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The Fractional Model

Abstract In the preamble of this chapter, which has five sections, a historic series of annual minima of the River Nile are plotted, explaining why these data are said to have long memory or to be strongly dependent. Section 1 defines a fractional process as a moving average of random shocks with coefficients following a certain pattern ...
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A Bivariate Fractional Probit Model

2018
This paper develops a bivariate fractional probit model for fractional response variables, i.e., variables bounded between zero and one. The model can be applied when there are two seemingly unrelated fractional response variables. Since the model relies on a quite strong bivariate normality assumption, specification tests are discussed and the ...
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Fractional Behaviours Modelling

2022
Jocelyn Sabatier   +2 more
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Fractional Order Models

2022
Jocelyn Sabatier   +2 more
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The conformable fractional grey system model

ISA Transactions, 2020
Xin Ma, Wenqing Wu, Bo Zeng
exaly  

Fractionation modelling

Bleddyn Jones, Joshua Moore
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