On fractional filtering versus conventional filtering in economics

DOI10.1016/j.cnsns.2009.05.027zbMath1221.91040OpenAlexW2091501753MaRDI QIDQ718193

Tolga Omay, Dumitru Baleanu, Raoul R. Nigmatullin

Publication date: 23 September 2011

Published in: Communications in Nonlinear Science and Numerical Simulation (Search for Journal in Brave)

Full work available at URL: https://mpra.ub.uni-muenchen.de/111643/1/MPRA_paper_111643.pdf

zbMATH Keywords

decompositionMSEdata generationfractional filteringHodrickPrescott filtering

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Filtering in stochastic control theory (93E11) Applications of statistical and quantum mechanics to economics (econophysics) (91B80) Signal detection and filtering (aspects of stochastic processes) (60G35)

Related Items (14)

Ulam stability to a toppled systems of nonlinear implicit fractional order boundary value problem ⋮ Existence results for fractional differential equations of arbitrary order with nonlocal integral boundary conditions ⋮ On the existence and uniqueness of solutions for fractional differential equations with nonlocal multi-point boundary conditions ⋮ Computational challenge of fractional differential equations and the potential solutions: a survey ⋮ Study of a class of generalized multiterm fractional differential equations with generalized fractional integral boundary conditions ⋮ Numerical simulation of fractional control system using Chebyshev polynomials ⋮ Existence of solution for fractional neutral hybrid differential equations with finite delay ⋮ Uniqueness methods for the higher-order coupled fractional differential systems with multi-point boundary conditions ⋮ Existence of local solutions for differential equations with arbitrary fractional order ⋮ The \(N\)-link pendulum: embedding nonlinear dynamics into the multidimensional scaling method ⋮ On Ulam's stability for a coupled systems of nonlinear implicit fractional differential equations ⋮ Unnamed Item ⋮ Existence of solution involving Genocchi numbers for nonlocal anti-periodic boundary value problem of arbitrary fractional order ⋮ Fractional boundary value problems with integral and anti-periodic boundary conditions

Cites Work

• The statistics of the fractional moments: is there any chance to ``read quantitatively any randomness?

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