منابع مشابه
Optimal Fractional Dickey-fuller Tests for Unit Roots
This article considers the fractional Dickey-Fuller test for unit roots introduced recently by Dolado, Gonzalo and Mayoral (2002). The implementation of this test depends on a nuisance parameter that affects the power of the test. Since the arbitrary selection proposed by these authors is not optimal, in this article we investigate optimality aspects of the class of tests indexed by this parame...
متن کاملOptimal Fractional Repetition Codes
Fractional repetition (FR) codes is a family of codes for distributed storage systems that allow for uncoded repair having the minimum repair bandwidth. However, in contrast to minimum bandwidth regenerating codes, where a random set of certain size of available nodes is used for a node repair, the repairs with FR codes are table based. In this work we consider bounds on the fractional repetiti...
متن کاملH∞-Optimal Fractional Delay Filters
Fractional delay filters are digital filters to delay discrete-time signals by a fraction of the sampling period. Since the delay is fractional, the intersample behavior of the original analog signal becomes crucial. In contrast to the conventional designs based on the Shannon sampling theorem with the bandlimiting hypothesis, the present paper proposes a new approach based on the modern sample...
متن کاملDiscrete-Time Fractional Optimal Control
Abstract: A formulation and solution of the discrete-time fractional optimal control problem in terms of the Caputo fractional derivative is presented in this paper. The performance index (PI) is considered in a quadratic form. The necessary and transversality conditions are obtained using a Hamiltonian approach. Both the free and fixed final state cases have been considered. Numerical examples...
متن کاملFractional Dickey-Fuller tests under heteroskedasticity
In a recent paper, Dolado, Gonzalo and Mayoral (2002) introduce a fractional Dickey-Fuller (FD-F) t-statistic for testing a unit root against the alternative of a mean reverting fractional unit root process. This t-statistic is based on the assumption that the errors are unconditionally homoskedastic. However, Busetti and Taylor (2003), McConnell and Perez-Quiros (2000), and van Dijk et al. (20...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: The Econometrics Journal
سال: 2006
ISSN: 1368-4221,1368-423X
DOI: 10.1111/j.1368-423x.2006.00195.x