EconPapers    
Economics at your fingertips  
 

A New Approach for Analyzing Fractional Difference Processes

Abdullah Almasri ()
Additional contact information
Abdullah Almasri: Centre for Labour Market Policy Research (CAFO), Postal: Centre for Labour Market Policy Research (CAFO), Dept of Economics and Statistics, School of Management and Economics, Växjö University , SE 351 95 Växjö, Sweden

No 2006:2, CAFO Working Papers from Linnaeus University, Centre for Labour Market Policy Research (CAFO), School of Business and Economics

Abstract: This paper describes a new approach to analys the Fractional Difference (FD) processes using spectral analysis. The approach is based on the periodogram and the main idea behind it is to divide the Fourier frequencies into different frequency intervals or bands, matching the band-pass of the Discrete Wavelet Transform (DWT). The proposed approach has been tested and compared with the wavelet method.

Keywords: Discrete Wavelet Transform; Fractional Difference Process; Band periodogram (search for similar items in EconPapers)
JEL-codes: C22 (search for similar items in EconPapers)
Pages: 16 pages
Date: 2006-01-05
References: View complete reference list from CitEc
Citations: Track citations by RSS feed

Downloads: (external link)
http://studieportal-elnu.lnu.se/mod/forum/discuss.php?d=360 (application/pdf)
Our link check indicates that this URL is bad, the error code is: 500 Can't connect to studieportal-elnu.lnu.se:80 (No such host is known. )

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:hhs:vxcafo:2006_002

Access Statistics for this paper

More papers in CAFO Working Papers from Linnaeus University, Centre for Labour Market Policy Research (CAFO), School of Business and Economics Centre for Labour Market Policy Research (CAFO), School of Business and Economics, Linnaeus University, SE 351 95 Växjö, Sweden. Contact information at EDIRC.
Bibliographic data for series maintained by Andreas Mångs ().

 
Page updated 2020-08-10
Handle: RePEc:hhs:vxcafo:2006_002