The paper presents a comparative study on the performance of commonly used estimators of the fractional order of integration when data is contaminated by noise. In particular, measurement errors, additive outliers, temporary change outliers, and structural change outliers are addressed. It...

Let X be a non-empty, compact, convex set in R and o an upper semi-continuous mapping from X to the collection of non-empty, compact, convex subsets of R;. It is well known that such a mapping has a stationary point on X, i.e. there exists a point in X satisfying that its image under o has a...