This work deals with Random Coefficient Autoregressive models where the error process is a martingale difference sequence. A class of estimators of unknown parameter is employed. This class was originally proposed by Schick and it covers both least squares estimator and maximum likelihood estimator for instance. Asymptotic behavior of such estimators is explored, especially the rate of convergence to normal distribution is established.
Radial Basis Function Networks (RBFNs) have shown their capability to be used in classification problems, and therefore many data mining algorithms have been developed to configure RBFNs. These algorithms need to be given a suitable set of parameters for every problem they face, thus methods to automatically search the values of these parameters are required. This paper shows the robustness of a meta-algorithm developed to automatically establish the parameters needed to design RBFNs. Results show that this new method can be effectively used, not only to obtain good models, but also to find a stable set of parameters, available to be used on many different problems.
Recently, the parameter estimations for normal fuzzy variables in the Nahmias' sense was studied by Cai [4]. These estimates were also studied for general T-related, but not necessarily normal fuzzy variables by Hong [10] In this paper, we report on some properties of estimators that would appear to be desirable, including unbiasedness. We also consider asymptotic or "large-sample" properties of a particular type of estimator.