Copula Relations in Compound Poisson Processes

We investigate in multidimensional compound Poisson processes (CPP) the relation between the dependence structure of the jump distribution and the dependence structure of the respective components of the CPP itself. For this purpose the asymptotic $\lambda t\to \infty$ is considered, where $\lambda$ denotes the intensity and $t$ the time point of the CPP. For modeling the dependence structures we are using the concept of copulas. We prove that the copula of a CPP converges under quite general assumptions to a specific Gaussian copula, depending on the underlying jump distribution. Let $F$ be a $d$-dimensional jump distribution $(d\geq 2)$, $\lambda>0$ and let $\Psi(\lambda,F)$ be the distribution of the corresponding CPP with intensity $\lambda$ at the time point $1$. Further, denote the operator which maps a $d$-dimensional distribution on its copula as $\mathcal{T}$. The starting point of our investigation was the validity of the equation \begin{equation} \label{marFreeEq} \mathcal{T}(\Psi(\lambda,F))=\mathcal{T}(\Psi(\lambda,\mathcal{T}F)). \end{equation} Our asymptotic theory implies that this equation is, in general, not true. A simulation study that confirms our theoretical results is given in the last section

The effects of paralytic shellfish poison on fishes, particularly the Staghorn Sculpin, leptocottus armatus

Thesis (M.S.) University of Alaska Fairbanks, 197

Knowledge and attitude related to use of electronic cigarettes among undergraduate nursing students in an urban university setting in Philippines

Aim: This study was conducted to determine the knowledge and attitude toward electronic cigarettes (e-cigarettes) among undergraduate nursing students in the Philippines. Methods: The participants of the study were 122 level four nursing students of West Visayas State University, Iloilo city, Philippines. A standardized self – administered questionnaire was used to collect the data and statistical analyses were performed. Results: Majority of the participants were female, were never smokers and were aware or conscious of the existence of the e-cigarettes. The participants as an entire group and when grouped according to sex, socioeconomic status (Socialized Tuition Fee Assistance Program - STFAP), smoking status and awareness status had poor knowledge. Furthermore, in terms of attitude the students as an entire group had attitude opposing e-cigarette use. However, when grouped according to socioeconomic status (STFAP), participants belonging to Bracket 5,6 and 8 had attitude opposing e-cigarette use, while Bracket 7 and 9 had attitude supporting e-cigarette use. Never and former smokers had attitude opposing e-cigarette use while current smokers had attitude supporting e-cigarette use. There was no significant relationship between knowledge and attitude of nursing students towards e-cigarettes. Conclusion: Nursing students did not have adequate knowledge regarding e-cigarettes but maintained an attitude opposing e-cigarette use. Poor knowledge did not influence the attitude of participants towards e-cigarettes

The Gumbel test for jumps in stochastic volatility models

In this paper we develop a test for jumps based on extreme value theory.We consider a continuous- time stochastic volatility model with a general continuous volatility process, allowing for long- and short-range dependence and observe it under a high-frequency sampling scheme. We show that a certain test statistics based on the maximum of increments converges to the Gumbel distribution under the null hypothesis of no additive jump component and to infinity otherwise. In contrast to most other tests based on power variation our test naturally allows to distinguish between positive and negative jumps. As a by-product of our analysis we also deduce an optimal pathwise estimator for the spot volatility process. In addition we provide a small simulation study and show that our test is more sensitive to jumps with a larger power than the Barndorff-Nielsen and Shephard test based on bipower variation. Finally we apply our results to a real data set of the world stock index

La vacuna y su pureza

El verso de las h. en blanco. Tesis de doctorado leída en la Universidad Central el 1 de julio de 1901.Universidad Central (Madrid)TRUEProQuestpu

La importancia de la lectura en Educación Infantil

La lectura es un elemento fundamental en la educación, gracias a ella podemos desarrollar nuestra imaginación y creatividad, además de nuestras habilidades lingüísticas, ya que nos aporta infinidad de conocimientos y vocabulario, por lo que fomentarla desde temprana edad de una manera lúdica, teniendo en cuenta las características e intereses de cada uno es muy importante para llegar a la edad adulta con el hábito adquirido. Como bien sabemos, los adultos, aparte de los docentes, son muy importantes en este proceso, ya que son los referentes de los más pequeños/as, por esta razón, la idea principal y el objetivo de este trabajo es investigar y buscar distintas alternativas u opiniones mediante una encuesta dirigida a personas de diferentes edades para conocer el interés y el punto de vista de cada uno/a sobre la importancia de la lectura en infantil.Reading is a fundamental element in education, thanks to it we can develop our imagination and creativity, in addition to our language skills, since it provides us with infinite knowledge and vocabulary, so promoting it from an early age in a playful way, taking into account the characteristics and interests of each one is very important to reach adulthood with the acquired habit. As we well know, adults, apart from teachers, are very important in this process, since they are the referents of the little ones, for this reason, the main idea and the objective of this work is to investigate and look for different alternatives or opinions through a survey aimed at people of different ages to find out the interest and point of view of each one on the importance of reading in children