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

被引：0
|
作者：
Zhi-Wen Zhao
Cui-Xin Peng
机构：
[1] Jilin Normal University,College of Mathematics
[2] Jilin Normal University,Public Foreign Languages Department
来源：
Journal of Inequalities and Applications | / 2013卷
关键词：
fuzzy random variables; fuzzy numbers; fuzzy least squares estimation; fuzzy autoregressive model; fuzzy set;
D O I：
暂无
中图分类号：
学科分类号：
摘要：
In this paper, we extend the standard autoregressive model to the case where the explanatory and response variables are random fuzzy variables. The fuzzy least-squares estimators (FLSE) of the model parameters are derived and their asymptotic properties are established. A simulation is conducted to evaluate our method, and it is found that the proposed method provides a better performance.
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