Dissertations / Theses on the topic 'Conditions réalistes'
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Sohbi, Adel. "Etude de tests du caractère quantique de systèmes de dimension supérieur à deux dans des conditions réalistes." Thesis, Paris, ENST, 2016. http://www.theses.fr/2016ENST0083/document.
Full textThe subject of this thesis is a study of tests of the quantum features of systems of dimension greater than two under realistic conditions. Non-locality is one of the quantum properties used in protocols in the field of quantum communications. The study on the effects of the decoherence (models ofrealistic conditions) address the issue of the conservation of non-locality in practice. Contextuality is another fundamental quantum property with a potential power in quantum information processing. A contextuality test has been developed for all dimensions of quantum systems greater than two. An experiment that considers the experimental issues of contextuality tests is also proposed
Sohbi, Adel. "Etude de tests du caractère quantique de systèmes de dimension supérieur à deux dans des conditions réalistes." Electronic Thesis or Diss., Paris, ENST, 2016. http://www.theses.fr/2016ENST0083.
Full textThe subject of this thesis is a study of tests of the quantum features of systems of dimension greater than two under realistic conditions. Non-locality is one of the quantum properties used in protocols in the field of quantum communications. The study on the effects of the decoherence (models ofrealistic conditions) address the issue of the conservation of non-locality in practice. Contextuality is another fundamental quantum property with a potential power in quantum information processing. A contextuality test has been developed for all dimensions of quantum systems greater than two. An experiment that considers the experimental issues of contextuality tests is also proposed
Dembélé, Kassiogé. "Etude des catalyseurs hétérogènes à base de Co en conditions réactives "réalistes" par microscopie électronique in-situ et opérando." Thesis, Strasbourg, 2017. http://www.theses.fr/2017STRAE008/document.
Full textIn this work, we studied cobalt catalysts used in producing hydrocarbons through the Fischer-Trospch synthesis process, in which their activation, operation and deactivation mechanisms are recorded using in-situ and environmental transmission electron microscopy. An operando methodology was developed by combining electron microscopy-based structural studies in an environmental cell and mass spectrometry analysis of the reacting gases. Using controlled-morphology nanocatalysts we have demonstrated that deactivation occurs through particles sintering, re-oxidation, encapsulation and carburization. The activation of supported catalysts arises due to particles densification. It was clearly established that the reduction of the nanoparticles is better enhanced on a silica support than on an alumina one. Also, Pt doping of the catalysts greatly increases their reduction. By analysing the hydrocarbons formed during the Fischer-Tropsch reactions of a series of cobalt catalysts, we could obtain a comprehensive physico-chemical characterization, thus opening the way to in-depth studies of heterogeneous catalysts by operando microscopy
Zaraket, Elie. "Réalisation d’une 'méta-peau' récupératrice d’énergie électromagnétique pour des applications WBAN." Electronic Thesis or Diss., Bordeaux, 2025. http://www.theses.fr/2025BORD0035.
Full textRecent advancements in remote healthcare and biomedical technologies are rapidly accelerating the development of flexible, wearable devices for continuous health monitoring. The Internet of Medical Things (IoMT) market is projected to grow at a Compound Annual Growth Rate (CAGR) of 38.5% between 2024 and 2032, with Wireless Body Area Networks (WBAN) serving as a critical driver of this growth. Thus far, the expansion of IoT devices has faced challenges in designing wearable, miniaturized, and biocompatible prototypes with power-autonomous operation for physiological sensors. Therefore, this thesis aims to develop a wearable Energy-Harvesting (EH) system, in the form of a skin-applied device, designed for monitoring physiological conditions. The primary challenge of this research is the impact of the human body on the antenna system's performance when positioned directly on the skin. The body absorbs part of the radiation, which significantly reduces the efficiency of the EH system. In this context, Artificial Magnetic Conductors (AMC)s present a promising solution as reflectors for low-profile antennas, in the GSM and WiFi bands. By leveraging their inherent zero-phase reflection properties, AMCs improve antenna performance while eliminating the need for a bulky quarter-wave backplane. The real-world tests of the dual-band AMC-backed antenna showed minimal performance distortion for WBAN applications. Finally, the integration of a designed RF-to-DC converter enables the rectenna to function as an autonomous wearable energy harvester, providing a rectified voltage of 1V at approximately -17.5 dBm, suitable for powering certain physiological sensors
Haroche, Pierre. "Théorie réaliste de l'intégration européenne : Les conditions de la transformation d'un système international en système interne." Phd thesis, Université Panthéon-Sorbonne - Paris I, 2013. http://tel.archives-ouvertes.fr/tel-00984263.
