Hasan Hanafi: philosophic and political engagement in modern Islam

Traducción comentada de tres artículos de opinión escritos por el destacado filósofo egipcio Hasan Hánafi. Fueron publicados en el periódico cairota independiente Al-Masry al-Youm, 2011-2012, y están relacionados con la situación socio-política de Egipto.A commented translation of three op-ed articles by the leading Egyptian philosopher Hasan Hanafi. The articles were published in the independent newspaper Al-Masry al-Youm in 2011-2012, and they are related to the socio-political situation of Egypt

Nonparametric volatility density estimation for discrete time models

We consider discrete time models for asset prices with a stationary volatility process. We aim at estimating the multivariate density of this process at a set of consecutive time instants. A Fourier type deconvolution kernel density estimator based on the logarithm of the squared process is proposed to estimate the volatility density. Expansions of the bias and bounds on the variance are derived

Newspapers coverage of the Egyptian January 25 Revolution: a framing analysis

This study analyzes the different frames used by popular newspapers Al-Ahram and Al-Masry Al-Youm in covering Egypt\u27s January 25 revolution. The researcher conducted a content analysis of news stories and news features of both newspapers during the 18 days of uprisings that started on January 25, 2011 and ended by former President Hosni Mubarak handing over power to the Supreme Council of Armed Forced (SCAF) on February 11, 2011. The study analyzes 241 stories in Al-Ahram and 174 stories in Al-Masry Al-Youm during this period. The researcher imed at exploring the different frames used by each newspaper, whether those frames have varied along the period f study, and how media ownership affected those frames. The results show that during the beginning of the revolution, Al-Ahram newspaper framed the events as riots and the protesters as violent, while Al- Masry Al-Youm framed the events as a protest and the protesters as the people. The coverage of both newspapers varied along the 18 days of uprisings. Al-Ahram took the revolutionaries\u27 side during the last couple of days, while Al-Masry Al-Youm started delegitimizing the protesters during the same period. The type of media ownership played a significant role in the framing of Egypt\u27s January 25 revolution

Wavelet analysis of the multivariate fractional Brownian motion

The work developed in the paper concerns the multivariate fractional Brownian motion (mfBm) viewed through the lens of the wavelet transform. After recalling some basic properties on the mfBm, we calculate the correlation structure of its wavelet transform. We particularly study the asymptotic behavior of the correlation, showing that if the analyzing wavelet has a sufficient number of null first order moments, the decomposition eliminates any possible long-range (inter)dependence. The cross-spectral density is also considered in a second part. Its existence is proved and its evaluation is performed using a von Bahr-Essen like representation of the function \sign(t) |t|^\alpha. The behavior of the cross-spectral density of the wavelet field at the zero frequency is also developed and confirms the results provided by the asymptotic analysis of the correlation

Local linear spatial regression

A local linear kernel estimator of the regression function x\mapsto g(x):=E[Y_i|X_i=x], x\in R^d, of a stationary (d+1)-dimensional spatial process {(Y_i,X_i),i\in Z^N} observed over a rectangular domain of the form I_n:={i=(i_1,...,i_N)\in Z^N| 1\leq i_k\leq n_k,k=1,...,N}, n=(n_1,...,n_N)\in Z^N, is proposed and investigated. Under mild regularity assumptions, asymptotic normality of the estimators of g(x) and its derivatives is established. Appropriate choices of the bandwidths are proposed. The spatial process is assumed to satisfy some very general mixing conditions, generalizing classical time-series strong mixing concepts. The size of the rectangular domain I_n is allowed to tend to infinity at different rates depending on the direction in Z^N.Comment: Published at http://dx.doi.org/10.1214/009053604000000850 in the Annals of Statistics (http://www.imstat.org/aos/) by the Institute of Mathematical Statistics (http://www.imstat.org

Uniform Bahadur Representation for Local Polynomial Estimates of M-Regression and Its Application to The Additive Model

We use local polynomial fitting to estimate the nonparametric M-regression function for strongly mixing stationary processes $\{(Y_{i},\underline{X}_{i})\}$. We establish a strong uniform consistency rate for the Bahadur representation of estimators of the regression function and its derivatives. These results are fundamental for statistical inference and for applications that involve plugging in such estimators into other functionals where some control over higher order terms are required. We apply our results to the estimation of an additive M-regression model.Comment: 40 page