Title
A unified approach to asymptotic behaviors for the autoregressive model with fuzzy data
Abstract
We propose a unified estimator for the autoregressive model with fuzzy input-output variables based on the least squares method. The least squares estimation is investigated in presence of a unified @r-distance defined on the space of fuzzy numbers. We investigate asymptotic properties of the unified estimator under some simple conditions as well as a generalization, which reduces to the asymptotic properties under those distances when the distances are the special cases of @r-distance. Some simulation studies are included to compare the asymptotic properties of estimators formed under several distances being the special cases of @r-distance.
Year
DOI
Venue
2014
10.1016/j.ins.2013.09.024
Inf. Sci.
Keywords
Field
DocType
unified approach,simulation study,squares method,special case,fuzzy number,squares estimation,unified estimator,autoregressive model,fuzzy input-output variable,asymptotic property,fuzzy data,simple condition,least squares estimation,consistency,asymptotic normality
Least squares,Applied mathematics,Discrete mathematics,Autoregressive model,Mathematical optimization,Fuzzy logic,Fuzzy number,Fuzzy data,Mathematics,Estimator,Asymptotic distribution
Journal
Volume
ISSN
Citations 
257,
0020-0255
3
PageRank 
References 
Authors
0.41
10
3
Name
Order
Citations
PageRank
Hye Young Jung1151.62
Woo Joo Lee230.41
Jin Hee Yoon37710.77