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1.
Point processes are the stochastic models most suitable for describing physical phenomena that appear at irregularly spaced
times, such as the earthquakes. These processes are uniquely characterized by their conditional intensity, that is, by the
probability that an event will occur in the infinitesimal interval (t, t+Δt), given the history of the process up tot. The seismic phenomenon displays different behaviours on different time and size scales; in particular, the occurrence of
destructive shocks over some centuries in a seismogenic region may be explained by the elastic rebound theory. This theory
has inspired the so-called stress release models: their conditional intensity translates the idea that an earthquake produces
a sudden decrease in the amount of strain accumulated gradually over time along a fault, and the subsequent event occurs when
the stress exceeds the strength of the medium. This study has a double objective: the formulation of these models in the Bayesian
framework, and the assignment to each event of a mark, that is its magnitude, modelled through a distribution that depends
at timet on the stress level accumulated up to that instant. The resulting parameter space is constrained and dependent on the data,
complicating Bayesian computation and analysis. We have resorted to Monte Carlo methods to solve these problems. 相似文献
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3.
Elisa Lopez Lucia Joanna Buckley Heather Marquette Neil McCulloch 《Development policy review : the journal of the Overseas Development Institute》2019,37(Z1):O16-O32
Despite the wealth that comes from being the biggest oil producer in Africa, Nigeria has some of the worst development indicators in the world. From 2011 to mid‐2016, the DFID‐funded Facility for Oil Sector Transparency and Reform (FOSTER) programme's unique design aimed to reduce incentives for the capture of oil revenue by elites and international oil companies, restoring the potential of those revenues to accelerate economic and social development. This article asks what lessons FOSTER's successes and failures offer for improved “thinking and working politically” (TWP). It examines the outcomes from five “clusters” of interventions: three viewed by the FOSTER team as successes and two as failures. The article identifies factors for successful TWP‐based programming, including the need for local ownership rooted in staff with a combination of technical expertise, a deep knowledge of the local political context and excellent networking abilities. The research used a qualitative and inductive approach. Field research was undertaken with 44 semi‐structured qualitative interviews during one month of fieldwork in Abuja and Lagos. The research also included reviews of FOSTER's internal documentation and evaluation frameworks, as well as analysis of newspaper articles and grey literature on the oil sector in Nigeria. The project offers important lessons for politically informed programming about how interventions were implemented (process), what was actually done (content) and how the project responded to changes in context that created or blocked opportunities for reform (responsiveness). The article identifies factors for successful TWP‐based programming, including the need for local ownership rooted in staff with a combination of technical expertise, a deep knowledge of the local political context and excellent networking abilities. The findings have important implications for programme design. They demonstrate the value of built‐in flexibility that allows staff to choose and switch the partners they work with and the channels they work through. They also show that a key aspect of TWP‐based programming is implicit acceptance that some failure may be unavoidable, since this permits staff to balance risk against opportunities. Finally, a better understanding of FOSTER's failures reveals the challenges of a TWP‐based approach and the trade‐offs it demands. 相似文献
4.
Recent years have seen the development and implementation of a range of training programs aimed at improving children's socio‐emotional skills. Nevertheless, few studies have been conducted with toddlers attending nursery school. In this study, we adopted observational and experimental paradigms to examine the efficacy of an intervention based on conversing about emotions with small groups of 2‐ to 3‐year‐old children. The intervention was designed to promote toddlers' mental‐state talk, emotion understanding (EU), and prosocial behavior. The training group significantly outperformed the control group in the use of mental‐state language, especially emotional‐state lexicon, EU, and prosocial behavior toward peers. There was also a significant Group × Age interaction, with the older training group participants displaying greater gains in EU than the younger ones. We discuss the theoretical and practical implications of these findings. 相似文献
5.
