New aspects of the diagnosis of Helicobacter pylori infection

Aims: Helicobacter pylori infection, although the prevalence is declining in Western world, is still responsible for several clinically important diseases. None of the diagnostic tests is perfect and in this study, the performance of three stool antigen tests was assessed. In areas of high H. pylori prevalence, the definition of patients with the greatest benefit from eradication therapy may be a problem; the role of duodenal gastric metaplasia in categorizing patients at risk for duodenal ulcer was evaluated in this respect. Whether persistent chronic inflammation and elevated H. pylori antibodies after successful eradication are associated with each other or with atrophic gastritis, a long term sequelae of H. pylori infection, were also studied. Patients and methods: The three stool antigen tests were assessed in pre- and post-eradication settings among 364 subjects in two studies as compared to the rapid urease test (RUT), histology, culture, the 13C-urea breath test (UBT) and enzyme immunoassay (EIA) based H. pylori serology. The association between duodenal gastric metaplasia with duodenal ulcer was evaluated in a retrospective study including 1054 patients gastroscopied due to clinical indications and 154 patients previously operated for duodenal ulcer. The extent of duodenal gastric metaplasia was assessed from histological specimens in different patient groups formed on the basis of gastroscopy findings and H. pylori infection. Chronic gastric inflammation (108 patients) and H. pylori antibodies and serum markers for atrophy (77 patients) were assessed in patients earlier treated for H. pylori. Results: Of the stool antigen tests studied, the monoclonal antibody-based EIA-test showed the highest sensitivity and specificity both in the pre-treatment setting (96.9% and 95.9%) and after therapy (96.9% and 97.8%). The polyclonal stool antigen test and the in-office test had at baseline a sensitivity of 91% and 94%, and a specificity of 96% and 89%, respectively and in a post-treatment setting, a sensitivity of 78% and 91%, and a specificity of 97%, respectively. Duodenal gastric metaplasia was strongly associated with H. pylori positive duodenal ulcer (odds ratio 42). Although common still five years after eradication, persistent chronic gastric inflammation (21%) and elevated H. pylori antibodies (33%) were neither associated with each other nor with atrophic gastritis. Conclusions: Current H. pylori infection can feasibly be diagnosed by a monoclonal antibody-based EIA test with the accuracy comparable to that of reference methods. The performance of the polyclonal test as compared to the monoclonal test was inferior especially in the post-treatment setting. The in-office test had a low specificity for primary diagnosis and hence positive test results should probably be confirmed with another test before eradication therapy is prescribed. The presence of widespread duodenal gastric metaplasia showed promising results in detecting patients who should be treated for H. pylori due to an increased risk of duodenal ulcer. If serology is used later on in patients with earlier successfully treated for H. pylori, it should be taken into account that H. pylori antibodies may persist elevated for years for unknown reason. However, this phenomenon was not found to be associated with persistent chronic inflammation or atrophic changes.

Clinical Studies on Epidural and Spinal Postoperative Analgesia : With Special Reference to Continuous Techniques of Administration and Adjuvant Drugs

