94 research outputs found
Estimation for stochastic volatility model: Quasi-likelihood and asymptotic quasi-likelihood approaches
No full textAbstractFor estimation of the stochastic volatility model (SVM), this paper suggests the quasi-likelihood (QL) and asymptotic quasi-likelihood (AQL) methods. The QL approach is quite simple and does not require full knowledge of the likelihood functions of the SVM. The AQL technique is based on the QL method and is used when the covariance matrix Σ is unknown. The AQL approach replaces the true variance–covariance matrix Σ by nonparametric kernel estimator of Σ in QL
Asymptotic quasi-likelihood based on kernel smoothing for multivariate heteroskedastic models with correlation
No full textThis paper considers parameter estimation in multivariate heteroscedastic models with unspecific correlation. In this paper, we propose an asymptotic quasi-likelihood (AQL) approach which utilises a nonparametric kernel estimator of variance covariances matrix ?? to replace the true ?? in the standard quasi-likelihood. The kernel estimation avoids the risk of potential missspecification of ?? and thus make the parameter estimator more robust. The well developed theory framework for AQL (See Lin, 2000) provides a solid base for ensuring the efficiency of the approach developed in this paper. This has been further verified by empirical studies carried out in this paper. Copyright ? 2010 by American Sciences Press, Inc.EI
The critical edition and evaluation of Sharh Masabeh al-Sunnah by İbn Malak Rumi (From the beginning to the chapter of marriage)
No full textDoktora Tezi. YÖK Tez Merkezi No: 449764Bu doktora çalışmasında, İbn Melek er-Rumî olarak bilinen Muhammed b. Abdullatif'in Şerhu Mesâbihi's-Sünne isimli şerhi, kitabın başından nikah bölümüne kadar doktora öğrencisi Raed Alaween tarafından tahkik edilmiş ve değerlendirilmiştir. Konunun seçilme sebebi: Alanında son derece kıymetli bir eser olan Şerhu Mesâbihi's-Sünne'nin önemli bir şerhi olması, mevcut yazmaların modern neşir ilkelerine uygun olarak yayınlanarak ilmi çevrelerin ve müslüman dünyasının faydasına sunulmak istenmesi. Tezin içeriği: Tez, giriş, üç bölüm ve sonuçtan oluşmaktadır. Giriş bölümünde konunun önemi ve seçilme sebebi açıklanmıştır. Birinci bölümde müellif Bağavi ve şarih İbn Melek'in hayatı hakkında bilgi verilmiştir. Öncelikle Bağavi'nin hayatı, ismi, nesebi, doğum yeri, hocaları, öğrencileri, yazdığı eserler ve vefatı anlatılmıştır. Şarih İbn Melek hakkında da ayrıntılı bilgi verilmiş, ismi, nesebi, hocaları, yaşadığı dönemin siyasi, ilmi ve sosyal durumu ortaya konmuş, yazdığı eserler, öğrencileri, alimlerin kendisi hakkındaki övgüleri ve vefatı anlatılmıştır. İkinci bölüm, Mesâbihu's-sünne'ye ayrılmıştır. Bu eserin önemi, başta İbn Melek'in şerhi olmak üzere bu esere yapılan şerhler, eserin isminin tespiti, şerhin İbn Melek'e aidiyetinin kontrolü, şarihin şerhinde takip ettiği yöntem ve kullandığı kaynaklar bu bölümde ele alınmıştır. Üçüncü bölüm, eserin tahkikli metni hakkındadır. Burada mevcut yazma nüshalar tanıtılmış ve tahkikli metin eserin başından nikah bölümüne kadar verilmiştir. Sonuç kısmında, çalışmamızdan ortaya çıkan neticeler, bazı tavsiye ve tekliflere yer verilmiştir.In this dissertation I have critically edited the first part of the book Sharh Masabih al-Sunnah by Muhammad ibn Abd al-Latef, known as Ibn al-Malak ar-Rumi (d. 854 AH), from the beginning to the end of the book of Marriage (kitab al-Nikah). Critical edition and study by the Ph.D. candidate Raed Alaween, at the Faculty of Theology, University of Selcuk. Motive for the choice of the subject: The importance of research lies in that it addresses the explanation (sharh) of the book Masabih al-Sunnah which has many benefits, as well as to contribute to the revival of Islamic heritage and the output of this book based on the earliest manuscripts available and for the benefit of scholars and all Muslims. Content of the dissertation: The dissertation consists of an introduction, three chapters and a conclusion. The Introduction has demonstrated the importance of the subject and the reasons for his choice. Section one talked about the author al-Baghawi and the author of the commentary Ibn Malak. First Baghawi?s biography, his name and lineage, his birth, mentors, his disciples, his books and his death. We have given detailed information about the biography of Ibn Malak, his name, lineage, and mentors. We have also given information about the era of the author including the political, scientific and social situation in that era. We also mentioned his books, his students, scholars words in praise of him and finally his death. The second part is about the book Masabih, its importance and commentaries, especially the commentary by Ibn Malak, the verification of the title of the book, the attribution of the book to Ibn Malak, and the sources of the author in his book, and the methodology of the author. Section three is about the critical edition of this book, a description of the available manuscripts, the text of the critical edition of the book from its beginning to the end of the Book of Marriage (kitab al-Nikah). The conclusion contains the most important results of our research, some recommendations and suggestions for further research
