Results 11 to 20 of about 238,951 (299)
Fractional Integration and Cointegration [PDF]
, 2023 Fractionally integrated and fractionally cointegrated time series are classes of models that generalize standard notions of integrated and cointegrated time series. The fractional models are characterized by a small number of memory parameters that control the degree of fractional integration and/or cointegration.
Hualde, Javier +1 more
openaire +2 more sources
Mathematics, 2023 This paper analyzes the stochastic properties in clinical disorders to understand how they have manifested in consumer sentiment in the USA since 1990.
Jesús Tomás Monge Moreno, Manuel Monge
doaj +1 more source
Atmosphere, 2023 This paper deals with the analysis of the temperatures in a group of 36 African countries. By looking at the maximum, minimum and the range (the difference between the maximum and the minimum) and using a long memory model based on fractional integration
OlaOluwa S. Yaya +4 more
doaj +1 more source
Use of fresh water over the long run measuring persistence
Water Policy, 2022 In this article, we carry out a study of the degree of persistence of a time series of data on freshwater use in the long term, using fractional integration or I(d) techniques. Using annual data from 1901 to 2014, we observe that the order of integration
Marta del Rio +2 more
doaj +1 more source
Fractional integral inequalities involving Marichev–Saigo–Maeda fractional integral operator [PDF]
Journal of Inequalities and Applications, 2020 AbstractThe aim of this present investigation is establishing Minkowski fractional integral inequalities and certain other fractional integral inequalities by employing the Marichev–Saigo–Maeda (MSM) fractional integral operator. The inequalities presented in this paper are more general than the existing classical inequalities cited.
Asifa Tassaddiq +5 more
openaire +2 more sources
Mathematics, 2023 At the beginning of the COVID-19 pandemic, the entire world was waiting for a medical solution (for example, vaccines) in order to return to normality. Sanitary restrictions changed our consumption behaviors and feelings.
Jesús Tomás Monge Moreno, Manuel Monge
doaj +1 more source
On delta and nabla Caputo fractional differences and dual identities [PDF]
, 2013 We Investigate two types of dual identities for Caputo fractional differences. The first type relates nabla and delta type fractional sums and differences.
Abdeljawad, Thabet
core +3 more sources
Modeling Stock High-Low Price Range: Fractional Cointegrating VAR Approach (FCVAR) [PDF]
تحقیقات مالیObjectiveThis paper seeks to employ fractional cointegration methodology to model high and low stock prices, as well as the range series, indicating the difference between high and low stock prices.
Elham Farzanegan
doaj +1 more source
Tourism persistence in the Southeastern European countries: The impact of covid-19
Cogent Economics & Finance, 2023 This paper examines tourism persistence in a group of Southeastern European (SEE) countries (Albania, Bosnia, Bulgaria, Croatia, Montenegro, North Macedonia, Serbia and Slovenia) by applying fractional integration methods to monthly data on foreign ...
Guglielmo Maria Caporale +2 more
doaj +1 more source
Fractionally Integrated COGARCH Processes* [PDF]
Journal of Financial Econometrics, 2018 We construct fractionally integrated continuous-time GARCH models, which capture the observed long range dependence of squared volatility in high-frequency data. Since the usual Molchan-Golosov and Mandelbrot-van-Ness fractional kernels lead to problems in the definition of the model, we resort to moderately long memory processes by choosing a ...
Haug, Stephan +2 more
openaire +3 more sources