Continuous epidural analgesia (CEA) and continuous spinal postoperative analgesia (CSPA) provided by a mixture of local anaesthetic and opioid are widely used for postoperative pain relief. E.g., with the introduction of so-called microcatheters, CSPA found its way particularly in orthopaedic surgery. These techniques, however, may be associated with dose-dependent side-effects as hypotension, weakness in the legs, and nausea and vomiting. At times, they may fail to offer sufficient analgesia, e.g., because of a misplaced catheter. The correct position of an epidural catheter might be confirmed by the supposedly easy and reliable epidural stimulation test (EST). The aims of this thesis were to determine a) whether the efficacy, tolerability, and reliability of CEA might be improved by adding the α2-adrenergic agonists adrenaline and clonidine to CEA, and by the repeated use of EST during CEA; and, b) the feasibility of CSPA given through a microcatheter after vascular surgery. Studies I IV were double-blinded, randomized, and controlled trials; Study V was of a diagnostic, prospective nature. Patients underwent arterial bypass surgery of the legs (I, n=50; IV, n=46), total knee arthroplasty (II, n=70; III, n=72), and abdominal surgery or thoracotomy (V, n=30). Postoperative lumbar CEA consisted of regular mixtures of ropivacaine and fentanyl either without or with adrenaline (2 µg/ml (I) and 4 µg/ml (II)) and clonidine (2 µg/ml (III)). CSPA (IV) was given through a microcatheter (28G) and contained either ropivacaine (max. 2 mg/h) or a mixture of ropivacaine (max. 1 mg/h) and morphine (max. 8 µg/h). Epidural catheter tip position (V) was evaluated both by EST at the moment of catheter placement and several times during CEA, and by epidurography as reference diagnostic test. CEA and CSPA were administered for 24 or 48 h. Study parameters included pain scores assessed with a visual analogue scale, requirements of rescue pain medication, vital signs, and side-effects. Adrenaline (I and II) had no beneficial influence as regards the efficacy or tolerability of CEA. The total amounts of epidurally-infused drugs were even increased in the adrenaline group in Study II (p=0.02, RM ANOVA). Clonidine (III) augmented pain relief with lowered amounts of epidurally infused drugs (p=0.01, RM ANOVA) and reduced need for rescue oxycodone given i.m. (p=0.027, MW-U; median difference 3 mg (95% CI 0 7 mg)). Clonidine did not contribute to sedation and its influence on haemodynamics was minimal. CSPA (IV) provided satisfactory pain relief with only limited blockade of the legs (no inter-group differences). EST (V) was often related to technical problems and difficulties of interpretation, e.g., it failed to identify the four patients whose catheters were outside the spinal canal already at the time of catheter placement. As adjuvants to lumbar CEA, clonidine only slightly improved pain relief, while adrenaline did not provide any benefit. The role of EST applied at the time of epidural catheter placement or repeatedly during CEA remains open. The microcatheter CSPA technique appeared effective and reliable, but needs to be compared to routine CEA after peripheral arterial bypass surgery.

Helicobacter pylori: resistance and treatment results in Finland

Background: Helicobacter pylori infection is usually acquired in early childhood and is rarely resolved spontaneously. Eradication therapy is currently recommended virtually to all patients. While the first and second therapies are prescribed without knowing the antibiotic resistance of the bacteria, it is important to know the primary resistance in the population. Aim: This study evaluates the primary resistance of H. pylori among patients in primary health care throughout Finland, the efficacy of three eradication regimens, the symptomatic response to successful therapy, and the effect of smoking on gastric histology and humoral response in H. pylori-positive patients. Patients and methods: A total of 23 endoscopy referral centres located throughout Finland recruited 342 adult patients with positive rapid urease test results, who were referred to upper gastrointestinal endoscopy from primary health care. Gastric histology, H. pylori resistance and H. pylori serology were evaluated. The patients were randomized to receive a seven-day regimen, comprising 1) lansoprazole 30 mg b.d., amoxicillin 1 g b.d. and metronidazole 400 mg t.d. (LAM), 2) lansoprazole 30 mg b.d., amoxicillin 1 g b.d. and clarithromycin 500 mg b.d. (LAC) or 3) ranitidine bismuth citrate 400 mg b.d., metronidazole 400 mg t.d. and tetracycline 500 mg q.d. (RMT). The eradication results were assessed, using the 13C-urea breath test 4 weeks after therapy. The patients completed a symptom questionnaire before and a year after the therapy. Results: Primary resistance of H. pylori to metronidazole was 48% among women and 25% among men. In women, metronidazole resistance correlated with previous use of antibiotics for gynaecologic infections and alcohol consumption. Resistance rate to clarithromycin was only 2%. Intention-to-treat cure rates of LAM, LAC, and RMT were 78%, 91% and 81%. While in metronidazole-sensitive cases the cure rates with LAM, LAC and RMT were similar, in metronidazole resistance LAM and RMT were inferior to LAC (53%, 67% and 84%). Previous antibiotic therapies reduced the efficacy of LAC, to the level of RMT. Dyspeptic symptoms in the Gastrointestinal Symptoms Rating Scale (GSRS) were decreased by 30.5%. In logistic regression analysis, duodenal ulcer, gastric antral neutrophilic inflammation and age from 50 to 59 years independently predicted greater decrease in dyspeptic symptoms. In the gastric body, smokers had milder inflammation and less atrophy and in the antrum denser H. pylori load. Smokers also had lower IgG antibody titres against H. pylori and a smaller proportional decrease in antibodies after successful eradication. Smoking tripled the risk of duodenal ulcers. Conclusions: in Finland H. pylori resistance to clarithromycin is low, but metronidazole resistance among women is high making metronidazole-based therapies unfavourable. Thus, LAC is the best choice for first-line eradication therapy. The effect of eradication on dyspeptic symptoms was only modest. Smoking slows the progression of atrophy in the gastric body.

