This paper proposes an identification method to fractional differencing autoregressive models, and this method gives a consistent estimator for fractional differencing order and efficient estimates for parameters in fractional differencing autoregressive models.Statistics & ProbabilitySCI(E)0ARTICLE102635-26432
This paper presents a new method for parameter identification based on the modulating function metho...
The paper presents a number of definitions of variable order difference and discusses duality among ...
This paper discusses identification within a new parametrization for I(2) systems, where the integra...
This paper deals with the identification of fractional models with one fractional parameter. This ki...
Aspects of model building using fractionally differenced autoregressive-moving average processes are...
In this paper we consider the problem of identifying an autoregressive model for an observed time ...
Abstract- This contribution deals with identification of fractional-order dynamical systems. System ...
Les principales contributions de cette thèse concernent l'identification à temps continu des système...
System identification deals with estimating the plant parameters under control using input-output me...
For the fractional ARIMA model, we demonstrate that wrong model specification might lead to serious ...
This paper discusses model-based inference in an autoregressive model for fractional processes which...
summary:The naïve and the least-squares extrapolation are investigated in the fractional autoregress...
Equations with derivatives and fractional order differences are widely used to describe various proc...
Abstract: In this paper presents two methods for determining the degree of differencing required to ...
This paper discusses identification of systems of cointegrating relations in I(2) vector autoregress...
This paper presents a new method for parameter identification based on the modulating function metho...
The paper presents a number of definitions of variable order difference and discusses duality among ...
This paper discusses identification within a new parametrization for I(2) systems, where the integra...
This paper deals with the identification of fractional models with one fractional parameter. This ki...
Aspects of model building using fractionally differenced autoregressive-moving average processes are...
In this paper we consider the problem of identifying an autoregressive model for an observed time ...
Abstract- This contribution deals with identification of fractional-order dynamical systems. System ...
Les principales contributions de cette thèse concernent l'identification à temps continu des système...
System identification deals with estimating the plant parameters under control using input-output me...
For the fractional ARIMA model, we demonstrate that wrong model specification might lead to serious ...
This paper discusses model-based inference in an autoregressive model for fractional processes which...
summary:The naïve and the least-squares extrapolation are investigated in the fractional autoregress...
Equations with derivatives and fractional order differences are widely used to describe various proc...
Abstract: In this paper presents two methods for determining the degree of differencing required to ...
This paper discusses identification of systems of cointegrating relations in I(2) vector autoregress...
This paper presents a new method for parameter identification based on the modulating function metho...
The paper presents a number of definitions of variable order difference and discusses duality among ...
This paper discusses identification within a new parametrization for I(2) systems, where the integra...
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