysis with imprecise observations
• Data envelopment analysis with uncertain inputs and outputs
• Uncertain bimatrix game with applications
• Uncertainty theory
• Uncertainty theory
• Uncertain data envelopment analysis

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