113 research outputs found
Polyphony and the anxiety of influence in the fiction of Henry James
No full textJames's fiction, especially in the Middle Phase, centres
on the figure of the artist and is characterized by, the two
interrelated aspects which previous criticism has largely
overlooked: the Bakhtinian 'polyphonic' -creation of
'author-thinkers'; and the conflict between ephebes and
precursors, for which Harold-Bloom's concept of 'the-anxiety of
influence' is the most illuminating model. Polyphony is the
narrative mode, and influence is the intra-artistic, theme.
These, as the Introduction to the thesis makes clear, are
rehearsed in James's inaugural novel, Roderick Hudson. Rowland
Mallet is an author-thinker, and his failure is caused by
authorial limitations. His monologism -is impaired by his
mistaking empathy for the authorial sympathy. Likewise,
Hudson's failure does not arise from a mercurial temperament,
but from a polyphonic shortcoming: not possessing the power of
fiction to contain the fiction of power in, his mentor. And the
relationships among the three artists - Gloriani, Hudson and
Singleton - perfectly exemplify the Bloomian-theme. It is these
two concepts, polyphony and influence, which are the major
preoccupation in the Middle Phase; as, the works chosen
demonstrate. These are a novella, a novel, and a number of
short stories all of which have been unjustifiably neglected.
Chapter One, on The Aspern Papers, argues that Tina Bordereau,
far from being, the artless victim seen by many critics,
actually challenges and defeats the narrator by the very form
of her narrative. Her 'realist' discourse undermines his
language of 'romance', and shows up its internal unstability.
Chapter Two is an extensive study of the critical reception of
The Tragic Muse. The most common areas of critical attention
have been its contemporary topicality, its relation to previous
novels on similar themes, and the possible genealogy of Gabriel
Nash. Those have all missed the core of the work. - Chapter Three
demonstrates how polyphony and the anxiety of influence make
the novel what it really is. Influence arises from the
juxtaposition of, and the wrestling between, artistic ephebes
and their precursors (Nick and Nash,, Miriam and Madame Carre).
The dialogic quality defined by Bakhtin is crucial to the
proper, and even-handed, characterization of all, the conflicts
in the novel. And since most of James's tales in the eighties
and nineties -are about 'masters - and acolytes, the anxiety of
influence remains central. Chapter Four is a study of 'The
Author of Beltraffiol' and 'The Lesson of the Master'. Again the
characters' manipulations are a crucial focus in a way that
G6rard Genette's terminology helps to illuminate. The fact that
the ephebe is the author-thinker emphasizes the inextricability
of the Bakhtinian and the Bloomian in James. Just as
polyphony offers a different focus for explicating the poetics
of James's fiction; so the ephebal conflict provides the basis
for a fresh perception of James's own artistic struggle
2007 Colin Roderick Lecture
No full textLet me thank my audience for coming to listen to me today: let me thank the Foundation for Australian Literary Studies for inviting me to give this year’s Colin Roderick Lectures.<br />I like to think that Professor Roderick would have looked kindly on the choice of a lecturer drawn from the bleak, ambiguous demi-monde where journalism and literary endeavours meet - for he was involved, as many of you will know, during his days as an editor at Angus and Robertson, in the celebrated libel case in 1961 over “The Bandar-Log,” a novel, still unpublished, by the distinguished Canberra press gallery journalist, Alan Reid. Roderick’s own writings had a strong influence on me at a particular point in my path as an author: but the one act of his that resonates most strongly in my thoughts is the decision he made, 40 years ago, to establish a centre for the study of Australian writing here in the North.</jats:p
The Likelihood of the Parameters of a Continuous Time Vector Autoregressive Model
No full textcontinuous time stochastic process, vector autoregressive model, likelihood function, time series analysis, application to economics,
Cold war theology: a controversial religious image of King James VI & I in England and on the Continent in 1603
No full textA former student of James Cameron’s, Ian Hazlett contributes a paper very much in the spirit of his teacher. It considers the afterlife of the King’s (or Negative) Confession, commissioned by James VI of Scotland in 1581 as a clear statement of his Calvinist credentials. By the time he gained the crown of England in 1603 however, his evolving religious views meant it had become a document he sought to distance himself from. Both Protestant and Catholic propagandists and publishers, keen to give a particular picture of the theological sympathies of the new English king, subsequently produced a surprisingly varied selection of versions of the Confession. These sources and what they can tell us about the theology and politics of the day are considered here for the first time in a scholarly study.Publisher PD
The problem of aliasing in identifying finite parameter continuous time stochastic models
No full textThis note exposits the problem of aliasing in identifying finite parameter continuous time stochastic models, including econometric models, on the basis of discrete data. The identification problem for continuous time vector autoregressive models is characterised as an inverse problem involving a certain block triangular matrix, facilitating the derivation of an improved sufficient condition for the restrictions the parameters must satisfy in order that they be identified on the basis of equispaced discrete data. Sufficient conditions already exist in the literature but these conditions are not sharp and rule out plausible time series behaviour.</p
Deriving the exact discrete analog of a continuous time system
No full textThe exact discrete model satisfied by equispaced data generated by a linear stochastic differential equations system is derived by a method that does not imply restrictions on observed discrete data per se. The method involves integrating the solution of the continuous time model in state space form and a nonstandard change in the order of three types of integration, facilitating the representation of the exact discrete model as an asymptotically time-invariant vector autoregressive moving average model. The method applying to the state space form is general and is illustrated using the prototypical higher order model for mixed stock and flow data discussed by Bergstrom (1986, Econometric Theory 2, 350-373).</p
Deriving the exact discrete analog of a continuous time system
No full textThe exact discrete model satisfied by equispaced data generated by a linear stochastic differential equations system is derived by a method that does not imply restrictions on observed discrete data per se. The method involves integrating the solution of the continuous time model in state space form and a nonstandard change in the order of three types of integration, facilitating the representation of the exact discrete model as an asymptotically time-invariant vector autoregressive moving average model. The method applying to the state space form is general and is illustrated using the prototypical higher order model for mixed stock and flow data discussed by Bergstrom (1986, Econometric Theory 2, 350-373).</p
The problem of aliasing in identifying finite parameter continuous time stochastic models
No full textThis note exposits the problem of aliasing in identifying finite parameter continuous time stochastic models, including econometric models, on the basis of discrete data. The identification problem for continuous time vector autoregressive models is characterised as an inverse problem involving a certain block triangular matrix, facilitating the derivation of an improved sufficient condition for the restrictions the parameters must satisfy in order that they be identified on the basis of equispaced discrete data. Sufficient conditions already exist in the literature but these conditions are not sharp and rule out plausible time series behaviour.</p
Exercises in probability: a guided tour from measure theory to random processes, via conditioning
No full textTesting the unit root hypothesis from the perspective of Fisher information
No full textThis paper offers a perspective on testing unit root and other non-stationary hypotheses. We consider nested parametric hypothesis tests derived using the likelihood principle and examine why the limit behaviour of an estimator need not be uniformly asymptotically normal in an unknown parameter. We outline a role for information in explaining this result, relating the proof by Shiryaev and Spokoiny [11] in establishing a uniform limiting distribution for the autoregressive parameter in AR(1) models to the concept of “devolatization” of a time series [4]. This offers an interpretation of their method as regularizing the flow of Fisher information over time as a means of obtaining a uniform limiting normal result. We discuss hypothesis tests [2, 14] which are predicated on a more flexible view of non-stationarity and establish that the class of I(d) models is sufficiently flexible to permit a regular flow of Fisher information over time, supporting a uniform asymptotic theory and an attendant locally optimal statistical theory based on the chi-square distribution
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