宋前志怪小说中相术叙事之文化意蕴与艺术特色

相术宣扬命定论思想,同时强调相德、相心的重要性,其中所蕴含的文化为志怪小说家所奉行.他们在小说中通过相术叙事不仅宣扬死生有命、富贵在天的观念,更宣扬相德、相心先于相形的理念,强化了作品的文化内涵,显示出浓厚的相术文化意蕴.结局照应相术对人物命运的预言,是相术叙事的基本模式.与命运有关联的身体部位或相关情节之描写,由相术引出的出人意表的情节和对美德的褒赞来塑造人物,增加了作品的形象性、生动性.概言之,相术叙事有引起事由、设置悬念、铺展情节、描写人物、严密结构、深化主旨、引人入胜等多重作用.     

堪舆与宋前志怪小说

堪舆作为一种传统方术文化,以"生气"为核心,以阴阳、五行生克为理论基础,杂以八卦、天干、地支等来选择藏风聚气的理想宅地,并据以附会人事吉凶祸福,受到了宋前志怪小说作家的重视.作家把它介入志怪小说,使堪舆所积淀的伦理道德观念、趋吉避凶社会心理、"官本位"政治意识以及对山川名胜的堪舆解读融入到生动有趣的故事之中;在叙事上,则使之起到了连缀故事、推进情节、表现人物、渲染气氛、展开细节等多种作用,增添了志怪小说神秘诡异的审美效果.     

Two-stage generalized moment method approach for bidimensional random coefficient autoregressive models

ABSTRACT

A two-dimensionally indexed random coefficients autoregressive models (2D ? RCAR) and the corresponding statistical inference are important tools for the analysis of spatial lattice data. The study of such models is motivated by their second-order properties that are similar to those of 2D ? (G)ARCH which play an important role in spatial econometrics. In this article, we study the asymptotic properties of two-stage generalized moment method (2S ? GMM) under general asymptotic framework for 2D ? RCA models. So, the efficiency, strong consistency, the asymptotic normality, and hypothesis tests of 2S ? GMM estimation are derived. A simulation experiment is presented to highlight the theoretical results.     

Childcare involvement, job characteristics, gender and work attitudes as predictors of emotional exhaustion and sickness absence

Reports in the literature vary regarding the existence of gender differences in relation to burnout and sickness absence. To investigate this, the present study was aimed at investigating the role of several gender-relevant variables, particularly childcare obligations, job characteristics, and work attitudes in emotional exhaustion and sickness absence in 404 male and female nurses in an institution for people with learning difficulties. Questionnaires were administered reflecting demographic and job characteristics, work and non-work attitudes, and emotional exhaustion (as measured by the Emotional Exhaustion Scale of the Maslach Burnout Inventory). Female nurses were expected to report higher levels of emotional exhaustion and to be absent through sickness more often than men. Also, childcare investment, job characteristics, and (non) work attitudes were expected—via emotional exhaustion—to predict gender differences in sickness absence. It was found that women did not have higher sickness absence rates, and although a gender difference appeared in emotional exhaustion it was in the opposite direction from that predicted. For both genders, emotional exhaustion had a significant positive effect on sickness absence, and especially childcare investment and number of work hours appeared to contribute to both outcomes. These results are of interest because, despite current stereotypes, sickness absence was not higher in women, and neither were women more at risk for emotional exhaustion. In particular, load—workload as well as care load—appeared to predict emotional exhaustion and thus sickness absence.     

Moment method estimation of first-order continuous-time bilinear processes

In the present paper, we propose an estimation method of the first order continuous-time bilinear (COBL) process based on Euler-Maruyama discretization of the Itô solution asociated with the stochastic differerential equation (SDE) defining the process, and we suggest a standard moment method (MM) estimates of the unknown parameters involving in COBL process. So, some relationships linking the parameters and the theoretical moments of the process and its quadratic version are given. These relationships we allow to construct two algorithms to estimate the parameters based on MM. Using the fact that the incremented processes are strongly mixing with exponential rate whenever certain conditions are fulfilled, we show that the resulting estimators are strongly consistent and asymptotically normal. The theory can be applied to the COGARCH(1, 1), Gaussian Ornstein-Uhlenbeck (OU) models and among other specifications. Finite sample properties are also considered throught Monte-Carlo experimencts. In end, this algorithm is then used to model the exchanges rate of the Algerian Dinar against the US-dollar and against the single European currency.     

Estimation and Asymptotic Properties in Periodic GARCH(1, 1) Models

This article studies the probabilistic structure and asymptotic inference of the first-order periodic generalized autoregressive conditional heteroscedasticity (PGARCH(1, 1)) models in which the parameters in volatility process are allowed to switch between different regimes. First, we establish necessary and sufficient conditions for a PGARCH(1, 1) process to have a unique stationary solution (in periodic sense) and for the existence of moments of any order. Second, using the representation of squared PGARCH(1, 1) model as a PARMA(1, 1) model, we then consider Yule-Walker type estimators for the parameters in PGARCH(1, 1) model and derives their consistency and asymptotic normality. The estimator can be surprisingly efficient for quite small numbers of autocorrelations and, in some cases can be more efficient than the least squares estimate (LSE). We use a residual bootstrap to define bootstrap estimators for the Yule-Walker estimates and prove the consistency of this bootstrap method. A set of numerical experiments illustrates the practical relevance of our theoretical results.     

Asymptotic properties of QMLE for seasonal threshold GARCH model with periodic coefficients

Statistical Methods & Applications - Periodic models for volatility process constitute an alternative representation for the seasonal patterns observed in data exhibits a strong seasonal...     

Yule–Walker type estimators in periodic bilinear models: strong consistency and asymptotic normality

This paper studies the covariance structure and the asymptotic properties of Yule–Walker (YW) type estimators for a bilinear time series model with periodically time-varying coefficients. We give necessary and sufficient conditions ensuring the existence of moments up to eighth order. Expressions of second and third order joint moments, as well as the limiting covariance matrix of the sample moments are given. Strong consistency and asymptotic normality of the YW estimator as well as hypotheses testing via Wald’s procedure are derived. We use a residual bootstrap version to construct bootstrap estimators of the YW estimates. Some simulation results will demonstrate the large sample behavior of the bootstrap procedure.