Results 61 to 70 of about 234,828 (176)
Sample Size and Accuracy of Estimation of the Fractional Differencing Parameter
Methodology, 2006 Recent empirical studies on human performance in cognitive tasks have provided evidence of long-range dependence in psychological time series. ARFIMA (p, d, q) methodology, an extension of the traditional Box-Jenkins ARIMA modeling, allows estimation of the long-term dependence in the presence of any possible short-memory components.
Tetiana Stadnytska, Joachim Werner
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Lecturas de Economía, 2013 Prueba de hipótesis sobre la existencia de una raíz fraccional en una serie de tiempo no estacionaria Resumen: En este trabajo se propone una modificación de la prueba de hipótesis propuesta por Castaño, Gómez y Gallón (2008) para determinar la ...
Diego Lemus, Elkin Castaño
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A Generalized ARFIMA Process with Markov-Switching Fractional Differencing Parameter [PDF]
We propose a general class of Markov-switching-ARFIMA processes in order to combine strands of long memory and Markov-switching literature. Although the coverage of this class of models is broad, we show that these models can be easily estimated with the
Wolfgang Härdle, Wen-Jen Tsay
core
Air Pollution in 88 US Metropolitan Areas: Trends and Persistence
AtmosphereThis paper analyses trends and persistence in air pollution levels in 88 US metropolitan areas using fractional integration methods. The results indicate that the differencing parameter d is higher than 0 in 38 of the series, which supports the ...
Guglielmo Maria Caporale +3 more
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Fractional Integration and the Dynamics of UK Unemployment [PDF]
This article is concerned with the dynamic behaviour of UK unemployment. However, instead of using traditional approaches based on I(0) stationary or I(1) (integrated and/or cointegrated) models, we use the fractional integration framework.
Luis A. Gil-Alana, S.G. Brian Henry
core
Fractal and FractionalKadomtsev–Petviashvili (KP)-type nonlinear dispersive wave equations play a fundamental role in the description of weakly nonlinear waves in plasmas, fluids, and nonlinear optical systems.
Carlo Cattani +2 more
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Applied and Computational MechanicsThis study presents an open-source Python library for simulating two-dimensional incompressible Kelvin-Helmholtz (KH) instabilities in stratified shear flows.
Herho S. H. S. +6 more
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Revista Colombiana de Estadística, 2008 This paper presents a new test for the fractional differencing parameter of an ARFIMA model, based on an autoregressive approximation of its short-range component.
Castaño Elkin +2 more
doaj
Revista Colombiana de Estadística, 2008 Este documento presenta una nueva prueba para el parámetro de diferenciación fraccional de un modelo ARFIMA, basada en una aproximación autorregresiva de su componente a corto plazo.
ELKIN CASTAÑO +2 more
doaj
A design methodology to enable sampling PLLs to synthesise fractional-N frequencies [PDF]
, 2011 A novel design methodology is proposed to enable sampling phase-locked loops (SPLL) to synthesise fractional-N frequencies. To date, SPLL can only generate integer-N frequencies.
Xu, Tao +2 more
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