Book review in “Knowledge Integration and its Impact on University Education and its Civilizational Necessity” by Dr. Raed Okasha
No full textThe book “knowledge Integration: Its impact on university education and its civilizational necessity” by academic researcher Dr. Raed Okasha, is of great cognitive and methodological value, because it not only addresses one of the issues of knowledge, namely the integration of sciences and the issue of segmentation of knowledge, but also proposes a renewing project for the Muslim mind in dealing with knowledge issues, and this project is summarized in “formulating a scientific vision to deal with the concept of knowledge integration and its issues by a collective integrative effort.” Therefore, the question arises: What is the concept of knowledge integration? What are its foundations, premises, and dimensions? How can it be realized in the reality of university training today? To answer these questions, this study addresses the issues raised by the author to understand the author’s vision of the term knowledge integration and all the concepts associated with it, especially its impact on the quality and effectiveness of university education
Book review in “Knowledge Integration and its Impact on University Education and its Civilizational Necessity” by Dr. Raed Okasha
No full textThe book “knowledge Integration: Its impact on university education and its civilizational necessity” by
academic researcher Dr. Raed Okasha, is of great cognitive and methodological value, because it not only
addresses one of the issues of knowledge, namely the integration of sciences and the issue of segmentation of
knowledge, but also proposes a renewing project for the Muslim mind in dealing with knowledge issues, and this
project is summarized in “formulating a scientific vision to deal with the concept of knowledge integration and
its issues by a collective integrative effort.” Therefore, the question arises: What is the concept of knowledge
integration? What are its foundations, premises, and dimensions? How can it be realized in the reality of
university training today? To answer these questions, this study addresses the issues raised by the author to
understand the author’s vision of the term knowledge integration and all the concepts associated with it,
especially its impact on the quality and effectiveness of university education
Semi-parametric estimation for ARCH models
No full textIn this paper, we conduct semi-parametric estimation for autoregressive conditional heteroscedasticity (ARCH) model with Quasi likelihood (QL) and Asymptotic Quasi-likelihood (AQL) estimation methods. The QL approach relaxes the distributional assumptions of ARCH processes. The AQL technique is obtained from the QL method when the process conditional variance is unknown. We present an application of the methods to a daily exchange rate series. Keywords: ARCH model, Quasi likelihood (QL), Asymptotic Quasi-likelihood (AQL), Martingale difference, Kernel estimato
Semi-parametric estimation for ARCH models
No full textAbstractIn this paper, we conduct semi-parametric estimation for autoregressive conditional heteroscedasticity (ARCH) model with Quasi likelihood (QL) and Asymptotic Quasi-likelihood (AQL) estimation methods. The QL approach relaxes the distributional assumptions of ARCH processes. The AQL technique is obtained from the QL method when the process conditional variance is unknown. We present an application of the methods to a daily exchange rate series
New Alternative Methods For Estimation Of Asymmetric Stochastic Volatility Model
No full textTwo methods, the Quasi-likelihood (QL) and Asymptotic Quasi-likelihood (AQL) for finding a point estimate of unknown parameters in asymmetric stochastic volatility (ASV) model with leverage effect are proposed. The QL estimation (QLE) developing if probability distribution of (ASV) model is not available. The AQL estimation (AQLE) building on QLE technique and is obtained where variance and covariance are not available. The AQL estimation substitutes the variance and covariance by kernel estimator in QL. Application of the QLE and AQLE to analyze several data sets modeled by ASV model are considered
Asymptotic quasi-likelihood based on kernel smoothing for nonlinear and non-gaussian state-space models
No full textThis paper considers parameter estimation for nonlinear and non-Gaussian state-space models with correlation. We propose an asymptotic quasi-likelihood (AQL) approach which utilises a nonparametric kernel estimator of the conditional variance covariances matrix Σt to replace the true Σt in the standard quasi-likelihood. The kernel estimation avoids the risk of potential miss-specification of Σt and thus make the parameter estimator more robust. This has been further verified by empirical studies carried out in this paper
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