1,720,956 research outputs found
Etudes probabilistes et statistiques des mod`eles ´ ARCH et GARCH
No full textDans ce mÈmoire, on a ÈtudiÈ deux modËles de sÈries chronologiques, le modËle ARCH(p)
et le modËle GARCH(p; q). On a montrÈ que les deux modËles peuvent síÈcrire sous forme
díÈquation aux di§Èrences stochastique bilatÈrale et multi-dimensionnelle de type Xn =
AnXn1 + Bn; n 2 Z o˘ (An)n2Z est une suite de matrices alÈatoires iid et (Bn)n2Z est une
suite de vecteurs alÈatoires iid. On a montrÈ que la condition nÈcessaire et su¢ sante pour
que les deux modËles admettent des solutions strictement stationnaires et ergodiques est que
líexposant de Lyapunov associÈ ‡ la suite (An)n2Z soit strictement infÈrieur ‡ zÈro. Par la
suite, on a estimÈ les paramËtres des deux modËles par la mÈthode de quasi-maximum de
vraisemblance (QMV) et on a montrÈ la normalitÈ asymptotique de líÈstimateur de QMV.
On a montrÈ aussi la convergence presque s˚rement de líestimateur de QMV vers le vecteur
des vraies valeurs des paramËtre
Etudes probabilistes et statistiques des mod eles ARCH et GARCH
No full textDans ce mémoire, on a étudié deux modèles de séries chronologiques, le modèle ARCH(p)
et le modèle GARCH(p; q). On a montré que les deux modèles peuvent s écrire sous forme
d équation aux di¤érences stochastique bilatérale et multi-dimensionnelle de type Xn =
AnXn1 + Bn; n 2 Z où (An)n2Z est une suite de matrices aléatoires iid et (Bn)n2Z est une
suite de vecteurs aléatoires iid. On a montré que la condition nécessaire et su¢ sante pour
que les deux modèles admettent des solutions strictement stationnaires et ergodiques est que
l exposant de Lyapunov associé à la suite (An)n2Z soit strictement inférieur à zéro. Par la
suite, on a estimé les paramètres des deux modèles par la méthode de quasi-maximum de
vraisemblance (QMV) et on a montré la normalité asymptotique de l éstimateur de QMV.
On a montré aussi la convergence presque sûrement de l estimateur de QMV vers le vecteur
des vraies valeurs des paramètres
Etudes probabilistes et statistiques des mod eles ARCH et GARCH
No full textDans ce mémoire, on a étudié deux modèles de séries chronologiques, le modèle ARCH(p)
et le modèle GARCH(p; q). On a montré que les deux modèles peuvent s écrire sous forme
d équation aux di¤érences stochastique bilatérale et multi-dimensionnelle de type Xn =
AnXn1 + Bn; n 2 Z où (An)n2Z est une suite de matrices aléatoires iid et (Bn)n2Z est une
suite de vecteurs aléatoires iid. On a montré que la condition nécessaire et su¢ sante pour
que les deux modèles admettent des solutions strictement stationnaires et ergodiques est que
l exposant de Lyapunov associé à la suite (An)n2Z soit strictement inférieur à zéro. Par la
suite, on a estimé les paramètres des deux modèles par la méthode de quasi-maximum de
vraisemblance (QMV) et on a montré la normalité asymptotique de l éstimateur de QMV.
On a montré aussi la convergence presque sûrement de l estimateur de QMV vers le vecteur
des vraies valeurs des paramètres
The reality of personal insurance in Algeria between legal prohibitions and economic necessity in light of the spread of the Covid 19 epidemic: واقع تأمينات الأشخاص في الجزائر في ظل انتشار وباء كوفيد 19
No full textتهدف هذه الدراسة لتشخيص الوضع الحالي لتأمينات الأشخاص في الجزائر من خلال التطرق إلى واقعه واستقراء أرقامه، وذلك في محاولة لإظهار هذا النظام ومزاياه الجليلة التي يقدمها للاقتصاد والمجتمع على حد السواء، والوقوف على أهم العثرات التي تحول دون الوصول إلى الأهداف المنوطة والمرجوة منه، يأتي ذلك في الظرف الراهن الذي يتطلب حتمية إصلاح منظومة التأمين في الجزائر وموافقتها مع الحاجات الحقيقية للمجتمع، بما يشبع رغاباته من المنتجات المقدمة من القطاع، وخصوصا في ظل انتشار الوباء الفتاك كورونا كوفيد 2019.
