Results 21 to 30 of about 44,097 (315)
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
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Simple wald tests of the fractional integration parameter: an overview of new results [PDF]
, 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
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Fractal and Fractional, 2022 This paper aims at analyzing nonlinear dependence between fractionally integrated, chaotic precious metal and oil prices and volatilities. With this respect, the Markov regime-switching fractionally integrated asymmetric power versions of generalized ...
Melike Bildirici, Özgür Ömer Ersin
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Fractional integration analysis of precipitation dynamics: empirical insights from Nigeria
Tellus: Series A, Dynamic Meteorology and Oceanography, 2021 This paper deals with the time series analysis of precipitation patterns in Africa’s most populated nation using recently developed flexible modelling techniques to study the monthly precipitation data of some major economically viable and highly ...
O.O. Awe, L.A. Gil-Alana
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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
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Numerical Solution of Fokker-Planck-Kolmogorov Time Fractional Differential Equations Using Legendre Wavelet Method Along with convergence and error analysis [PDF]
مدلسازی پیشرفته ریاضیThe purpose of this paper is to present an efficient numerical method for finding numerical solutions Fokker-Planck-Kolmogorov time-fractional differential equations.The Legendre wavelet approach was employed for this objective. The Legendre wave was the
شعبان محمدی +1 more
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Fractional cointegration in US term spreads [PDF]
, 2010 This note examines the stochastic properties of US term spreads with parametric and semiparametric fractional integration techniques. Since the observed data (rather than the estimated residuals from a cointegrating regression) are used for the analysis,
Gil-Alana, Luis A. +3 more
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Mathematics, 2023 This paper analyzes the stochastic properties of consumer sentiment to understand how they affected the luxury sector in the United States before and after COVID-19.
Berta Marcos Ceron, Manuel Monge
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Particulate Matter 2.5 (PM2.5): Persistence and Trends in the Air Quality of Five India Cities
AtmospherePoor air quality in India has sparked our interest in studying the time series dynamics of PM2.5 in India’s five most populous cities (Mumbai, New Delhi, Hyderabad, Chennai, and Kolkata).
Luis A. Gil-Alana +1 more
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Long Memory in Earthquake Time Series: The Case Study of the Geysers Geothermal Field
Frontiers in Earth Science, 2021 The present study aims at proving the existence of long memory (or long-range dependence) in the earthquake process through the analysis of time series of induced seismicity.
S. Barani +5 more
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