The scientific basis and development of a matrix metalloproteinase (MMP) -8 specific chair-side test for monitoring of periodontal health and disease from gingival crevicular fluid

Matrix metalloproteinase (MMP) -8, collagenase-2, is a key mediator of irreversible tissue destruction in chronic periodontitis and detectable in gingival crevicular fluid (GCF). MMP-8 mostly originates from neutrophil leukocytes, the first line of defence cells which exist abundantly in GCF, especially in inflammation. MMP-8 is capable of degrading almost all extra-cellular matrix and basement membrane components and is especially efficient against type I collagen. Thus the expression of MMP-8 in GCF could be valuable in monitoring the activity of periodontitis and possibly offers a diagnostic means to predict progression of periodontitis. In this study the value of MMP-8 detection from GCF in monitoring of periodontal health and disease was evaluated with special reference to its ability to differentiate periodontal health and different disease states of the periodontium and to recognise the progression of periodontitis, i.e. active sites. For chair-side detection of MMP-8 from the GCF or peri-implant sulcus fluid (PISF) samples, a dip-stick test based on immunochromatography involving two monoclonal antibodies was developed. The immunoassay for the detection of MMP-8 from GCF was found to be more suitable for monitoring of periodontitis than detection of GCF elastase concentration or activity. Periodontally healthy subjects and individuals suffering of gingivitis or of periodontitis could be differentiated by means of GCF MMP-8 levels and dipstick testing when the positive threshold value of the MMP-8 chair-side test was set at 1000 µg/l. MMP-8 dipstick test results from periodontally healthy and from subjects with gingivitis were mainly negative while periodontitis patients sites with deep pockets ( 5 mm) and which were bleeding on probing were most often test positive. Periodontitis patients GCF MMP-8 levels decreased with hygiene phase periodontal treatment (scaling and root planing, SRP) and even reduced during the three month maintenance phase. A decrease in GCF MMP-8 levels could be monitored with the MMP-8 test. Agreement between the test stick and the quantitative assay was very good (κ = 0.81) and the test provided a baseline sensitivity of 0.83 and specificity of 0.96. During the 12-month longitudinal maintenance phase, periodontitis patients progressing sites (sites with an increase in attachment loss ≥ 2 mm during the maintenance phase) had elevated GCF MMP-8 levels compared with stable sites. General mean MMP-8 concentrations in smokers (S) sites were lower than in non-smokers (NS) sites but in progressing S and NS sites concentrations were at an equal level. Sites with exceptionally and repeatedly elevated MMP-8 concentrations during the maintenance phase were clustered in smoking patients with poor response to SRP (refractory patients). These sites especially were identified by the MMP-8 test. Subgingival plaque samples from periodontitis patients deep periodontal pockets were examined by polymerase chain reaction (PCR) to find out if periodontal lesions may serve as a niche for Chlamydia pneumoniae. Findings were compared with the clinical periodontal parameters and GCF MMP-8 levels to determine the correlation with periodontal status. Traces of C. pneumoniae were identified from one periodontitis patient s pooled subgingival plaque sample by means of PCR. After periodontal treatment (SRP) the sample was negative for C. pneumoniae. Clinical parameters or biomarkers (MMP-8) of the patient with the positive C. pneumoniae finding did not differ from other study patients. In this study it was concluded that MMP-8 concentrations in GCF of sites from periodontally healthy individuals, subjects with gingivitis or with periodontitis are at different levels. The cut-off value of the developed MMP-8 test is at an optimal level to differentiate between these conditions and can possibly be utilised in identification of individuals at the risk of the transition of gingivitis to periodontitis. In periodontitis patients, repeatedly elevated GCF MMP-8 concentrations may indicate sites at risk of progression of periodontitis as well as patients with poor response to conventional periodontal treatment (SRP). This can be monitored by MMP-8 testing. Despite the lower mean GCF MMP-8 concentrations in smokers, a fraction of smokers sites expressed very high MMP-8 concentrations together with enhanced periodontal activity and could be identified with MMP-8 specific chair-side test. Deep periodontal lesions may be niches for non-periodontopathogenic micro-organisms with systemic effects like C. pneumoniae and possibly play a role in the transmission from one subject to another.

