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.
引用
收藏
相关论文
共 50 条
  • [41] Asymptotic Properties of Least Squares Estimators and Sequential Least Squares Estimators of a Chirp-like Signal Model Parameters
    Grover, Rhythm
    Kundu, Debasis
    Mitra, Amit
    CIRCUITS SYSTEMS AND SIGNAL PROCESSING, 2021, 40 (11) : 5421 - 5465
  • [42] Weighted Least Squares and Least Median Squares estimation for the fuzzy linear regression analysis
    D'Urso P.
    Massari R.
    METRON, 2013, 71 (3) : 279 - 306
  • [43] A New Iterative Least Squares Parameter Estimation Approach for Equation-error Autoregressive Systems
    Lijuan Wan
    Feng Ding
    Ximei Liu
    Chunping Chen
    International Journal of Control, Automation and Systems, 2020, 18 : 780 - 790
  • [44] A New Iterative Least Squares Parameter Estimation Approach for Equation-error Autoregressive Systems
    Wan, Lijuan
    Ding, Feng
    Liu, Ximei
    Chen, Chunping
    INTERNATIONAL JOURNAL OF CONTROL AUTOMATION AND SYSTEMS, 2020, 18 (03) : 780 - 790
  • [45] A note on the asymptotic properties of least squares estimation in high dimensional constrained factor models
    Xiang, Jingjie
    Li, Kunpeng
    Cui, Guowei
    ECONOMICS LETTERS, 2018, 171 : 144 - 148
  • [46] Properties of the total least squares estimation
    Wang Leyang
    Geodesy and Geodynamics, 2012, 3 (04) : 39 - 46
  • [47] Properties of the total least squares estimation
    Wang Leyang
    Geodesy and Geodynamics, 2012, (04) : 39 - 46
  • [48] Properties of the total least squares estimation
    Wang Leyang
    GEODESY AND GEODYNAMICS, 2012, 3 (04) : 39 - 46
  • [49] Least-squares estimation and ANOVA for periodic autoregressive time series
    Shao, Q
    Ni, PP
    STATISTICS & PROBABILITY LETTERS, 2004, 69 (03) : 287 - 297
  • [50] On the least squares estimation of threshold autoregressive and moving-average models
    Li, Dong
    Li, Wai Keung
    Ling, Shiqing
    STATISTICS AND ITS INTERFACE, 2011, 4 (02) : 183 - 196
12345