Results 11 to 20 of about 44,097 (315)
Robust interpolation of sequences with periodically stationary multiplicative seasonal increments
Karpatsʹkì Matematičnì Publìkacìï, 2022 We consider stochastic sequences with periodically stationary generalized multiple increments of fractional order which combines cyclostationary, multi-seasonal, integrated and fractionally integrated patterns.
M.M. Luz, M.P. Moklyachuk
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Fractional Integral Inequalities via Hadamard’s Fractional Integral [PDF]
Abstract and Applied Analysis, 2014 We establish new fractional integral inequalities, via Hadamard’s fractional integral. Several new integral inequalities are obtained, including a Grüss type Hadamard fractional integral inequality, by using Young and weighted AM-GM inequalities. Many special cases are also discussed.
Weerawat Sudsutad +2 more
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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
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Noncommutative fractional integrals [PDF]
Studia Mathematica, 2016 Let $\M$ be a hyperfinite finite von Nemann algebra and $(\M_k)_{k\geq 1}$ be an increasing filtration of finite dimensional von Neumann subalgebras of $\M$. We investigate abstract fractional integrals associated to the filtration $(\M_k)_{k\geq 1}$. For a finite noncommutative martingale $x=(x_k)_{1\leq k\leq n} \subseteq L_1(\M)$ adapted to $(\M_k)_{
Randrianantoanina, Narcisse, Wu, Lian
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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
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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
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Nabla Fractional Derivative and Fractional Integral on Time Scales [PDF]
Axioms, 2021 In this paper, we introduce the nabla fractional derivative and fractional integral on time scales in the Riemann–Liouville sense. We also introduce the nabla fractional derivative in Grünwald–Letnikov sense. Some of the basic properties and theorems related to nabla fractional calculus are discussed.
Bikash Gogoi +4 more
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Some Fractional Integral Inequalities by Way of Raina Fractional Integrals
Symmetry, 2023 In this research, some novel Hermite–Hadamard–Fejér-type inequalities using Raina fractional integrals for the class of ϑ-convex functions are obtained. These inequalities are more comprehensive and inclusive than the corresponding ones present in the literature.
Miguel J. Vivas-Cortez +2 more
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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
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Fractional integration and cointegration in US financial time series data [PDF]
, 2011 This paper examines several US monthly financial time series data using fractional integration and cointegration techniques. The univariate analysis based on fractional integration aims to determine whether the series are I(1) (in which case markets ...
Gil-Alana, Luis A. +5 more
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