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LOCAL WHITTLE ESTIMATION OF FRACTIONAL INTEGRATION FOR NONLINEAR PROCESSES

Econometric Theory, 2007
Summary: We study asymptotic properties of the local Whittle estimator of the long memory parameter for a wide class of fractionally integrated nonlinear time series models. In particular, we solve the conjecture posed by \textit{P. C. B. Phillips} and \textit{K. Shimotsu} [Ann. Stat. 32, No.
Shao, Xiaofeng, Wu, Wei Biao
openaire   +2 more sources

A local mesh-less collocation method for solving a class of time-dependent fractional integral equations: 2D fractional evolution equation

, 2020
The local radial basis function (LRBF) method is an excellent tool for solving variable-order time-fractional evolution equations. This method reduces the expensive computational cost of the conventional global RBF collocation (GRBFC) approach.
Mehdi Radmanesh, M. Ebadi
semanticscholar   +1 more source

Beyond fractional derivatives: local approximation of other convolution integrals

Proceedings of the Royal Society A: Mathematical, Physical and Engineering Sciences, 2009
Dynamic systems involving convolution integrals with decaying kernels, of which fractionally damped systems form a special case, are non-local in time and hence infinite dimensional.
Singh, Satwinder Jit   +1 more
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Local Fractional Perspective on Weddle’s Inequality in Fractal Space

Fractal and Fractional
The Yang local fractional setting provides the generalized framework to explore the non-differentiable mappings considering the local properties. Due to the dominance of these concepts, mathematicians have investigated multiple problems, including ...
Yuanheng Wang   +6 more
semanticscholar   +1 more source

THE LOCAL ASYMPTOTIC POWER OF CERTAIN TESTS FOR FRACTIONAL INTEGRATION

Econometric Theory, 1999
It is possible to construct a test of the null of no fractional integration that has nontrivial asymptotic power against a sequence of alternatives specifying that the series is I(d) with d = O(T−1/2), where T is the sample size. In this paper, I show that tests for fractional integration that are based on the partial sum process of the time ...
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Localized derivatives in spaces of functions representable by localized fractional integrals

Integral Transforms and Special Functions, 2019
The form of a localized fractional derivative of the Marchaud type is obtained. The compositions of localized fractional Riemann-Liouville and Marchaud type derivatives and localized fractional int...
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Weighted Norm Inequalities for Local Fractional Integrals on Gaussian Measure Spaces

Potential Analysis, 2019
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Haibo Lin, Shengchen Mao
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Generalized Abel type integral equations with localized fractional integrals and derivatives

Integral Transforms and Special Functions, 2018
ABSTRACTGeneralized Abel type integral equations with Gauss, Kummer's and Humbert's confluent hypergeometric functions in the kernel and generalized Abel type integral equations with localized fractional integrals are considered. The left-hand sides of these equations are inversed by using generalized fractional derivatives.
openaire   +1 more source

Hermite-Hadamard inequalities for generalized (m-F)-convex function in the framework of local fractional integrals

Annals of the University of Craiova. Mathematics and computer science series
This work presents new versions of the Hermite-Hadamard Inequality, for (m−F)-convex functions, defined on fractal sets Rς ( 0 ς ≤ 1). So, we show some new results for twice differentiable functions using local fractional calculus, as well as some new ...
Arslan Razzaq   +3 more
semanticscholar   +1 more source

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