A PARAMETRIC CHARACTERIZATION OF POLYNOMIAL COFRACTIONALITY IN THE V ARd,b(k) MODEL
نویسنده
چکیده
We extend the study of the algebraic structure of the V ARd,b(k) model defined from the fractional lag operator in Johansen (2005) and derive conditions under which its solution is fractional of order d and displays linear combinations that are fractional of order d− b, d− 2b, · · · , d− cb ≥ 0, for integer c. We then find the corresponding moving average representation and the cofractional relations.
منابع مشابه
Some results on the polynomial numerical hulls of matrices
In this note we characterize polynomial numerical hulls of matrices $A in M_n$ such that$A^2$ is Hermitian. Also, we consider normal matrices $A in M_n$ whose $k^{th}$ power are semidefinite. For such matriceswe show that $V^k(A)=sigma(A)$.
متن کاملPrediction of true critical temperature and pressure of binary hydrocarbon mixtures: A Comparison between the artificial neural networks and the support vector machine
Two main objectives have been considered in this paper: providing a good model to predict the critical temperature and pressure of binary hydrocarbon mixtures, and comparing the efficiency of the artificial neural network algorithms and the support vector regression as two commonly used soft computing methods. In order to have a fair comparison and to achieve the highest efficiency, a comprehen...
متن کاملThe Hyper-Wiener Polynomial of Graphs
The distance $d(u,v)$ between two vertices $u$ and $v$ of a graph $G$ is equal to the length of a shortest path that connects $u$ and $v$. Define $WW(G,x) = 1/2sum_{{ a,b } subseteq V(G)}x^{d(a,b) + d^2(a,b)}$, where $d(G)$ is the greatest distance between any two vertices. In this paper the hyper-Wiener polynomials of the Cartesian product, composition, join and disjunction of graphs are compu...
متن کاملA POLYNOMIAL TIME BRANCH AND BOUND ALGORITHM FOR THE SINGLE ITEM ECONOMIC LOT SIZING PROBLEM WITH ALL UNITS DISCOUNT AND RESALE
The purpose of this paper is to present a polynomial time algorithm which determines the lot sizes for purchase component in Material Requirement Planning (MRP) environments with deterministic time-phased demand with zero lead time. In this model, backlog is not permitted, the unit purchasing price is based on the all-units discount system and resale of the excess units is possible at the order...
متن کاملRing endomorphisms with nil-shifting property
Cohn called a ring $R$ is reversible if whenever $ab = 0,$ then $ba = 0$ for $a,bin R.$ The reversible property is an important role in noncommutative ring theory. Recently, Abdul-Jabbar et al. studied the reversible ring property on nilpotent elements, introducing the concept of commutativity of nilpotent elements at zero (simply, a CNZ ring). In this paper, we extend the CNZ pr...
متن کامل