Testing fractional unit roots with non-linear smooth break approximations using Fourier functions
نویسندگان
چکیده
منابع مشابه
Self Fourier functions and fractional Fourier transforms
It was shown [ 21 that any SFF can be decomposed in this manner. Thus, F(x) is an SFF if, and only if, it can be expressed as the sum of four functions in the form of the above equation. Additional SFF studies are reported in refs. [ 3-51. Another issue that has been recently investigated is the fractional Fourier transform [ 6-91. Two distinct definitions of the fractional Fourier transform ha...
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ژورنال
عنوان ژورنال: Journal of Applied Statistics
سال: 2020
ISSN: 0266-4763,1360-0532
DOI: 10.1080/02664763.2020.1757047