分数阶单位根测试允许分数阶频率灵活的傅立叶形式趋势:Covid-19的可预测性。

IF 4.1 3区 数学 Q1 Mathematics
Advances in Difference Equations Pub Date : 2021-01-01 Epub Date: 2021-03-15 DOI:10.1186/s13662-021-03317-9
Tolga Omay, Dumitru Baleanu
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引用次数: 22

摘要

在这项研究中,我们提出了一个分数频率柔性傅里叶形式分数积分ADF单位根检验,它结合了分数积分和非线性趋势作为傅里叶函数的一种形式。我们提供了新提出的检验的渐近性,并研究了它的小样本性质。此外,我们给出了分数阶频率算子和分数阶差分算子的最佳估计。最后,实证研究表明,在测试过程中不同时考虑结构断裂和分数积分可能会导致对Covid-19大流行随机行为的误导结果。
本文章由计算机程序翻译,如有差异,请以英文原文为准。

Fractional unit-root tests allowing for a fractional frequency flexible Fourier form trend: predictability of Covid-19.

Fractional unit-root tests allowing for a fractional frequency flexible Fourier form trend: predictability of Covid-19.

Fractional unit-root tests allowing for a fractional frequency flexible Fourier form trend: predictability of Covid-19.

Fractional unit-root tests allowing for a fractional frequency flexible Fourier form trend: predictability of Covid-19.

In this study we propose a fractional frequency flexible Fourier form fractionally integrated ADF unit-root test, which combines the fractional integration and nonlinear trend as a form of the Fourier function. We provide the asymptotics of the newly proposed test and investigate its small-sample properties. Moreover, we show the best estimators for both fractional frequency and fractional difference operator for our newly proposed test. Finally, an empirical study demonstrates that not considering the structural break and fractional integration simultaneously in the testing process may lead to misleading results about the stochastic behavior of the Covid-19 pandemic.

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来源期刊
自引率
0.00%
发文量
0
审稿时长
4-8 weeks
期刊介绍: The theory of difference equations, the methods used, and their wide applications have advanced beyond their adolescent stage to occupy a central position in applicable analysis. In fact, in the last 15 years, the proliferation of the subject has been witnessed by hundreds of research articles, several monographs, many international conferences, and numerous special sessions. The theory of differential and difference equations forms two extreme representations of real world problems. For example, a simple population model when represented as a differential equation shows the good behavior of solutions whereas the corresponding discrete analogue shows the chaotic behavior. The actual behavior of the population is somewhere in between. The aim of Advances in Difference Equations is to report mainly the new developments in the field of difference equations, and their applications in all fields. We will also consider research articles emphasizing the qualitative behavior of solutions of ordinary, partial, delay, fractional, abstract, stochastic, fuzzy, and set-valued differential equations. Advances in Difference Equations will accept high-quality articles containing original research results and survey articles of exceptional merit.
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