Full textHaroche, Pierre. "Théorie réaliste de l’intégration européenne : les conditions de la transformation d'un système international en système interne." Thesis, Paris 1, 2013. http://www.theses.fr/2013PA010357/document.
Full textThis thesis proposes a theoretical framework able to account for the transition from an international system to a domestic one. It relies on empirical studies from the history of European integration. Its model is based on two principal factors: the offense-defense balance and the degree of interdependence among actor When offense has the advantage, incentives drive the actors to solve their interdependence problems by usin violence because it is quite effective. It is only when defense has the advantage that interdependence can lead to integration. However, that latter condition is not sufficient. When interdependence is weak, actors see to limit it, to preserve their independence. It is only when defense has the advantage and interdependence is overwhelming and unavoidable, that integration becomes a viable solution. This model was applied to explain the transition from a traditional independence-preserving strategy to a delegation-of-powers policy in favor of supranational institutions, by examining three categories of actors: governments, members of parliaments an judges. The origins of the European Coal and Steel Community (1951) and the failure of the European Defense Corn munit y (1954) were used to investigate governmental integration. The first reinforcements of the European Parliament conceming budgetary (1970) and legislative matters (1986) served to study parliamentary integration. lastly, the analysis of judicial integration was explored through the evolution of German and French national courts towards the aeee tance of the su remac of Communit law
Attar, Batoul. "Modélisation réaliste en conditions extrêmes des servovalves électrohydrauliques utilisées pour le guidage et la navigation aéronautique et spatiale." Toulouse, INSA, 2008. http://eprint.insa-toulouse.fr/archive/00000184/.
Full textThe electro-hydraulic actuators are widely used in the flight controls (like as a position control). They include an electro-hydraulic servovalve that is a power amplifier between the electrical and the hydraulic one. The simulation of the servovalve is an important step in the cycle of virtual prototyping in order to reproduce its behaviour whatever the work’s conditions. For this purpose, this work is divided into three parts: The first concerns the development of the model for the hydraulic fluid whose the physical properties change as a function of temperature and pressure. The methodology of developing the model using provided data by the standards was presented. The second concerns the development of an advanced model to reproduce the characteristic of the hydraulic stage of the servovalve (2nd one). It is particularly important to study the characteristics that affect the performance as the pressure gain, the flow rate gain and the leakage. A realistic lumped parameters approach was associated with an original model that covering all modes of operation (positive or negative opening, laminar or turbulent flow). The last item deals with the external model of the dynamics of servovalve. It provides a model that reproduces the effect of the supply pressure, the amplitude of the input signal on the dynamic performance of the servovalve. The models are identified and validated for an aeronautic servovalve and a similar industrial servovalve
Alshammari, Rama. "La critique réaliste de Flaubert et Maupassant sur la situation de la femme à travers les personnages d'Emma et de Jeanne." Thesis, Linköpings universitet, Filosofiska fakulteten, 2013. http://urn.kb.se/resolve?urn=urn:nbn:se:liu:diva-105277.
Full textBerteau, Christine. "Attitudes et opinions des usagers d'un service d'urgence : enquête réalisée au CHR de Bayonne." Bordeaux 2, 1996. http://www.theses.fr/1996BOR2M011.