وقد خلص البحث إلى أهمية هذا النوع من التأمين رغم ما يشوبه من محاذير شرعية تجعل شريحة كبيرة من المجتمعات ذات الثقافة الإسلامية تعرض عن اقتناء منتجاته رغم الفوائد الكبيرة لها في درء المخاطر، وكمورد مالي مهم ضائع لهذه الشركات، والتي يجب عليها أن تغرس الوعي التأميني لدى الأفراد للتعاقد في هذا المجال في ظل البدائل الشرعية التي ستزيد من أقساطه.The aim of this study To diagnose the current situation To insure people in Algeria By touching on his reality and extrapolating his numbers, In an attempt to show this system and its great advantages that it offers for both the economy and society alike, and stand on the most important obstacles that hinder the achievement of the assigned and desired goals, This comes at the present time, which inevitably requires reform of the insurance system in Algeria And their compatibility with the real needs of society, To satisfy his desires of the products provided by the sector, Especially in light of the spread of the deadly epidemic Corona 2019.
Research has conclude To the importance of this type of insurance Despite the tainted of contraindications of Sharia, that Make a large slice of societies with Islamic culture to refrain from acquiring its products despite the great benefits to them To ward off risks, And as an important lost financial resource for these companies
Going Beyond Counting First Authors in Author Co-citation Analysis
No full textThe 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
Variations on the Author
No full text“Variations on the Author” discusses two of Eduardo Coutinho’s recent films (Um Dia na Vida, from 2010, and Últimas Conversas, posthumously released in 2015) and their contribution to the general question of documentary authorship. The director’s filmography is characterized by a consistent yet self-effacing form of authorial self-inscription: Coutinho often features as an interviewer that rather than express opinions propels discourses; an interviewer that is good at listening. This mode of self-inscription characterizes him as an author who is not expressive but who is nonetheless markedly present on the screen. In Um Dia na Vida, however, Coutinho is completely absent form the image, while Últimas Conversas, on the contrary, includes a confessional prologue that moves the director from the margins to the center of his films. This article examines the ways in which these works stand out in the filmography of a director who offers new insights into the notion of cinematic authorship
Appropriate Similarity Measures for Author Cocitation Analysis
No full textWe provide a number of new insights into the methodological discussion about author cocitation analysis. We first argue that the use of the Pearson correlation for measuring the similarity between authors’ cocitation profiles is not very satisfactory. We then discuss what kind of similarity measures may be used as an alternative to the Pearson correlation. We consider three similarity measures in particular. One is the well-known cosine. The other two similarity measures have not been used before in the bibliometric literature. Finally, we show by means of an example that our findings have a high practical relevance.information science;Pearson correlation;cosine;similarity measure;author cocitation analysis
Dispelling the Myths Behind First-author Citation Counts
No full textWe conducted a full-scale evaluative citation analysis study of scholars in the XML research field to explore just how different from each other author rankings resulting from different citation counting methods actually are, and to demonstrate the capability of emerging data and tools on the Web in supporting more realistic citation counting methods. Our results contest some common arguments for the continued
use of first-author citation counts in the evaluation of scholars, such as high correlations between author rankings by first-author citation counts and other citation
counting methods, and high costs of using more realistic citation counting methods that are not well-supported by the ISI databases. It is argued that increasingly available digital full text research papers make it possible for citation analysis studies to go beyond what the ISI databases have directly supported and to employ more
sophisticated methods
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