Methicillin-resistant Staphylococcus aureus in Finland: recent changes in the epidemiology, long-term facility aspects, and phenotypic and molecular detection of isolates

Staphylococcus aureus is one of the most important bacteria that cause disease in humans, and methicillin-resistant S. aureus (MRSA) has become the most commonly identified antibiotic-resistant pathogen in many parts of the world. MRSA rates have been stable for many years in the Nordic countries and the Netherlands with a low MRSA prevalence in Europe, but in the recent decades, MRSA rates have increased in those low-prevalence countries as well. MRSA has been established as a major hospital pathogen, but has also been found increasingly in long-term facilities (LTF) and in communities of persons with no connections to the health-care setting. In Finland, the annual number of MRSA isolates reported to the National Infectious Disease Register (NIDR) has constantly increased, especially outside the Helsinki metropolitan area. Molecular typing has revealed numerous outbreak strains of MRSA, some of which have previously been associated with community acquisition. In this work, data on MRSA cases notified to the NIDR and on MRSA strain types identified with pulsed-field gel electrophoresis (PFGE), multilocus sequence typing (MLST), and staphylococcal cassette chromosome mec (SCCmec) typing at the National Reference Laboratory (NRL) in Finland from 1997 to 2004 were analyzed. An increasing trend in MRSA incidence in Finland from 1997 to 2004 was shown. In addition, non-multi-drug resistant (NMDR) MRSA isolates, especially those resistant only to methicillin/oxacillin, showed an emerging trend. The predominant MRSA strains changed over time and place, but two internationally spread epidemic strains of MRSA, FIN-16 and FIN-21, were related to the increase detected most recently. Those strains were also one cause of the strikingly increasing invasive MRSA findings. The rise of MRSA strains with SCCmec types IV or V, possible community-acquired MRSA was also detected. With questionnaires, the diagnostic methods used for MRSA identification in Finnish microbiology laboratories and the number of MRSA screening specimens studied were reviewed. Surveys, which focused on the MRSA situation in long-term facilities in 2001 and on the background information of MRSA-positive persons in 2001-2003, were also carried out. The rates of MRSA and screening practices varied widely across geographic regions. Part of the NMDR MRSA strains could remain undetected in some laboratories because of insufficient diagnostic techniques used. The increasing proportion of elderly population carrying MRSA suggests that MRSA is an emerging problem in Finnish long-term facilities. Among the patients, 50% of the specimens were taken on a clinical basis, 43% on a screening basis after exposure to MRSA, 3% on a screening basis because of hospital contact abroad, and 4% for other reasons. In response to an outbreak of MRSA possessing a new genotype that occurred in a health care ward and in an associated nursing home of a small municipality in Northern Finland in autumn 2003, a point-prevalence survey was performed six months later. In the same study, the molecular epidemiology of MRSA and methicillin-sensitive S. aureus (MSSA) strains were also assessed, the results to the national strain collection compared, and the difficulties of MRSA screening with low-level oxacillin-resistant isolates encountered. The original MRSA outbreak in LTF, which consisted of isolates possessing a nationally new PFGE profile (FIN-22) and internationally rare MLST type (ST-27), was confined. Another previously unrecognized MRSA strain was found with additional screening, possibly indicating that current routine MRSA screening methods may be insufficiently sensitive for strains possessing low-level oxacillin resistance. Most of the MSSA strains found were genotypically related to the epidemic MRSA strains, but only a few of them had received the SCCmec element, and all those strains possessed the new SCCmec type V. In the second largest nursing home in Finland, the colonization of S. aureus and MRSA, and the role of screening sites along with broth enrichment culture on the sensitivity to detect S. aureus were studied. Combining the use of enrichment broth and perineal swabbing, in addition to nostrils and skin lesions swabbing, may be an alternative for throat swabs in the nursing home setting, especially when residents are uncooperative. Finally, in order to evaluate adequate phenotypic and genotypic methods needed for reliable laboratory diagnostics of MRSA, oxacillin disk diffusion and MIC tests to the cefoxitin disk diffusion method at both +35°C and +30°C, both with or without an addition of sodium chloride (NaCl) to the Müller Hinton test medium, and in-house PCR to two commercial molecular methods (the GenoType® MRSA test and the EVIGENETM MRSA Detection test) with different bacterial species in addition to S. aureus were compared. The cefoxitin disk diffusion method was superior to that of oxacillin disk diffusion and to the MIC tests in predicting mecA-mediated resistance in S. aureus when incubating at +35°C with or without the addition of NaCl to the test medium. Both the Geno Type® MRSA and EVIGENETM MRSA Detection tests are usable, accurate, cost-effective, and sufficiently fast methods for rapid MRSA confirmation from a pure culture.

