A unified approach to asymptotic behaviors for the autoregressive model with fuzzy data

Authors:
Hye Young Jung;Woo Joo Lee;Jin Hee Yoon
Affiliations:
-;-;-
Venue:
Information Sciences: an International Journal
Year:
2014

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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.