Asymptotic distribution of the score test for detecting marks in hawkes processes

The paper is devoted to the investigation of statistical properties of the sample estimator of the beta coefficient in the case when the weights of benchmark portfolio are constant and for the target portfolio, the global minimum variance portfolio is taken. We provide the asymptotic distribution of the sample estimator of the beta coefficient assuming that the asset returns are multivariate normally distributed. Based on the asymptotic distribution we construct the confidence interval for the beta coefficient. We use the daily returns on the assets included in the DAX index for the period from 01.01.2018 to 30.09.2019 to compare empirical and asymptotic means, variances and densities of the standardized estimator for the beta coefficient. We obtain that the bias of the sample estimator converges to zero very slowly for a large number of assets in the portfolio. We present the adjusted estimator of the beta coefficient for which convergence of the empirical variances to the asymptotic ones is not significantly slower than for a sample estimator but the bias of the adjusted estimator is significantly smaller.

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IMPROVING STUDENTS’ WRITING ACHIEVEMENT THROUGH THE PROCESS GENRE APPROACH

REGISTER Journal of English Language Teaching of FBS-Unimed ◽

10.24114/reg.v2i2.644 ◽

2013 ◽

Vol 2 (2) ◽

Author(s):

Sri Wuri Handayani And Masitowarni Siregar

Keyword(s):

Action Research ◽

Learning Process ◽

Qualitative Data ◽

Score Test ◽

Writing Achievement ◽

The Subject ◽

The Mean ◽

Teaching Learning ◽

Orientation Test ◽

Interview Questionnaire

This study attempts to Improving Students’ Achievement Through the Process GenreApproach. The objective of the study is to discover whether the use of the ProcessGenre approach could significantly improve students’ writing achievement. This studyconduct by applying Classroom Action Research which was carried out in two cycles inten meetings. The subject of this study of SMA Panca Budi Medan which consisted of39 students of class X – 2 reguler.. Orientation test was done in the first meeting, test IIwas done in the fourth meeting, and test III was done in the last meeting. The mean ofstudents’ score test III (76,242) was higher than the test II (66,878) and test I (57,606).Besides, the qualitative data was taken from observation sheet, interview, questionnaire,and diary notes. It was found that teaching learning process ran well. By applying theProcess Genre Approach in the classroom, the students understood the content ofdescriptive text easily. They also were active and enthusiastic during the teachinglearning process. The result of the research showed that the application of the ProcessGenre approach significantly improved students’ achievement in writing descriptive text

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PENGARUH EKSTRAKSI DAN JENIS BAHAN PENGIKAT TERHADAP PERMEN TABLET BUAH MENGKUDU (Morinda citrifolia)

Jurnal Agroindustri ◽

10.31186/j.agroind.1.2.98-114 ◽

2011 ◽

Vol 1 (2) ◽

pp. 98-114

Author(s):

Lina Widawati

Keyword(s):

Block Design ◽

Score Test ◽

Caproic Acid ◽

Morinda Citrifolia ◽

Correct Process ◽

Main Research ◽

Randomized Block Design ◽

Alternative Product ◽

Multiple Attribute ◽

Binding Agents

Noni (Morinda Citrifolia) is a herb which has effect to cure cancer, high blood pressure, etc. Makes the smell and the taste of noni less delicious because there are a number of organic acid like caproic acid and caprilic acid in noni. Therefore it needs an alternative product such as pressed candy. Correct process of extraction and addition of binding agents can produce the pressed candy with the physical, chemical and organoleptic characteristic that are expected. The objective of this research wash to know the optimum ratio of noni compared with ethanol so it can produce dry extrac of noni fruit with vitamin C and high activity antioxidant and also to know the influence of binding agents type in the making of noni pressed candy. This research use the Randomized Block Design (RBD), where at antecedent research consisted of 3 (three) levels which is ratio of noni fruit compared by ethanol (1:1, 1:2, 1:3) and best treatment used for the main research. Main research consisted of 3 (three) levels that was influence of binding agents type (maltodextrin 5%, gelatin 1,5% and gom arab 1%). Then its continued with the BNT test at ? = 0,05 (differing reality). Test of organoleptic done by hedonic score test. Best treatment uses multiple attribute method. The result of research show that the best treatment from dry filtrate of noni fruit was with the ratio of noni fruit compared by ethanol = 1:3. Best treatment of noni fruit pressed candy is with the gelatin addition 1,5 %.

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