Full textBourdin, Christophe. "Contribution à la compréhension intégrée de la saisie manuelle réalisée en condition posturale complexe : cas précis de l'escalade." Université Joseph Fourier (Grenoble ; 1971-2015), 1997. http://www.theses.fr/1997GRE10242.
Full textGagnon, Claude. "Influence de la dureté de l'eau sur l'accumulation et l'élimination de cadmium réalisées par deux mousses aquatiques, Fontinalis dalecarlica et Platyhypnidium riparioides, en conditions contrôlées." Thèse, Université du Québec à Trois-Rivières, 1996. http://depot-e.uqtr.ca/5004/1/000623583.pdf.
Full textRichard, Jean-Luc. "Dynamiques démographiques et socio-économiques de l'intégration des jeunes générations d'origine immigrée en France : étude à caractère longitudinal (1975-1990) réalisée à partir de l'échantillon démographique permanent." Paris, Institut d'études politiques, 1997. http://www.theses.fr/1997IEPP0030.
Full textThis thesis is based on the longitudinal (1975-1990) analysis of a population of 15,345 children aged 4 to 18 years in 1975 and raised in a family whose head had taken French nationality or was foreign on this date. Because of its size and its original data, the French permanent demographic sample (edp, an INSEE longitudinal data base which is the French equivalent to the English ls) enables the study for both migrants' children populations : young foreign-born people who grew up in France and young people of foreign origin who are born in France. The research highlights the temporal dimension of the integration process. The thesis has been written at INED and INSEE. Taking into account cultural and family contexts in which young people of foreign origin are living enables to exceed the only consideration of the optimization of individual decisions and to consider the quasi-contractual dimensions of the integration process (acquisition of French citizenship, electoral behaviour, nuptiality, fertility, occupation) who often have demographic characters. The study of subjects such as nuptiality, fertility, labour force participation, job-seeking is made by using economic and socio-demographic analysis. The author tries to identify the mechanisms which explain duration of situations (unemployment). Theories which enable to apprehend those facts are presented: the economics of migration, female labour force participation (linked with fertility), theory of the discrimination, behaviour on the labour market. The importance of the demographic dimension of the integration process is demonstrated. The utility of longitudinal studies can't be dissociated from the conceptualisations, theories and methods (reflexion about efficiency of logit models with heterogeneous populations, for example)
Bertrand-Rettig, Eva-Susanne. "Les enfants et l'enfance dans la littérature de jeunesse contemporaine à visée réaliste de langue allemande et française." Clermont-Ferrand 2, 1995. http://www.theses.fr/1996CLF20086.
Full textAndersson, Alma Lena. "L'habit fait l'homme : Étude des vêtements et de leur rôle dans les conditions sociales et psychologiques dans Madame Bovary par Gustave Flaubert et deux nouvelles de Guy de Maupassant; «Boule de Suif» et «La Parure»." Thesis, Högskolan i Halmstad, Sektionen för humaniora (HUM), 2012. http://urn.kb.se/resolve?urn=urn:nbn:se:hh:diva-17579.
Full textGustave Flaubert and Guy de Maupassant were friends and realist authors who wanted to describe the totality of society as artisans rather than artists. In doing so both of them used the way their characters dressed to discover society, the stratification in society and the characters in their literary work. However, in spite of their will to work as artisans they were stylistically prominent with styles precise and elaborated.From a socio-critical point of view this essay tries to understand: How the out-fit unveils the social position of the characters. How the out-fit unveils the story and psychology of the characters. How the out-fit symbolises the characters in a wider literary context.