Patrick Gagliardini Elisa Ossola Olivier Scaillet 《Econometrica : journal of the Econometric Society》2016,84(3):985-1046
We develop an econometric methodology to infer the path of risk premia from a large unbalanced panel of individual stock returns. We estimate the time‐varying risk premia implied by conditional linear asset pricing models where the conditioning includes both instruments common to all assets and asset‐specific instruments. The estimator uses simple weighted two‐pass cross‐sectional regressions, and we show its consistency and asymptotic normality under increasing cross‐sectional and time series dimensions. We address consistent estimation of the asymptotic variance by hard thresholding, and testing for asset pricing restrictions induced by the no‐arbitrage assumption. We derive the restrictions given by a continuum of assets in a multi‐period economy under an approximate factor structure robust to asset repackaging. The empirical analysis on returns for about ten thousand U.S. stocks from July 1964 to December 2009 shows that risk premia are large and volatile in crisis periods. They exhibit large positive and negative strays from time‐invariant estimates, follow the macroeconomic cycles, and do not match risk premia estimates on standard sets of portfolios. The asset pricing restrictions are rejected for a conditional four‐factor model capturing market, size, value, and momentum effects. 相似文献
6.
Journal of Risk and Uncertainty - Ambiguity preferences are important to explain human decision-making in many areas in economics and finance. To measure individual ambiguity preferences, the... 相似文献
7.
Elisa Perrone Andreas Rappold Werner G. Müller 《Statistical Methods and Applications》2017,26(3):403-418
Optimum experimental design theory has recently been extended for parameter estimation in copula models. The use of these models allows one to gain in flexibility by considering the model parameter set split into marginal and dependence parameters. However, this separation also leads to the natural issue of estimating only a subset of all model parameters. In this work, we treat this problem with the application of the \(D_s\)-optimality to copula models. First, we provide an extension of the corresponding equivalence theory. Then, we analyze a wide range of flexible copula models to highlight the usefulness of \(D_s\)-optimality in many possible scenarios. Finally, we discuss how the usage of the introduced design criterion also relates to the more general issue of copula selection and optimal design for model discrimination. 相似文献
8.
A study in the educators' work station at baby nursery of NDI/UFSC, located in Florianópolis, was conducted using the Work Ergonomic Analysis methodological tool. The demand considered was the educators' physical exhaustion caused by the weight carried when taking care of the babies, the postures assumed during the labor activity and the spatial arrangement of the baby nursery. Thinking ergonomically, the spatial arrangement is directly associated to three factors: the formal aspect of the environment, the esthetic aspect including colors and finish quality and the ease of understanding involved in the baby nursery labor. By the ergonomic adequacy it is possible to assert that if were established better conditions of posture and comfort for the educators, as well as satisfactory technical and operational information to carry out the activities, greater safety and welfare would be provided to the babies, the main focus of the work. 相似文献
9.
The Time to Think Experiment researches the experience of clinicians, consumers, and families of an intersession break, which has been used historically in various models of family therapy training. This qualitative pilot study explores the experiences of 21 clinicians, 19 consumers, and six family members using this break for reflection, across the domains of family and couple therapy, individual therapy, group work, and supervision in a mental health service covering the whole age range. Using a phenomenological design, the analysis included narrative, thematic, content, and comparative techniques. The paper considers the impact of privileging reflection in the therapy process, in a climate where models, work cultures, and general lifestyles may not encourage it. Using the intersession break to create space to ‘be’ in the therapy process is one way to integrate mindful and family therapy practice. The emerging themes of an intersession break to promote a richer and deeper therapy experience, and the apparent shift of responsibility for change from clinicians to consumers is discussed. 相似文献
10.
Factors Preventing Gridlock in Chilean Couples’ Relationships Based on the Discourse of Couples Therapists and Highly Adjusted Couples
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Luis Tapia‐Villanueva María Elisa Molina Carolina Aspillaga Claudia Cruzat Ximena Pereira Gianella Poulsen Patricia Sotomayor Iván Armijo 《Australian and New Zealand Journal of Family Therapy》2014,35(4):462-478
The term gridlock describes the occurrence of rigid patterns in couples’ conflict. This study aimed to describe strategies of conflict resolution and gridlock prevention from the perspectives of couples and couple therapists. Participants were couple therapists and highly adjusted couples scored by the dyadic adjustment scale (DAS), distributed according to traditional and non‐traditional position in life and duration of relationships. Conflict gridlock scenarios were used to create video stimulus that were presented to participants. A qualitative methodology was used to analyse couples’ and therapists’ commentaries on the scenarios. Results showed differences in preventing conflict gridlock among sub‐groups of couples. Long‐term traditional couples focused on loyalty to a common project and value sacrificing to a higher good; long‐term non‐traditional couples prioritised caring and validating the bond in the relationship. Short‐term traditional couples focused on mutual love and the relief of hurt while short‐term non‐traditional couples supported the value of equity. 相似文献