19,973 research outputs found
Improving the accuracy of the analytical indirect inference estimator for MA models.
We propose to use the analytical generalised least squares (GLS) transformation matrix of Galbraith and Zinde-Walsh (1992) to correct finite sample estimation error of MA(q) processes parameters estimates. Our method may be considered as an iteration of the analytical indirect inference estimator (AIIE) of Galbraith and Zinde-Walsh (1994). Its potential is explored through a series of Monte Carlo experiments.MA models, Analytical indirect inference, GLS.
Average balance equations, scale dependence, and energy cascade for granular materials
A new averaging method linking discrete to continuum variables of granular
materials is developed and used to derive average balance equations. Its
novelty lies in the choice of the decomposition between mean values and
fluctuations of properties which takes into account the effect of gradients.
Thanks to a local homogeneity hypothesis, whose validity is discussed,
simplified balance equations are obtained. This original approach solves the
problem of dependence of some variables on the size of the averaging domain
obtained in previous approaches which can lead to huge relative errors (several
hundred percentages). It also clearly separates affine and nonaffine fields in
the balance equations. The resulting energy cascade picture is discussed, with
a particular focus on unidirectional steady and fully developed flows for which
it appears that the contact terms are dissipated locally unlike the kinetic
terms which contribute to a nonlocal balance. Application of the method is
demonstrated in the determination of the macroscopic properties such as volume
fraction, velocity, stress, and energy of a simple shear flow, where the
discrete results are generated by means of discrete particle simulation.Comment: Accepted forpublication in Physical Review
Linking Yitzhaki’s and Dagum’s Gini Decompositions
In this article we show that the Gini coefficient is simultaneously decomposable both by sources of income and by populations of income receivers for non-overlapping income distributions: the so-called first-best Gini multi-decomposition. We show that this multidimensional decomposition is useful for many reasons: (i) it is related to the degree of inequality aversion of the decision maker, (ii) it is especially well suited to study inequalities between poor and non-poor people, (iii) it enables one to measure within- and between-group Gini elasticities, which gauge the impact of global transfers on within- and between-group inequalities, respectively.
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Team-oriented process programming
Team-oriented process programming promises to provide significant support for the planning, directing, and controlling of software engineering projects. In this paper we apply process programming to software engineering teams and show how this can provide powerful new capabilities for the management of software projects. We identify key issues which must be addressed to apply process programming to teams, and present our vision for team-oriented process programming
Billiards in Nearly Isosceles Triangles
We prove that any sufficiently small perturbation of an isosceles triangle
has a periodic billiard path. Our proof involves the analysis of certain
infinite families of Fourier series that arise in connection with triangular
billiards, and reveals some self-similarity phenomena in irrational triangular
billiards. Our analysis illustrates the surprising fact that billiards on a
triangle near a Veech triangle is extremely complicated even though Billiards
on a Veech triangle is very well understood.Comment: Errors have been corrected in Section 9 from the prior and published
versions of this paper. In particular, the formulas associated to homology
classes of curves corresponding to stable periodic billiard paths in obtuse
Veech triangles were corrected. See Remark 9.1 of the paper for more
information. The main results and the results from other sections are
unaffected. 82 pages, 43 figure
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