Gustave Flaubert och Guy de Maupassant var vänner och realistiska författare som ville beskriva samhället i sin helhet som hantverkare snarare än konstnärer. När de gjorde det använde båda två personernas kläder för att avslöja samhället, klassuppdelningen i samhället och personernas psykologi i sina verk. Men, trots att de ville arbeta som hantverkare var båda stilistiskt framstående med varsin precis och genomarbetad stil.Från en sociokristisk synvinkel försöker denna uppsats förstå: Hur kläderna avslöjar personernas sociala ställning. Hur kläderna avslöjar personernas berättelse och psykologi. Hur kläderna symboliserar personerna i ett större litterärt sammanhang.
Hiahemzizou, Rafik. "Théorie générale de la manipulation / intervention : son implémentation aux expériences de la physique et d'astrophysique." Thesis, Lille 3, 2016. http://www.theses.fr/2016LIL30036.
Full textIn this work, we analyze the concept of manipulation through a comprehensive theory which includes the entity realism and the causal theory of manipulation. At the second stage, we implement this theory to several scientific experiments. It is divided into four parts:In Part I, we will have a long journey until we will reach the true concept of manipulation. We analyze the structural realism and we explore its difficulties regarding ontological problems of physics. Our survey of structural realism enables to open a new way to developing entity realism instead of structural realism.Part II will be dedicated to the core aspect of entity realism such as its foundations, its arguments and our aim to reach a global definition of manipulation concept.In Part III I will achieve my aim which is elaborating a global theory of manipulation/intervention based on entity realism and the Woodward theory of intervention, invariance and depth explanation of causal events. We will develop three items : 1- a system of intervention conditions 2-a typology of intervention, 3-probabilistic intervention. Such type of intervention is applicable to EPR experiment. In Part IV, we implement our theory to five scientific experiments: EPR experiment, electrodynamics cavity experiment, Zeeman effect experiment, Tevatron experiment (collision of protons) and last but not least an astrophysical experiment (gravitational waves).In each case, our theory is successful. All intervention conditions are applicable to our five experiments and a well defined typology of intervention is developed based on intervention results through different stages of those experiments. Therefore, the theory of manipulation shows a real and genuine application in different domains of physics and astrophysics. Such result is important regarding the role of manipulation in modern science
Őzatalay, Kamil Cem. "Diversité des consciences ouvrières à l'ère des pragmatismes : l'ouvrier de l'État-nation versus l'ouvrier de la glocalisation : une étude sur le cas des ouvriers d'Isdemir, de Petkim et la TTK en Turquie." Paris, EHESS, 2010. http://www.theses.fr/2010EHES0092.
Full textThis sociology thesis is about the clarification of specific dynamics of pluralization, which determine worker's subjectivities, in the light of sui generis neo-liberalization process in Turkey. Through the data gathered during a field research on the mine workers of Zonguldak, workers of petrochemical industry of Petkim and workers of steel industry of Isdemir, we aim at studying the opposition between nation ¬state worker and glocalization worker. After examining the different moments of neo-liberalization in the context of Turkey which increase the disagreements between market movement and regulation movement and the various positions taken by the worker's union towards the same process, in the chapters concerning the field research, the worker's space is described on the basis of antagonism of affects experienced by the surveyed workers, facing the societal changes on the one hand, and transformation of the working conditions on the other. In this analysis hope, deception, security, desperation revealed themselves as the four affects that workers feels during the neo-liberalization process in Turkey. Finally, to describe contextual characteristics of the sample, this work makes some observations about the prevailing affects in the two ideal-types of worker: the deception of the nation-stale worker, which leads him to positioning alongside the regulation movement or to choose defeatism; the hope of geolocalization worker, which brings him more and closer market movement even though he keeps on seeing several sources of fear threatening the realization of his hopes
Lauro, Jennifer. "Figurabilités des temps à l'heure du présentisme. Les scènes théâtrales européeennes à l'épreuve de la transmission de l'historicité : Christoph Marthaler, Milo Rau, Thomas Ostermeier (1993 - 2017)." Thesis, Paris, EHESS, 2019. http://www.theses.fr/2019EHES0111.
