4 resultados para ASYMPTOTIC NORMALIZATION COEFFICIENTS
em Universidade Complutense de Madrid
Resumo:
Two-sided asymptotic confidence intervals for an unknown proportion p have been the subject of a great deal of literature. Surprisingly, there are very few papers devoted, like this article, to the case of one tail, despite its great importance in practice and the fact that its behavior is usually different from that of the case with two tails. This paper evaluates 47 methods and concludes that (1) the optimal method is the classic Wilson method with a correction for continuity and (2) a simpler option, almost as good as the first, is the new adjusted Wald method (Wald's classic method applied to the data increased in the values proposed by Borkowf: adding a single imaginary failure or success).
Resumo:
The paper considers various extended asymmetric multivariate conditional volatility models, and derives appropriate regularity conditions and associated asymptotic theory. This enables checking of internal consistency and allows valid statistical inferences to be drawn based on empirical estimation. For this purpose, we use an underlying vector random coefficient autoregressive process, for which we show the equivalent representation for the asymmetric multivariate conditional volatility model, to derive asymptotic theory for the quasi-maximum likelihood estimator. As an extension, we develop a new multivariate asymmetric long memory volatility model, and discuss the associated asymptotic properties.
Resumo:
In this work, we perform an asymptotic analysis of a coupled system of two Advection-Diffusion-Reaction equations with Danckwerts boundary conditions, which models the interaction between a microbial population (e.g., bacterias), called biomass, and a diluted organic contaminant (e.g., nitrates), called substrate, in a continuous flow bioreactor. This system exhibits, under suitable conditions, two stable equilibrium states: one steady state in which the biomass becomes extinct and no reaction is produced, called washout, and another steady state, which corresponds to the partial elimination of the substrate. We use the method of linearization to give sufficient conditions for the asymptotic stability of the two stable equilibrium configurations. Finally, we compare our asymptotic analysis with the usual asymptotic analysis associated to the continuous bioreactor when it is modeled with ordinary differential equations.
Resumo:
This study evaluates hypercholesterolemic rabbits, examining the retinal changes in Müller cells and astrocytes as well as their variations after a period of normal blood-cholesterol values induced by a standard diet. New Zealand rabbits were divided into three groups: G0, fed a standard diet; G1A, fed a 0.5% cholesterol-enriched diet for 8 months; and G1B, fed as G1A followed by standard diet for 6 months. Eyes were processed for transmission electron microscopy and immunohistochemistry (GFAP). While G1B resembled G0 more than did G1A, they shared alterations with G1A: a) as in G1A, Müller cells were GFAP+, filled spaces left by axonal degeneration, formed glial scars and their nuclei were displaced to the nerve-fibre layer. The area occupied by the astrocytes associated with the nerve-fibre bundles (AANFB) and by perivascular astrocytes (PVA) in G1A and G1B was significantly lower than in controls. However, no significant differences in PVA were found between G1A and G1B. In G1B, type I PVA was absent and replaced by hypertrophic type II cells; b) Bruch's membrane (BM) was thinner in G1B than in G1A; c) the retinal pigment epithelium (RPE) cytoplasm contained fewer lipids in G1B than in G1A; d) in G1A and G1B choriocapillaris and retinal vessel showed alterations with respect to G0; e) cell death and axonal degeneration in the retina were similar in G1A and G1B. The substitution of a hyperlipemic diet by a standard one normalizes blood-lipid levels. However, the persistence of damage at retinal vessels and BM-RPE could trigger chronic ischemia.