Characterization of genomic diversity in extraintestinal pathogenic Escherichia coli (ExPEC) and development of a diagnostic DNA microarray for the differentiation of ExPEC isolates causing urinary tract infections

Extraintestinal pathogenic Escherichia coli (ExPEC) represent a diverse group of strains of E. coli, which infect extraintestinal sites, such as the urinary tract, the bloodstream, the meninges, the peritoneal cavity, and the lungs. Urinary tract infections (UTIs) caused by uropathogenic E. coli (UPEC), the major subgroup of ExPEC, are among the most prevalent microbial diseases world wide and a substantial burden for public health care systems. UTIs are responsible for serious morbidity and mortality in the elderly, in young children, and in immune-compromised and hospitalized patients. ExPEC strains are different, both from genetic and clinical perspectives, from commensal E. coli strains belonging to the normal intestinal flora and from intestinal pathogenic E. coli strains causing diarrhea. ExPEC strains are characterized by a broad range of alternate virulence factors, such as adhesins, toxins, and iron accumulation systems. Unlike diarrheagenic E. coli, whose distinctive virulence determinants evoke characteristic diarrheagenic symptoms and signs, ExPEC strains are exceedingly heterogeneous and are known to possess no specific virulence factors or a set of factors, which are obligatory for the infection of a certain extraintestinal site (e. g. the urinary tract). The ExPEC genomes are highly diverse mosaic structures in permanent flux. These strains have obtained a significant amount of DNA (predictably up to 25% of the genomes) through acquisition of foreign DNA from diverse related or non-related donor species by lateral transfer of mobile genetic elements, including pathogenicity islands (PAIs), plasmids, phages, transposons, and insertion elements. The ability of ExPEC strains to cause disease is mainly derived from this horizontally acquired gene pool; the extragenous DNA facilitates rapid adaptation of the pathogen to changing conditions and hence the extent of the spectrum of sites that can be infected. However, neither the amount of unique DNA in different ExPEC strains (or UPEC strains) nor the mechanisms lying behind the observed genomic mobility are known. Due to this extreme heterogeneity of the UPEC and ExPEC populations in general, the routine surveillance of ExPEC is exceedingly difficult. In this project, we presented a novel virulence gene algorithm (VGA) for the estimation of the extraintestinal virulence potential (VP, pathogenicity risk) of clinically relevant ExPECs and fecal E. coli isolates. The VGA was based on a DNA microarray specific for the ExPEC phenotype (ExPEC pathoarray). This array contained 77 DNA probes homologous with known (e.g. adhesion factors, iron accumulation systems, and toxins) and putative (e.g. genes predictably involved in adhesion, iron uptake, or in metabolic functions) ExPEC virulence determinants. In total, 25 of DNA probes homologous with known virulence factors and 36 of DNA probes representing putative extraintestinal virulence determinants were found at significantly higher frequency in virulent ExPEC isolates than in commensal E. coli strains. We showed that the ExPEC pathoarray and the VGA could be readily used for the differentiation of highly virulent ExPECs both from less virulent ExPEC clones and from commensal E. coli strains as well. Implementing the VGA in a group of unknown ExPECs (n=53) and fecal E. coli isolates (n=37), 83% of strains were