Full textAccording to the philosopher Paul Ricoeur, both at the end of Temps et Récit III and of La Mémoire, l’histoire, l’oubli, the true task of an hermeneutic of historical consciousness concerned with challenging the totalizing claims of historical knowledge would be to « think history » and understand how the historical condition defines our very being. On the basis of this hypothesis, the question was to understand how contemporary theatre witnesses the current historical condition, in a so-called presentist era, and thereby renews its view on its own practice. Through an investigation on three European directors - Christoph Marthaler, Thomas Ostermeier and Milo Rau - this research questions the resources used by theatrical creation since the 1990s to respond to the difficulties of articulating a knowledge on our present historical condition. Supported by a large body of critical texts on history and historiography, but also by a selection of recent theoretical studies dealing with the mechanisms and challenges of representation, this work focuses on the analysis of about twenty stage productions, treating them as unique theoretical objects, which can reveal some poetic and political strategies developed over the past thirty years. Through the use of these creations, this work aims to explore the persistence or mutation of postmodern and postdramatic statements, with a special focus on a renewed appreciation of the notion of realism, put forward by some of these artists. If this study begins by putting these questions and the theatre’s ambition to « state reality » into historical perspective, its main purpose is to examine – by considering staging as a language in its own right and without in any way substituting the work carried out by historians – what this art of time as a form could tell us about the historical period we are going through and thus, to perceive what extent these transformations through art work would suggest as interpretations of the present that could open the way to collectively understandable future
Landry, Tristan. "La valeur de la vie humaine dans la Weltanschauung russe soviétique : idées, littérature, avant-garde (1836-1936)." Thesis, National Library of Canada = Bibliothèque nationale du Canada, 1999. http://www.collectionscanada.ca/obj/s4/f2/dsk1/tape9/PQDD_0005/NQ43083.pdf.
Full textMichaux, Marianne. "Entre politique et littérature: les écrivains belges du réel (1850-1880)." Doctoral thesis, Universite Libre de Bruxelles, 1997. http://hdl.handle.net/2013/ULB-DIPOT:oai:dipot.ulb.ac.be:2013/212119.
Full textSehlberg, Johan. "Individuation : Ontogenes : Prolegomena till Gilbert Simondons genetiska ontologi." Thesis, Södertörns högskola, Institutionen för kultur och kommunikation, 2011. http://urn.kb.se/resolve?urn=urn:nbn:se:sh:diva-15702.
Full textKhattri, Guman Singh. "A crippled revolution : rise and transformation of Maoist revolution in Nepal." Thesis, Lille 1, 2017. http://www.theses.fr/2017LIL12026.
Full textThis dissertation explores how Maoist revolution evolved in Nepal, and how over the time it detoured from its political and military direction and came to a complete halt. Examining historically important documents, and views, perceptions, and insights of the Maoist actors from Marxist, structural, and political conflict perspectives, this dissertation demonstrates that the period of a closed political system under an authoritarian political system provided fertile ground for the rise of the Maoists with an ideological objective of smashing existing state and establishing a new democratic order, which implemented the armed revolution in the relatively open and partly reformed fluid political, economic and military structure in the 1990s. The analysis of the course of revolution suggests that the revolution made a very powerful headway mainly beause of the conflicting interests of and contradictions among the major political forces. Indeed, the active involvement of India, the United States of America, and the United Kingdom in Nepal forced the Maoists to halt their revolution, abandoning their core aim and strategies. This dissertation reveals that although the Maoists along with other political parties succeeded to abolish the monarchy, they failed to undertake the radical policies and programs promised during the war. Critically examining the Maoist politics and trajectories of actors involved in the revolution, this dissertation concludes that the inconsistencies in the Maoists’ aims, strategies, culture, and politics are also responsible for the failure of the Maoists to transform the existing state structure, the class relation, and nature of the economy
Cárdenas, Moreno Mónica. "Genre et société à Lima pendant la seconde moitié du XIXe siècle : analyse de l'oeuvre de Mercedes Cabello de Carbonera (1842-1909)." Phd thesis, Université Michel de Montaigne - Bordeaux III, 2013. http://tel.archives-ouvertes.fr/tel-00979746.
