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51.
Seasonal fractional ARIMA (ARFISMA) model with infinite variance innovations is used in the analysis of seasonal long-memory time series with large fluctuations (heavy-tailed distributions). Two methods, which are the empirical characteristic function (ECF) procedure developed by Knight and Yu [The empirical characteristic function in time series estimation. Econometric Theory. 2002;18:691–721] and the Two-Step method (TSM) are proposed to estimate the parameters of stable ARFISMA model. The ECF method estimates simultaneously all the parameters, while the TSM considers in the first step the Markov Chains Monte Carlo–Whittle approach introduced by Ndongo et al. [Estimation of long-memory parameters for seasonal fractional ARIMA with stable innovations. Stat Methodol. 2010;7:141–151], combined with the maximum likelihood estimation method developed by Alvarez and Olivares [Méthodes d'estimation pour des lois stables avec des applications en finance. Journal de la Société Française de Statistique. 2005;1(4):23–54] in the second step. Monte Carlo simulations are also used to evaluate the finite sample performance of these estimation techniques. 相似文献
52.
53.
Portmanteau tests are typically used to test serial independence even if, by construction, they are generally powerful only in presence of pairwise dependence between lagged variables. In this article, we present a simple statistic defining a new serial independence test, which is able to detect more general forms of dependence. In particular, differently from the Portmanteau tests, the resulting test is powerful also under a dependent process characterized by pairwise independence. A diagram, based on p-values from the proposed test, is introduced to investigate serial dependence. Finally, the effectiveness of the proposal is evaluated in a simulation study and with an application on financial data. Both show that the new test, used in synergy with the existing ones, helps in the identification of the true data-generating process. Supplementary materials for this article are available online. 相似文献
54.
Antonio M. Jaime‐Castillo Ildefonso Marqus‐Perales 《The British journal of sociology》2019,70(1):138-165
The literature on preferences for redistribution has paid little attention to the effect of social mobility on the demand for redistribution and no systematic test of the hypotheses connecting social mobility and preferences for redistribution has yet been done to date. We use the diagonal reference model to estimate the effect of origin and destination classes on preferences for redistribution in a large sample of European countries using data from the European Social Survey. Our findings are consistent with the logic of acculturation in the sense that newcomers tend to adapt their views to those of the destination class at early stages and that upward and downward mobility do not have distinctive effects on the formation of political preferences. However, even though social origins seem to have a limited impact on preferences for redistribution, the evidence does not support the hypothesis that mobile and non‐mobile individuals are alike. We also find that the effect of social origin on preferences varies largely across countries. The empirical evidence leads to the conclusion that the effect of social origin on preferences for redistribution increases in contexts of strong familism. 相似文献
55.
Nicolás Martínez Catalina Rubio Bañón Alicia Fernández Laviada Ana 《Voluntas: International Journal of Voluntary and Nonprofit Organizations》2019,30(3):443-459
VOLUNTAS: International Journal of Voluntary and Nonprofit Organizations - A social business responds to social problems usually ignored by institutions, mobilizing resources and generating... 相似文献
56.
Sahut Jean-Michel Peris-Ortiz Marta Teulon Frédéric 《Journal of Management and Governance》2019,23(4):901-912
Journal of Management and Governance - 相似文献
57.
In recent decades, accelerating processes of globalization and an increase in economic inequality in most of the world's countries have raised the question of the emergence of a new bourgeoisie integrated at the global level, sometimes described as a global super-bourgeoisie. This group would be distinguished by its unequaled level of wealth and global interconnectedness, its transnational ubiquity and concentration in the planet's major global cities, its specific culture, consumption habits, sites of sociability and shared references, and even by class consciousness and capacity to act collectively. This article successively discusses how the social sciences have examined these various dimensions of the question and begun to provide systematic empirical answers. 相似文献
58.
Research on subjective wellbeing includes studies of both domain-related and global distress. The mental health literature,
though, focuses almost exclusively on global distress. This seems to be partly due to a common belief that psychological distress,
and the moods that comprise distress, necessarily lack referential content. However, if that were the case it would make little
sense for any study to ever focus on domain-related distress. The research presented in this report clarifies the relation
between global and domain-related distress. We compare confirmatory factor analytic models of the joint relationship among
symptoms of global distress with affective symptoms of distress about work, home, and physical appearance. Data are from a
general population telephone survey. In the best-fitting models domain-related distress and global psychological distress
are related but distinct latent variables. We discuss the theoretical and methodological implications of the models, and model
choice. 相似文献
59.
Hélène Ducourant 《Sociologie du Travail》2012,54(3):375-390
Many a product and service is proposed to consumers who have not individually expressed any prior interest to a salesperson or a firm. Two situations of prospecting people for a revolving credit are presented. Based on data gathered during a month of observation in the company of salespersons who deal in this type of credit, the processes are analyzed that these persons use to arouse a potential buyer's interest. Light is shed on the organizational, material and technical conditions that enable them to turn the latter into a customer or, at least, to make interactions with him/her last longer. This analysis of one form of mediation in the marketing of credit also sheds light on the situations of those who subscribe to loans, whether or not they are over indebted. 相似文献
60.
This paper discusses a novel strategy for simulating rare events and an associated Monte Carlo estimation of tail probabilities.
Our method uses a system of interacting particles and exploits a Feynman-Kac representation of that system to analyze their
fluctuations. Our precise analysis of the variance of a standard multilevel splitting algorithm reveals an opportunity for
improvement. This leads to a novel method that relies on adaptive levels and produces, in the limit of an idealized version
of the algorithm, estimates with optimal variance. The motivation for this theoretical work comes from problems occurring
in watermarking and fingerprinting of digital contents, which represents a new field of applications of rare event simulation
techniques. Some numerical results show performance close to the idealized version of our technique for these practical applications. 相似文献