{"id":"https://openalex.org/W4400607889","doi":"https://doi.org/10.1080/03610918.2024.2378113","title":"Moment estimation of uncertain autoregressive model and its application in financial market","display_name":"Moment estimation of uncertain autoregressive model and its application in financial market","publication_year":2024,"publication_date":"2024-07-13","ids":{"openalex":"https://openalex.org/W4400607889","doi":"https://doi.org/10.1080/03610918.2024.2378113"},"language":"en","primary_location":{"id":"doi:10.1080/03610918.2024.2378113","is_oa":false,"landing_page_url":"https://doi.org/10.1080/03610918.2024.2378113","pdf_url":null,"source":{"id":"https://openalex.org/S153329750","display_name":"Communications in Statistics - Simulation and Computation","issn_l":"0361-0918","issn":["0361-0918","1532-4141"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310320547","host_organization_name":"Taylor & Francis","host_organization_lineage":["https://openalex.org/P4310320547"],"host_organization_lineage_names":["Taylor & Francis"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Communications in Statistics - Simulation and Computation","raw_type":"journal-article"},"type":"article","indexed_in":["crossref"],"open_access":{"is_oa":false,"oa_status":"closed","oa_url":null,"any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5034753318","display_name":"Yang Liu","orcid":"https://orcid.org/0000-0003-0780-8267"},"institutions":[{"id":"https://openalex.org/I82880672","display_name":"Beihang University","ror":"https://ror.org/00wk2mp56","country_code":"CN","type":"education","lineage":["https://openalex.org/I82880672"]}],"countries":["CN"],"is_corresponding":false,"raw_author_name":"Yang Liu","raw_affiliation_strings":["School of Economics and Management, Beihang University","School of Economics and Management, Beihang University, Beijing, China"],"affiliations":[{"raw_affiliation_string":"School of Economics and Management, Beihang University","institution_ids":["https://openalex.org/I82880672"]},{"raw_affiliation_string":"School of Economics and Management, Beihang University, Beijing, China","institution_ids":["https://openalex.org/I82880672"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5009910997","display_name":"Zhongfeng Qin","orcid":"https://orcid.org/0000-0003-3875-2518"},"institutions":[{"id":"https://openalex.org/I82880672","display_name":"Beihang University","ror":"https://ror.org/00wk2mp56","country_code":"CN","type":"education","lineage":["https://openalex.org/I82880672"]}],"countries":["CN"],"is_corresponding":true,"raw_author_name":"Zhongfeng Qin","raw_affiliation_strings":["Key Laboratory of Complex System Analysis, Management and Decision (Beihang University)","School of Economics and Management, Beihang University","Key Laboratory of Complex System Analysis, Management and Decision (Beihang University), Beijing, China","School of Economics and Management, Beihang University, Beijing, China"],"affiliations":[{"raw_affiliation_string":"Key Laboratory of Complex System Analysis, Management and Decision (Beihang University)","institution_ids":["https://openalex.org/I82880672"]},{"raw_affiliation_string":"School of Economics and Management, Beihang University","institution_ids":["https://openalex.org/I82880672"]},{"raw_affiliation_string":"Key Laboratory of Complex System Analysis, Management and Decision (Beihang University), Beijing, China","institution_ids":["https://openalex.org/I82880672"]},{"raw_affiliation_string":"School of Economics and Management, Beihang University, Beijing, China","institution_ids":["https://openalex.org/I82880672"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":2,"corresponding_author_ids":["https://openalex.org/A5009910997"],"corresponding_institution_ids":["https://openalex.org/I82880672"],"apc_list":null,"apc_paid":null,"fwci":6.7586,"has_fulltext":false,"cited_by_count":9,"citation_normalized_percentile":{"value":0.97326018,"is_in_top_1_percent":false,"is_in_top_10_percent":true},"cited_by_percentile_year":{"min":90,"max":100},"biblio":{"volume":"54","issue":"10","first_page":"4324","last_page":"4343"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T12135","display_name":"Fuzzy Systems and Optimization","score":0.9995999932289124,"subfield":{"id":"https://openalex.org/subfields/2613","display_name":"Statistics and Probability"},"field":{"id":"https://openalex.org/fields/26","display_name":"Mathematics"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},"topics":[{"id":"https://openalex.org/T12135","display_name":"Fuzzy Systems and Optimization","score":0.9995999932289124,"subfield":{"id":"https://openalex.org/subfields/2613","display_name":"Statistics and Probability"},"field":{"id":"https://openalex.org/fields/26","display_name":"Mathematics"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},{"id":"https://openalex.org/T11918","display_name":"Forecasting Techniques and Applications","score":0.9711999893188477,"subfield":{"id":"https://openalex.org/subfields/1803","display_name":"Management Science and Operations Research"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T10820","display_name":"Fuzzy Logic and Control Systems","score":0.9688000082969666,"subfield":{"id":"https://openalex.org/subfields/1702","display_name":"Artificial