Full textTomc, Nicolas Antoine. "Mourir à l’hôpital : entre droit privé et droit public : approche pratique, théorique et philosophique." Thesis, Bordeaux 4, 2012. http://www.theses.fr/2012BOR40065/document.
Full textToday, dying at hospital is the most curently idea agreed in order to protect people. That’s maybe the reason why medical studies took this as an issue more than lawyer studies. It’s around the middle of the twentieth century, after one more genocide, marking the spirit of the humanity certainly for all eternity, that a new bioethical language is going to be made the vector of a consideration renewed by the person. The man becomes a human-person in the international texts, proclaiming from then on of unpublished works human rights. While taking the bioethics as object of reflection a certain health law, widely inspired by the production of committees of ethics, emerged from a privatiste doctrine in the first one, to encircle first rights of the one that it would have been advisable to call then the dying. However, the public institution of health confronted with the medical technologisation, allowing then an extension of the end of life, quickly was to be a place of conflict between those who were then considered as users of public service, and principals doctors of the State. The superiority of the private law of the person seemed then threatened, the administrative law taking the power to indemnify the victims of the hospital. However, by means of systematic reductions looking at the dying person only under an angle génériciste, recovering from a public law, this one gradually found itself perfectly ignored in the first essence which the private law succeeded in perceiving. The most recent forms of deresponsabilisation would give evidence of a consecration of the compensation stopping an objectivisation the underlying being to the dying, going person to justify the euthanasic act. The approach repeated by this difficult object of study would find to generate a reflection which the philosopher of the right(law) would engage, reintroducing the person inflexible as point of departure and arrival, so that could be harmonized the inevitable meeting of the public and private, legal and political domains, to return all its onto-axiological truth to the first rights of the dying subject
Michaud, François. "Preuve de concept in vitro de la navigation par résonance magnétique en conditions physiologiquement réalistes." Thèse, 2018. http://hdl.handle.net/1866/22210.
Full textAllenet-Moulin, Tiffany. "Sécurité et stabilité : quelles sont les conditions qui ont poussé l’Égypte, la Syrie et Israël à entrer en guerre en 1967?" Thèse, 2013. http://hdl.handle.net/1866/10245.
Full textThis thesis looks at the conditions that led to the outbreak of the 1967 Six Day War in the Middle East. Specifically, my thesis investigates the domestic dynamics that influence the political decision-making process. The main hypothesis suggests that the type of societal management chosen by the government in power will influence and determine the foreign policy options available. A regime may choose between two types of societal management: exclusion and inclusion, which can be applied to greater or lesser degrees. Depending on the type of societal management chosen, the government will need more or less resources to implement and maintain it. The quantity and nature of resources used domestically will determine the foreign policy options available to the regime. In the Middle East, wars and foreign policy are often interpreted according to realist principles: the quest for power and safety are said to be the main determinants of foreign policy. This thesis seeks to highlight the importance of domestic dynamics in the process of political decision-making, but also the influence of the Arab-Israeli conflict on the structure, development and society in the countries involved.
Kotchoni, Rachidi. "Efficient estimation using the characteristic function : theory and applications with high frequency data." Thèse, 2010. http://hdl.handle.net/1866/4392.
