𝔖 Bobbio Scriptorium
✦   LIBER   ✦

Deterministic versus stochastic seasonal fractional integration and

✍ Scribed by Guglielmo Maria Caporale; Juncal Cunado; Luis A. Gil-Alana

Publisher
Springer US
Year
2011
Tongue
English
Weight
478 KB
Volume
22
Category
Article
ISSN
0960-3174

No coin nor oath required. For personal study only.

πŸ“œ SIMILAR VOLUMES

Testing of seasonal fractional integrati
Testing of seasonal fractional integration in UK and Japanese consumption and income
✍ L. A. Gil-AlaΓ±a; P. M. Robinson πŸ“‚ Article πŸ“… 2001 πŸ› John Wiley and Sons 🌐 English βš– 165 KB

## Abstract The seasonal structure of quarterly UK and Japanese consumption and income is examined by means of fractionally based tests proposed by Robinson (1994). These series were analysed from an autoregressive unit root viewpoint by Hylleberg, Engle, Granger and Yoo (HEGY, 1990) and Hylleberg,

Integrated deterministic and stochastic
Integrated deterministic and stochastic simulation of electronic circuits: Application to large signal–noise analysis
✍ Nikhil M. Kriplani; Sonali R. Luniya; Michael B. Steer πŸ“‚ Article πŸ“… 2008 πŸ› John Wiley and Sons 🌐 English βš– 254 KB πŸ‘ 1 views

## Abstract The ability to model the effect of non‐negligible levels of white noise superimposed on a carrier is investigated when this signal–noise combination is fed to the input of an MMIC power amplifier. Transient simulation using stochastic differential equations is introduced here to handle