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Full-Text Articles in Physical Sciences and Mathematics
Abel Dynamic Equations Of The First And Second Kind, Sabrina Heike Streipert
Abel Dynamic Equations Of The First And Second Kind, Sabrina Heike Streipert
Masters Theses
"In this work, we study Abel dynamic equations of the first and the second kind. After a brief introduction to time scales, we introduce the Abel differential equations of the first and the second kind, as well as the canonical Abel form in the continuous case. Using the existing information, we derive novel results for time scales. We provide formulas for the Abel dynamic equations of the second kind and present a solution method. We furthermore achieve a special class of Abel equations of the first kind and discuss the canonical Abel equation. We get relations between common dynamic equations …
Sieve Bootstrap Based Prediction Intervals And Unit Root Tests For Time Series, Maduka Rupasinghe
Sieve Bootstrap Based Prediction Intervals And Unit Root Tests For Time Series, Maduka Rupasinghe
Doctoral Dissertations
"The application of the sieve bootstrap procedure, which resamples residuals obtained by fitting a finite autoregressvie (AR) approximation to empirical time series, to obtaining prediction intervals for integrated, long-memory, and seasonal time series as well as constructing a test for seasonal unit roots, is considered. The advantage of this resampling method is that it does not require knowledge about the underlying process generating a given time series and has been shown to work well for ARMA processes. We extend the application of the sieve bootstrap to ARIMA and FARIMA processes. The asymptotic properties of the sieve bootstrap prediction intervals for …