Full textIn estimating the integrated volatility of financial assets using noisy high frequency data, the time series properties assumed for the microstructure noise determines the proper choice of the volatility estimator. In the first chapter of the current thesis, we propose a new model for the microstructure noise with three important features. First of all, our model assumes that the noise is L-dependent. Secondly, the memory lag L is allowed to increase with the sampling frequency. And thirdly, the noise may include an endogenous part, that is, a piece that is correlated with the latent returns. The main difference between this microstructure model and existing ones is that it implies a first order autocorrelation that converges to 1 as the sampling frequency goes to infinity. We use this semi-parametric model to derive a new shrinkage estimator for the integrated volatility. The proposed estimator makes an optimal signal-to-noise trade-off by combining a consistent estimators with an inconsistent one. Simulation results show that the shrinkage estimator behaves better than the best of the two combined ones. We also propose some estimators for the parameters of the noise model. An empirical study based on stocks listed in the Dow Jones Industrials shows the relevance of accounting for possible time dependence in the noise process. Chapters 2, 3 and 4 pertain to the generalized method of moments based on the characteristic function. In fact, the likelihood functions of many financial econometrics models are not known in close form. For example, this is the case for the stable distribution and a discretely observed continuous time model. In these cases, one may estimate the parameter of interest by specifying a moment condition based on the difference between the theoretical (conditional) characteristic function and its empirical counterpart. The challenge is then to exploit the whole continuum of moment conditions hence defined to achieve the maximum likelihood efficiency. This problem has been solved in Carrasco and Florens (2000) who propose the CGMM procedure. The objective function of the CGMM is a quadrqtic form on the Hilbert space defined by the moment function. That objective function depends on a Tikhonov-type regularized inverse of the covariance operator associated with the moment function. Carrasco and Florens (2000) have shown that the estimator obtained by minimizing the proposed objective function is asymptotically as efficient as the maximum likelihood estimator provided that the regularization parameter (α) converges to zero as the sample size goes to infinity. However, the nature of this objective function raises two important questions. First of all, how do we select α in practice? And secondly, how do we implement the CGMM when the multiplicity (d) of the integrals embedded in the objective-function d is large. These questions are tackled in the last three chapters of the thesis. In Chapter 2, we propose to choose α by minimizing the approximate mean square error (MSE) of the estimator. Following an approach similar to Newey and Smith (2004), we derive a higher-order expansion of the estimator from which we characterize the finite sample dependence of the MSE on α. We provide two data-driven methods for selecting the regularization parameter in practice. The first one relies on the higher-order expansion of the MSE whereas the second one uses only simulations. We show that our simulation technique delivers a consistent estimator of α. Our Monte Carlo simulations confirm the importance of the optimal selection of α. The goal of Chapter 3 is to illustrate how to efficiently implement the CGMM for d≤2. To start with, we review the consistency and asymptotic normality properties of the CGMM estimator. Next we suggest some numerical recipes for its implementation. Finally, we carry out a simulation study with the stable distribution that confirms the accuracy of the CGMM as an inference method. An empirical application based on the autoregressive variance Gamma model led to a well-known conclusion: investors require a positive premium for bearing the expected risk while a negative premium is attached to the unexpected risk. In implementing the characteristic function based CGMM, a major difficulty lies in the evaluation of the multiple integrals embedded in the objective function. Numerical quadratures are among the most accurate methods that can be used in the present context. Unfortunately, the number of quadrature points grows exponentially with d. When the data generating process is Markov or dependent, the accurate implementation of the CGMM becomes roughly unfeasible when d≥3. In Chapter 4, we propose a strategy that consists in creating univariate samples by taking a linear combination of the elements of the original vector process. The weights of the linear combinations are drawn from a normalized set of ℝ^{d}. Each univariate index generated in this way is called a frequency domain bootstrap sample that can be used to compute an estimator of the parameter of interest. Finally, all the possible estimators obtained in this fashion can be aggregated to obtain the final estimator. The optimal aggregation rule is discussed in the paper. The overall method is illustrated by a simulation study and an empirical application based on autoregressive Gamma models. This thesis makes an extensive use of the bootstrap, a technique according to which the statistical properties of an unknown distribution can be estimated from an estimate of that distribution. It is thus possible to improve our simulations and empirical results by using the state-of-the-art refinements of the bootstrap methodology.
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