Results 31 to 40 of about 8,933,709 (332)
Electronically Adjustable Emulator of the Fractional-Order Capacitor
Elektronika ir Elektrotechnika, 2019 This paper presents a design of the controllable emulator of the FOC (Fractional-Order Capacitor) and its application. The circuit is based on 5th-order RC topology (type Foster I), where the passive elements in the topology are replaced by ...
Jan Dvorak +4 more
doaj +1 more source
Modelling persistence in annual Australia point rainfall [PDF]
Hydrology and Earth System Sciences, 2003 Annual rainfall time series for Sydney from 1859 to 1999 is analysed. Clear evidence of nonstationarity is presented, but substantial evidence for persistence or hidden states is more elusive. A test of the hypothesis that a hidden state Markov model
J. P. Whiting +3 more
doaj
Long and Short Memory in Economics: Fractional-Order Difference and Differentiation [PDF]
, 2016 Long and short memory in economic processes is usually described by the so-called discrete fractional differencing and fractional integration. We prove that the discrete fractional differencing and integration are the Grunwald-Letnikov fractional ...
V. E. Tarasov, V. Tarasova
semanticscholar +1 more source
Persistence in youth unemployment [PDF]
, 2012 This paper examines the degree of persistence of youth unemployment (total, male and female) in twenty-four countries by using two alternative measures: the AR coefficient and the fractional differencing parameter, based on short- and long-memory ...
Caporale, GM, Gil-Alana, LA
core +2 more sources
Generalized Fractional Processes with Long Memory and Time Dependent Volatility Revisited
Econometrics, 2016 In recent years, fractionally-differenced processes have received a great deal of attention due to their flexibility in financial applications with long-memory.
M. Shelton Peiris, Manabu Asai
doaj +1 more source
Exact Local Whittle Estimation of Fractional Integration [PDF]
, 2002 An exact form of the local Whittle likelihood is studied with the intent of developing a general purpose estimation procedure for the memory parameter (d) that applies throughout the stationary and nonstationary regions of d and which does not rely on ...
Katsumi Shimotsu, P. Phillips
semanticscholar +1 more source
Estimating persistence in the volatility of asset returns with signal plus noise models [PDF]
, 2010 This paper examines the degree of persistence in the volatility of financial time series using a Long Memory Stochastic Volatility (LMSV) model. Specifically, it employs a Gaussian semiparametric (or local Whittle) estimator of the memory parameter ...
Caporale, GM, Gil-Alana, LA
core +2 more sources
IEEE Access, 2021 A simple single parameter adjustable immittance concept designed with modular active devices, fabricated in I3T $25~0.35~\mu \text{m}$ 3.3 V CMOS process of ON Semiconductor, is introduced.
Roman Sotner +4 more
doaj +1 more source
Long memory and fractional integration in high frequency financial time series [PDF]
, 2010 This paper analyses the long-memory properties of high frequency financial time series. It focuses on temporal aggregation and the influence that this might have on the degree of dependence of the series.
Caporale, GM, Gil-Alana, LA
core +2 more sources
Power-Efficient Electronically Tunable Fractional-Order Filter
Fractal and Fractional, 2023 This article describes a low-voltage, low-power fractional-order low-pass filter (FO-LPF) of order 1 + α, which is implemented using a voltage differencing differential difference amplifier (VDDDA).
Sadaf Tasneem +3 more
doaj +1 more source