1,720,958 research outputs found
Limit theorems and statistical inference for solutions of some stochastic (partial) differential equations
Get PDFThe starting point for the thesis is an Ornstein-Uhlenbeck type stochastic differential equation dXt=(L(t)-cXt)dt+dBt with a real number value at time zero. The driving process B is a fractional Brownian motion with Hurst parameter H between 0.5 and 1, L is a bounded periodic deterministic function and c is a real valued parameter. In the thesis the task of estimation of L and c is solved when the solution process X is observed continuously.
In the first part L is considered to be a linear combination of known functions with the same period, and the vector of the coefficients together with the parameter c is estimated using the least squares method for c<0, i.e. in the non-ergodic setting. We show strong consistency of the estimator as well as its asymptotic normality in the first p components. For the last component a noncentral limit theorem is proved.
In the second part we consider the ergodic setting, i.e. c>0, and construct a nonparametric estimator for the function L. The idea for construction is to decompose L with respect to a known orthonormal basis and to estimate coefficients of a finite number of summands, letting this number tend to infinity afterwards. For this estimator L2 consistency is shown and its rate of convergence is calculated.
The next part is dealing with a similar equation, this time driven by a Rosenblatt process, a non-Gaussian process with the covariance structure of a fractional Brownian motion with Hurst parameter H between 0.5 and 1. We consider again the setting in which L is a linear combination of known functions and c is positive, i.e. the ergodic case. We construct three estimators for the vector of parameters and study their first and second order asymptotics.
The last part of the thesis deals with a different problem. There the stochastic wave equation is considered driven by a random field that is white in space and fractional in time with Hurst parameter H between 0.5 and 1. The objects we investigate are so-called empirical power variations of the solution, i.e. averages over the weighted differences of the solution process raised to some integer powers, where the weights fulfil certain conditions. We show central and noncentral limit theorems for these averages, determine in some cases the third order asymptotics in terms of the Wasserstein distance and use these results to define strongly consistent and asymptotically normal estimators for H
Asymptotic Behaviour of Level Sets of Needlet Random Fields
No full textWe consider sequences of needlet random fields defined as weighted averaged forms of spherical Gaussian eigenfunctions. Our main result is a Central Limit Theorem in the high energy setting, for the boundary lengths of their excursion sets. This result is based on Stein-Malliavin techniques and Wiener chaos expansion for nonlinear functionals of random fields. To this end, a careful analysis of the variances of each chaotic component of the boundary length is carried out, showing that they are asymptotically constant, after normalisation, for all terms of the expansion and no leading component arises
Going Beyond Counting First Authors in Author Co-citation Analysis
Get PDFThe 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
Get PDF“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
Get PDFWe 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
Get PDFWe 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
koamabayili/VECTRON-author-checklist: VECTRON author checklist
No full textWe have done our best to complete the author checklist relating to the use of animals in the hut study. Note that the objective for the hut study was to evaluate the IRS treatment applications for residual efficacy against Anopheles mosquitoes, including the local An. coluzzii mosquito population. Cows were only used to attract mosquitoes into the huts and no tests were carried out directly on the cows. The author checklist is intended for use with studies where experiments are carried out on animals, which is why we have had such difficulty in completing this for the hut study, as many of the questions do not relate to how the cows were used
Author-wise bibliometric analysis based on entropy.
No full textAuthor-wise bibliometric analysis based on entropy.</p
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