Results 21 to 30 of about 8,590,564 (332)

Long Memory Cointegration in the Analysis of Maximum, Minimum and Range Temperatures in Africa: Implications for Climate Change

open access: yesAtmosphere, 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

Numerical Solutions for Multi-Term Fractional Order Differential Equations with Fractional Taylor Operational Matrix of Fractional Integration

open access: yesMathematics, 2020
In this article, we propose a numerical method based on the fractional Taylor vector for solving multi-term fractional differential equations. The main idea of this method is to reduce the given problems to a set of algebraic equations by utilizing the ...
İ. Avcı, N. Mahmudov
semanticscholar   +1 more source

Use of fresh water over the long run measuring persistence

open access: yesWater 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

Nabla Fractional Derivative and Fractional Integral on Time Scales [PDF]

open access: yesAxioms, 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
openaire   +4 more sources

Some Fractional Integral Inequalities by Way of Raina Fractional Integrals

open access: yesSymmetry, 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
openaire   +2 more sources

Modeling Stock High-Low Price Range: Fractional Cointegrating VAR Approach (FCVAR) [PDF]

open access: yesتحقیقات مالی
ObjectiveThis 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

Simple wald tests of the fractional integration parameter: an overview of new results [PDF]

open access: yes, 2008
Forthcoming 2008This paper presents an overview of some new results regarding an easily implementable Wald test-statistic (EFDF test) of the null hypotheses that a time-series process is I(1) or I(0) against fractional I(d) alternatives, with d ∈ (0, 1),
Gonzalo, Jesús   +5 more
core   +2 more sources

Coronavirus, Vaccination and the Reaction of Consumer Sentiment in The United States: Time Trends and Persistence Analysis

open access: yesMathematics, 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

The Kuznets Environmental Curve Using Fractional Integration and Long Range Dependence Techniques [PDF]

open access: yesInternational Journal of New Political Economy, 2020
This paper investigates empirically the Kuznets environmental curve in nineteen industrialized countries by using updated techniques in time series analysis and based on the concepts of long range dependence and fractional integration. Unlike most of the
Luis A. Gil-Alana
doaj   +1 more source

Laguerre polynomial-based operational matrix of integration for solving fractional differential equations with non-singular kernel

open access: yesProceedings of the Royal Society A, 2021
The Atangana–Baleanu derivative and the Laguerre polynomial are used in this analysis to define a new computational technique for solving fractional differential equations.
C. Baishya, P. Veeresha
semanticscholar   +1 more source

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