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V. Zardasht 《Journal of Statistical Computation and Simulation》2019,89(8):1516-1525
In this paper, we introduce a new test for the dilation order based on cumulative residual Tsallis entropy of order α. The effect of the values of parameter α on the power of the test statistics is numerically investigated. The asymptotic distribution of the test statistic is given. The performance of the test statistic is evaluated using a simulation study. Finally, some numerical examples illustrating the theory are also given. 相似文献
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ABSTRACTWe introduce a new methodology for estimating the parameters of a two-sided jump model, which aims at decomposing the daily stock return evolution into (unobservable) positive and negative jumps as well as Brownian noise. The parameters of interest are the jump beta coefficients which measure the influence of the market jumps on the stock returns, and are latent components. For this purpose, at first we use the Variance Gamma (VG) distribution which is frequently used in modeling financial time series and leads to the revelation of the hidden market jumps' distributions. Then, our method is based on the central moments of the stock returns for estimating the parameters of the model. It is proved that the proposed method provides always a solution in terms of the jump beta coefficients. We thus achieve a semi-parametric fit to the empirical data. The methodology itself serves as a criterion to test the fit of any sets of parameters to the empirical returns. The analysis is applied to NASDAQ and Google returns during the 2006–2008 period. 相似文献
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In a recent research, the quasi-likelihood estimation methodology was developed to estimate the regression effects in the Generalized BINMA(1) (GBINMA(1)) process. The method provides consistent parameter estimates but, in the intermediate computations, moment estimating equations were used to estimate the serial- and cross-correlation parameters. This procedure may not result optimal parameter estimates, in particular, for the regression effects. This paper provides an alternative simpler GBINMA(1) process based on multivariate thinning properties where the main effects are estimated via a robust generalized quasi-likelihood (GQL) estimation approach. The two techniques are compared through some simulation experiments. A real-life data application is studied. 相似文献
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Dobbs Cynnamon Escobedo Francisco J. Clerici Nicola de la Barrera Francisco Eleuterio Ana Alice MacGregor-Fors Ian Reyes-Paecke Sonia Vásquez Alexis Zea Camaño Jorge Danilo Hernández H. Jaime 《Urban Ecosystems》2019,22(1):173-187
Urban Ecosystems - Latin America and the Caribbean (LAC) is one of the most urbanized and biologically diverse regions in the world but is often characterized by weak environmental governance and... 相似文献
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Multigenerational households are increasingly affecting both the individual and family as well as community organizations and social policies. Social work and other family studies students can profit from educational modalities that use adult learning applications through a systems life-course perspective, the whole family aging over time. Family simulation software—addressing multigenerational families, such as two or more adult generations living together—builds on a previous paper (Marriage & Family Review, Feb. 2015). Social class, among other demographic and environmental variables, is emphasized. Agent-based family social network simulation of multigenerational families can facilitate experiential learning. An automatically generated life events report, based on both factual data and specific family characteristics, can be used as a classroom case study for role playing and assessing. 相似文献
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Véronique Bragard 《Social Dynamics》2018,44(2):273-290
ABSTRACTThis paper analyses how Baloji’s photographic work Essay on Urban Planning and Mémoire/Kolwezi rely on the dialectic of visibility/invisibility of mining dirt to reveal similarities as well as discrepancies between past and present in capital and labour flows. Conflating archives of humans on display and photographs of abandoned mining sites, Baloji’s figurations of mining dirt unravel how perceptions of dirt were used by the colonial system to impose geographies of exclusion that have become invisible. While they expose how postindependence Congo has failed to appropriate its resources, Baloji’s images of artisanal miners working with mining dirt further epitomise how the disposable objects (often dematerialised via the web) consumed in rich nations involve the disposable lives of workers in the Congo within material dirt borders one can no longer see. 相似文献
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