Results 21 to 30 of about 40,863 (167)
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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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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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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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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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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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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Fractional generalization of Kac integral [PDF]
Communications in Nonlinear Science and Numerical Simulation, 2008 Generalization of the Kac integral and Kac method for paths measure based on the Levy distribution has been used to derive fractional diffusion equation. Application to nonlinear fractional Ginzburg-Landau equation is discussed.
Tarasov, Vasily E., Zaslavsky, George M.
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Hysteresis in the trade flows of some EU member countries
Ekonomski Vjesnik, 2020 The paper tests for the existence of hysteresis in the net export development patterns of five EU member countries - the Czech Republic, Latvia, Hungary, Slovakia and Slovenia.
Mile Bošnjak, Ivan Novak, Zoran Wittine
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Persistent and Long-Term Co-Movements between Gender Equality and Global Prices
EconomiesThis paper investigates the relationships of the Bloomberg Gender Equality Index and the MSCI World Index in global financial markets. The main objective is to analyze the degree of integration of each index from a fractional perspective for the years ...
Juan Infante +2 more
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