On fractional filtering versus conventional filtering in economics

DOI10.1016/J.CNSNS.2009.05.027zbMATH Open1221.91040OpenAlexW2091501753MaRDI QIDQ718193FDOQ718193

Authors: Tolga Omay, D. Baleanu, R. 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

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zbMATH Keywords

decompositiondata generationMSEfractional filteringHodrickPrescott filtering

Mathematics Subject Classification ID

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

Cites Work

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

Cited In (18)

• Fractional boundary value problems with integral and anti-periodic boundary conditions
• Ulam stability to a toppled systems of nonlinear implicit fractional order boundary value problem
• 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
• Existence of mild solution for hybrid differential equations with arbitrary fractional order
• Existence results for fractional differential equations of arbitrary order with nonlocal integral boundary conditions
• A simple heteroscedasticity removing filter
• Existence and Ulam-Hyers stability results for a class of fractional integro-differential equations involving nonlocal fractional integro-differential boundary conditions
• Uniqueness methods for the higher-order coupled fractional differential systems with multi-point boundary conditions
• On Ulam's stability for a coupled systems of nonlinear implicit fractional differential equations
• Initial value problem for a class of semi-linear fractional iterative differential equations
• Existence of local solutions for differential equations with arbitrary fractional order
• Existence of solution for fractional neutral hybrid differential equations with finite delay
• Existence of solution involving Genocchi numbers for nonlocal anti-periodic boundary value problem of arbitrary fractional order
• Study of a class of generalized multiterm fractional differential equations with generalized fractional integral boundary conditions
• Existence and multiplicity of solutions for fractional differential equations with \(p\)-Laplacian at resonance
• Numerical simulation of fractional control system using Chebyshev polynomials
• The \(N\)-link pendulum: embedding nonlinear dynamics into the multidimensional scaling method

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