Intelligence"},"field":{"id":"https://openalex.org/fields/17","display_name":"Computer Science"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/autoregressive-model","display_name":"Autoregressive model","score":0.7516965866088867},{"id":"https://openalex.org/keywords/moment","display_name":"Moment (physics)","score":0.5993525385856628},{"id":"https://openalex.org/keywords/estimation","display_name":"Estimation","score":0.5529235601425171},{"id":"https://openalex.org/keywords/financial-market","display_name":"Financial market","score":0.5082449316978455},{"id":"https://openalex.org/keywords/econometrics","display_name":"Econometrics","score":0.4848238527774811},{"id":"https://openalex.org/keywords/economics","display_name":"Economics","score":0.4798933267593384},{"id":"https://openalex.org/keywords/finance","display_name":"Finance","score":0.27688470482826233},{"id":"https://openalex.org/keywords/physics","display_name":"Physics","score":0.1440880298614502}],"concepts":[{"id":"https://openalex.org/C159877910","wikidata":"https://www.wikidata.org/wiki/Q2202883","display_name":"Autoregressive model","level":2,"score":0.7516965866088867},{"id":"https://openalex.org/C179254644","wikidata":"https://www.wikidata.org/wiki/Q13222844","display_name":"Moment (physics)","level":2,"score":0.5993525385856628},{"id":"https://openalex.org/C96250715","wikidata":"https://www.wikidata.org/wiki/Q965330","display_name":"Estimation","level":2,"score":0.5529235601425171},{"id":"https://openalex.org/C19244329","wikidata":"https://www.wikidata.org/wiki/Q208697","display_name":"Financial market","level":2,"score":0.5082449316978455},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.4848238527774811},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.4798933267593384},{"id":"https://openalex.org/C10138342","wikidata":"https://www.wikidata.org/wiki/Q43015","display_name":"Finance","level":1,"score":0.27688470482826233},{"id":"https://openalex.org/C121332964","wikidata":"https://www.wikidata.org/wiki/Q413","display_name":"Physics","level":0,"score":0.1440880298614502},{"id":"https://openalex.org/C187736073","wikidata":"https://www.wikidata.org/wiki/Q2920921","display_name":"Management","level":1,"score":0.0},{"id":"https://openalex.org/C74650414","wikidata":"https://www.wikidata.org/wiki/Q11397","display_name":"Classical mechanics","level":1,"score":0.0}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.1080/03610918.2024.2378113","is_oa":false,"landing_page_url":"https://doi.org/10.1080/03610918.2024.2378113","pdf_url":null,"source":{"id":"https://openalex.org/S153329750","display_name":"Communications in Statistics - Simulation and Computation","issn_l":"0361-0918","issn":["0361-0918","1532-4141"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310320547","host_organization_name":"Taylor & Francis","host_organization_lineage":["https://openalex.org/P4310320547"],"host_organization_lineage_names":["Taylor & Francis"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Communications in Statistics - Simulation and Computation","raw_type":"journal-article"}],"best_oa_location":null,"sustainable_development_goals":[],"awards":[{"id":"https://openalex.org/G7689300292","display_name":null,"funder_award_id":"72071008","funder_id":"https://openalex.org/F4320321001","funder_display_name":"National Natural Science Foundation of China"}],"funders":[{"id":"https://openalex.org/F4320321001","display_name":"National Natural Science Foundation of China","ror":"https://ror.org/01h0zpd94"}],"has_content":{"grobid_xml":false,"pdf":false},"content_urls":null,"referenced_works_count":32,"referenced_works":["https://openalex.org/W2136967090","https://openalex.org/W2902251417","https://openalex.org/W3001226505","https://openalex.org/W3015597596","https://openalex.org/W3025163272","https://openalex.org/W3035058975","https://openalex.org/W3037727996","https://openalex.org/W3085763374","https://openalex.org/W3088929111","https://openalex.org/W3110276517","https://openalex.org/W3118832633","https://openalex.org/W3143711724","https://openalex.org/W3180415852","https://openalex.org/W3181864547","https://openalex.org/W3181887863","https://openalex.org/W3199336060","https://openalex.org/W3206757803","https://openalex.org/W4206830167","https://openalex.org/W4220822722","https://openalex.org/W4281775731","https://openalex.org/W4281932544","https://openalex.org/W4311218720","https://openalex.org/W4312070747","https://openalex.org/W4313396077","https://openalex.org/W4313396145","https://openalex.org/W4362515176","https://openalex.org/W4385458884","https://openalex.org/W4386119809","https://openalex.org/W4387779022","https://openalex.org/W4391519583","https://openalex.org/W4393109321","https://openalex.org/W6758671891"],"related_works":["https://openalex.org/W2171218219","https://openalex.org/W1972271943","https://openalex.org/W2150410159","https://openalex.org/W4327525404","https://openalex.org/W4287185323","https://openalex.org/W3150905897","https://openalex.org/W1520183331","https://openalex.org/W2734842993","https://openalex.org/W2168175994","https://openalex.org/W2156628102"],"abstract_inverted_index":null,"counts_by_year":[{"year":2026,"cited_by_count":2},{"year":2025,"cited_by_count":6},{"year":2024,"cited_by_count":1}],"updated_date":"2026-03-06T13:50:29.536080","created_date":"2025-10-10T00:00:00"}