Results 51 to 60 of about 234,828 (176)

Daily Emissions of CO₂ in the World: A Fractional Integration Approach

Econometrics
In this article, daily CO2 emissions for the years 2019–2022 are examined using fractional integration for Brazil, China, EU-27 (and the UK), India, and the USA.
Luis Alberiko Gil-Alana, Carlos Poza
doaj   +1 more source

On the properties of the Dickey-Pantula test against fractional alternatives [PDF]

, 1997
The limit properties of the testing sequence underlying the Dickey-Pantula test for a double unit root in a time series are derived when the true data generating process is assumed to be nonstationary fractionally integrated ...
Juan J. Dolado, Francesc Marmol, Dolado, Juan José, Mármol, Francesc   +3 more
core   +1 more source

On the Efficacy of ARFIMA, ARTFIMA, and MARFIMA Models in Forecasting Nigerian Crude Oil Prices

UMYU Scientifica Journal
This study presents a comprehensive evaluation of three advanced long-memory time series models— the Autoregressive Fractionally Integrated Moving Average (ARFIMA), the Autoregressive Tempered Fractionally Integrated Moving Average (ARTFIMA), and the ...
Musa Tasi’u, Abubakar Bello, Hussaini Dikko Garba, Baba Alhaji Bukar   +3 more
doaj   +1 more source

Generalized exponential time differencing methods for fractional order problems

Computers & Mathematics with Applications, 2011
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Roberto Garrappa, Marina Popolizio
openaire   +7 more sources

Fractional Integration and Structural Breaks in Italian Real House Prices

Mathematics
The primary goal of this paper is to analyse the Italian real house price index (RHPI). Classical approaches typically assume either stationarity or unit-root nonstationarity.
Maria Pia Sangiovanni, Elvira Di Nardo, Luis Alberiko Gil-Alana   +2 more
doaj   +1 more source

Measuring Fractality

Frontiers in Physiology, 2012
When investigating fractal phenomena, the following questions are fundamental for the applied researcher: (1) What are essential statistical properties of 1/f noise? (2) Which estimators are available for measuring fractality?
Tatjana eStadnitski
doaj   +1 more source

A Recursive Algorithm For Fractionally Differencing Long Data Series

Journal of Modern Applied Statistical Methods, 2003
We propose a recursive algorithm to fractionally difference time series data. The algorithm eliminates the need to evaluate the gamma function directly, and hence avoids the overflow problem that arises when fractionally differencing a long data series. The proposed algorithm can be implemented using any general matrix programming language.
Joseph McCarthy, Robert DiSario, Hakan Saraoglu   +2 more
openaire   +2 more sources

Fractional integration and the volatility of UK interest rates [PDF]

Using fractional integration and GARCH modeling techniques, this paper investigates the dynamic properties of UK interest rates. We find evidence that, contrary to previous studies for the US and Canada, short rates are more nonstationary compared to ...
Simeon Coleman, Kavita Sirichand
core  

Addressing non-stationarity with stochastic trend in the context of limited time series data: An experimental survey in healthcare analytics

Applied Computer Science
Stationarity is a fundamental assumption in time series modeling that underlies reliable statistical inference and forecasting. Time series data can be found in many domains, including industry, engineering, finance, economics, epidemiology, and health ...
Apollinaire BATOURE BAMANA, Yannick SOKDOU BILA LAMOU, David Jaures FOTSA-MBOGNE, Mahdi SHAFIEE KAMALABAD   +3 more
doaj   +1 more source

Detection Test for Periodic Signals Revisited Against Various Stochastic Models

IEEE Access, 2019
Appropriate noise background should be taken into account when searching for the periodic or quasi-periodic oscillation buried in red noise. Null hypothesis assuming a conventional first-order autoregressive (AR(1)) process may lead to misleading ...
Chang Xu
doaj   +1 more source