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

被引：1
|
作者：
Zhao, Zhi-Wen [1 ]
Peng, Cui-Xin [2 ]
机构：
[1] Jilin Normal Univ, Coll Math, Siping 136000, Peoples R China
[2] Jilin Normal Univ, Publ Foreign Languages Dept, Siping 136000, Peoples R China
来源：
JOURNAL OF INEQUALITIES AND APPLICATIONS | 2013年
关键词：
fuzzy random variables; fuzzy numbers; fuzzy least squares estimation; fuzzy autoregressive model; fuzzy set;
D O I：
10.1186/1029-242X-2013-56
中图分类号：
O29 [应用数学];
学科分类号：
070104 ;
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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页数：10
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