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Fractional unit-root tests allowing for a fractional frequency flexible Fourier form trend: predictability of Covid-19

dc.contributor.authorOmay, Tolga
dc.contributor.authorBaleanu, Dumitru
dc.contributor.authorID56389tr_TR
dc.date.accessioned2022-04-29T12:58:04Z
dc.date.available2022-04-29T12:58:04Z
dc.date.issued2021
dc.departmentÇankaya Üniversitesi, Fen - Edebiyat Fakültesi, Matematik Bölümüen_US
dc.description.abstractIn this study we propose a fractional frequency flexible Fourier form fractionally integrated ADF unit-root test, which combines the fractional integration and nonlinear trend as a form of the Fourier function. We provide the asymptotics of the newly proposed test and investigate its small-sample properties. Moreover, we show the best estimators for both fractional frequency and fractional difference operator for our newly proposed test. Finally, an empirical study demonstrates that not considering the structural break and fractional integration simultaneously in the testing process may lead to misleading results about the stochastic behavior of the Covid-19 pandemic. © 2021, The Author(s).en_US
dc.description.publishedMonth12
dc.identifier.citationOmay, Tolga; Baleanu, Dumitru (2021). "Fractional unit-root tests allowing for a fractional frequency flexible Fourier form trend: predictability of Covid-19", Advances in Difference Equations, Vol. 2021, No. 1.en_US
dc.identifier.doi10.1186/s13662-021-03317-9
dc.identifier.issn1687-1839
dc.identifier.issue1en_US
dc.identifier.urihttp://hdl.handle.net/20.500.12416/5463
dc.identifier.volume2021en_US
dc.language.isoenen_US
dc.relation.ispartofAdvances in Difference Equationsen_US
dc.rightsinfo:eu-repo/semantics/openAccessen_US
dc.subjectCovid-19 Forecasten_US
dc.subjectStationarityen_US
dc.subjectStochastic Fractional Difference Equationen_US
dc.subjectStructural Breaken_US
dc.titleFractional unit-root tests allowing for a fractional frequency flexible Fourier form trend: predictability of Covid-19tr_TR
dc.titleFractional Unit-Root Tests Allowing for a Fractional Frequency Flexible Fourier Form Trend: Predictability of Covid-19en_US
dc.typeArticleen_US
dspace.entity.typePublication

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