We show in this article that fractionally integrated processes with Bloomfield (1973) exponential spectral disturbances can be well approximations to fractional models with AR disturbances. In fact, ...

A new class of epidemiological models based on alternative thinking about how contagions propagate, particularly in the early phases of a pandemic, provide a blueprint for more accurate epidemic ...

Semi-parametric estimation of the fractional differencing coefficient d of a long-range dependent stationary time series has received substantial attention in recent years. Some of the so-called local ...

Roula Khalaf, Editor of the FT, selects her favourite stories in this weekly newsletter. What was it that first sparked your interest in investing? For 28-year-old FT Money reader Nathan, it was a ...

Looking at this fraction is a little bit different than looking at the other complex fractions that we've dealt with. However, we can make it look like the other complex fractions. But first of all, ...