Sign in to use this feature.

Years

Between: -

Subjects

remove_circle_outline
remove_circle_outline
remove_circle_outline
remove_circle_outline

Journals

Article Types

Countries / Regions

Search Results (2)

Search Parameters:
Keywords = asymptotic constancy

Order results
Result details
Results per page
Select all
Export citation of selected articles as:
21 pages, 454 KB  
Article
Randomness Test of Thinning Parameters for the NBRCINAR(1) Process
by Shuanghong Zhang
Axioms 2024, 13(4), 260; https://doi.org/10.3390/axioms13040260 - 14 Apr 2024
Viewed by 1994
Abstract
Non-negative integer-valued time series are usually encountered in practice, and a variety of integer-valued autoregressive processes based on various thinning operators are commonly used to model these count data with temporal dependence. In this paper, we consider a first-order integer-valued autoregressive process constructed [...] Read more.
Non-negative integer-valued time series are usually encountered in practice, and a variety of integer-valued autoregressive processes based on various thinning operators are commonly used to model these count data with temporal dependence. In this paper, we consider a first-order integer-valued autoregressive process constructed by the negative binomial thinning operator with random coefficients, to address the problem of constant thinning parameters which might not always accurately represent real-world settings because of numerous external and internal causes. We estimate the model parameters of interest by the two-step conditional least squares method, obtain the asymptotic behaviors of the estimators, and furthermore devise a technique to test the constancy of the thinning parameters, which is essential for determining whether or not the proposed model should consider the parameters’ randomness. The effectiveness and dependability of the suggested approach are illustrated by a series of thorough simulation studies. Finally, two real-world data analysis examples reveal that the suggested approach is very useful and flexible for applications. Full article
(This article belongs to the Special Issue Time Series Analysis: Research on Data Modeling Methods)
Show Figures

Figure 1

10 pages, 299 KB  
Article
Asymptotic Constancy for the Solutions of Caputo Fractional Differential Equations with Delay
by Halis Can Koyuncuoğlu, Youssef Raffoul and Nezihe Turhan
Symmetry 2023, 15(1), 88; https://doi.org/10.3390/sym15010088 - 29 Dec 2022
Cited by 4 | Viewed by 1666
Abstract
In this paper, we aim to study the neutral-type delayed Caputo fractional differential equations of the form [...] Read more.
In this paper, we aim to study the neutral-type delayed Caputo fractional differential equations of the form CDαxtgt,xt=ft,xt,tt0,,t00 with order 0<α<1, which can be used to describe the growth processes in real-life sciences at which the present growth depends on not only the past state but also the past growth rate. Our ultimate goal in this study is to concentrate on the convergence of the solutions to a predetermined constant by establishing a linkage between the delayed fractional differential equation and an integral equation. In our analysis, the sufficient conditions for the asymptotic results are obtained due to fixed point theory. The utilization of the contraction mapping principle is a convenient approach in obtaining technical conditions that guarantee the asymptotic constancy of the solutions. Full article
(This article belongs to the Special Issue Differential/Difference Equations and Its Application)
Show Figures

Figure 1

Back to TopTop