Statistical Inference of Uncertain Autoregressive Model via the Principle of Least Squares

In the study of uncertain autoregressive models, how to estimate the unknown parameters and uncertain disturbance term in the models is always a key problem. In view of this, this paper proposes a statistical inference method based on the principle of least squares to determine the unknown parameter...

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Bibliographic Details
Main Authors: Han Wang, Yang Liu, Haiyan Shi
Format: Article
Language:English
Published: MDPI AG 2024-11-01
Series:Axioms
Subjects:
Online Access:https://www.mdpi.com/2075-1680/13/11/789
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