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.
引用
收藏
页数：10
相关论文
共 50 条
  • [21] Asymptotic Properties of Weighted Least Squares Estimation in Weak PARMA Models
    Francq, Christian
    Roy, Roch
    Saidi, Abdessamad
    [J]. JOURNAL OF TIME SERIES ANALYSIS, 2011, 32 (06) : 699 - 723
  • [22] A fuzzy logistic regression model based on the least squares estimation
    Yifan Gao
    Qiujun Lu
    [J]. Computational and Applied Mathematics, 2018, 37 : 3562 - 3579
  • [23] THE ASYMPTOTIC PROPERTIES OF POLYNOMIAL PHASE ESTIMATION BY LEAST SQUARES PHASE UNWRAPPING
    McKilliam, Robby G.
    Clarkson, I. Vaughan L.
    Quinn, Barry G.
    Moran, Bill
    [J]. 2011 IEEE INTERNATIONAL CONFERENCE ON ACOUSTICS, SPEECH, AND SIGNAL PROCESSING, 2011, : 3592 - 3595
  • [24] Least-squares estimation for bifurcating autoregressive processes
    Zhou, J
    Basawa, IV
    [J]. STATISTICS & PROBABILITY LETTERS, 2005, 74 (01) : 77 - 88
  • [25] The Second-Order Asymptotic Properties of Asymmetric Least Squares Estimation
    Lee, Tae-Hwy
    Ullah, Aman
    Wang, He
    [J]. SANKHYA-SERIES B-APPLIED AND INTERDISCIPLINARY STATISTICS, 2019, 81 (SUPPL 1): : 201 - 233
  • [26] Generalized least squares transformation and estimation with autoregressive error
    Vougas, Dimitrios V.
    [J]. STATISTICS & PROBABILITY LETTERS, 2008, 78 (04) : 402 - 404
  • [27] A fuzzy logistic regression model based on the least squares estimation
    Gao, Yifan
    Lu, Qiujun
    [J]. COMPUTATIONAL & APPLIED MATHEMATICS, 2018, 37 (03): : 3562 - 3579
  • [28] Asymptotic properties of the least squares estimators of a two dimensional model
    Debasis Kundu
    Rameshwar D. Gupta
    [J]. Metrika, 1998, 48 (2) : 83 - 97
  • [29] Asymptotic properties of the least squares estimators of a two dimensional model
    Kundu, D
    Gupta, RD
    [J]. METRIKA, 1998, 48 (02) : 83 - 97
  • [30] A NEW STUDY ON ASYMPTOTIC OPTIMALITY OF LEAST SQUARES MODEL AVERAGING
    Zhang, Xinyu
    [J]. ECONOMETRIC THEORY, 2021, 37 (02) : 388 - 407
12345