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Differintegral

Known as: Fractional integration, Differintegration of some elementary functions, Differintegration 
In fractional calculus, an area of applied mathematics, the differintegral is a combined differentiation/integration operator. Applied to a function… 
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Related topics

Related topics

3 relations
Autoregressive fractionally integrated moving averageFractional-order controlFractional-order integrator

Papers overview

Semantic Scholar uses AI to extract papers important to this topic.
Review
2016
Review
2016
An overview of Fractional order PID Controllers and its Industrial applications
In this paper we introduce the different types of the Fractional Order PID controllers and presented some of its application to… 
2014
2014
A closed-form option pricing approximation formula for a fractional Heston model
We present a method to develop simple option pricing approximation formulas for a fractional Heston model, where the volatility… 
2014
2014
Nonlinearity, Volatility and Fractional Integration in Daily Oil Prices: Smooth Transition Autoregressive ST-FI(AP)GARCH Models
The study aims to extend the GARCH type volatility models to their nonlinear TAR (Tong, 1990) and STAR-based (Terasvirta, 1994… 
2011
2011
Fractional integration: A comparative analysis of fractional integrators
The fractional integrator is certainly the key operator of fractional calculus, because of its fundamental applications in… 
2009
2009
TESTING FOR GENERAL FRACTIONAL INTEGRATION IN THE TIME DOMAIN
We propose a family of least-squares–based testing procedures that look to detect general forms of fractional integration at the… 
Highly Cited
2007
Highly Cited
2007
Long-run and cyclical dynamics in the US stock market
This paper examines the long-run dynamics and the cyclical structure of various series related to the US stock market using… 
2002
2002
Small Ball Probabilities of Fractional Brownian Sheets via Fractional Integration Operators
We investigate the small ball problem for d-dimensional fractional Brownian sheets by functional analytic methods. For this… 
1998
1998
Robust Testing for Fractional Integration Using the Bootstrap
Asymptotic tests for fractional integration are usually badly sized in small samples, even for normally distributed processes… 
1997
1997
Fractional integration with drift: estimation in small samples
We examine the finite-sample behavior of estimators of the order of integration in a fractionally integrated time-series model… 
1963
1963
SOME APPLICATIONS OF FRACTIONAL INTEGRATION
Abstract : Seeks to demonstrate the usefulness of fractional integrals in applied mathematics by presenting some of their… 
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