1,721,114 research outputs found
Nonlinear parabolic flows with dynamic flux on the boundary
No full textNonlinear parabolic equations with dynamic flux on the boundary are studie
Novel advancements in the Markov chain stock model: analysis and inference
No full textIn this paper we propose further advancements in the Markov chain stock model. First, we provide a formula for the second order moment of the fundamental price process with transversality conditions that avoid the presence of speculative bubbles. Second, we assume that the process of the dividend growth is governed by a finite state discrete time Markov chain and, under this hypothesis, we are able to compute the moments of the price process. We impose assumptions on the dividend growth process that guarantee finiteness of price and risk and the fulfilment of the transversality conditions. Subsequently, we develop non parametric statistical techniques for the inferential analysis of the model. We propose estimators of price, risk and forecasted prices and for each estimator we demonstrate that they are strongly consistent and that properly centralized and normalized they converge in distribution to normal random variables, then we give also the interval estimators. An application that demonstrate the practical implementation of methods and results to real dividend data concludes the paper
Going Beyond Counting First Authors in Author Co-citation Analysis
Full text linkThe present study examines one of the fundamental aspects of author co-citation analysis (ACA) - the way co-citation
counts are defined. Co-citation counting provides the data on which all subsequent statistical analyses and mappings
are based, and we compare ACA results based on two different types of co-citation counting - the traditional type that
only counts the first one among a cited work's authors on the one hand and a non-traditional type that takes into
account the first 5 authors of a cited work on the other hand. Results indicate that the picture produced through this non-traditional author co-citation counting contains more coherent author groups and is therefore considerably clearer. However, this picture represents fewer specialties in the research field being studied than that produced through the traditional first-author co-citation counting when the same number of top-ranked authors is selected and analyzed. Reasons for these effects are discussed
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