correctly identified as extraintestinal virulent or commensal E. coli. Conversely, 15% of clinical ExPECs and 19% of fecal E. coli strains failed to raster into their respective pathogenic and non-pathogenic groups. Clinical data and virulence gene profiles of these strains warranted the estimated VPs; UPEC strains with atypically low risk-ratios were largely isolated from patients with certain medical history, including diabetes mellitus or catheterization, or from elderly patients. In addition, fecal E. coli strains with VPs characteristic for ExPEC were shown to represent the diagnostically important fraction of resident strains of the gut flora with a high potential of causing extraintestinal infections. Interestingly, a large fraction of DNA probes associated with the ExPEC phenotype corresponded to novel DNA sequences without any known function in UTIs and thus represented new genetic markers for the extraintestinal virulence. These DNA probes included unknown DNA sequences originating from the genomic subtractions of four clinical ExPEC isolates as well as from five novel cosmid sequences identified in the UPEC strains HE300 and JS299. The characterized cosmid sequences (pJS332, pJS448, pJS666, pJS700, and pJS706) revealed complex modular DNA structures with known and unknown DNA fragments arranged in a puzzle-like manner and integrated into the common E. coli genomic backbone. Furthermore, cosmid pJS332 of the UPEC strain HE300, which carried a chromosomal virulence gene cluster (iroBCDEN) encoding the salmochelin siderophore system, was shown to be part of a transmissible plasmid of Salmonella enterica. Taken together, the results of this project pointed towards the assumptions that first, (i) homologous recombination, even within coding genes, contributes to the observed mosaicism of ExPEC genomes and secondly, (ii) besides en block transfer of large DNA regions (e.g. chromosomal PAIs) also rearrangements of small DNA modules provide a means of genomic plasticity. The data presented in this project supplemented previous whole genome sequencing projects of E. coli and indicated that each E. coli genome displays a unique assemblage of individual mosaic structures, which enable these strains to successfully colonize and infect different anatomical sites.

Sentinel lymph node biopsy as a diagnostic tool in the treatment of breast cancer

The purpose of this study was to evaluate the use of sentinel node biopsy (SNB) in the axillary nodal staging in breast cancer. A special interest was in sentinel node (SN) visualization, intraoperative detection of SN metastases, the feasibility of SNB in patients with pure tubular carcinoma (PTC) and in those with ductal carcinoma in situ (DCIS) in core needle biopsy (CNB) and additionally in the detection of axillary recurrences after tumour negative SNB. Patients and methods. 1580 clinically stage T1-T2 node-negative breast cancer patients, who underwent lymphoscintigraphy (LS), SNB and breast surgery between June 2000 - 2004 at the Breast Surgery Unit. The CNB samples were obtained from women, who participated the biennial, population based mammography screening at the Mammography Screening Centre of Helsinki 2001 - 2004.In the follow- up, a cohort of 205 patients who avoided AC due to negative SNB findings were evaluated using ultrasonography one and three years after breast surgery. Results. The visualization rate of axillary SNs was not enhanced by adjusting radioisotope doses according to BMI. The sensitivity of the intraoperative diagnosis of SN metastases of invasive lobular carcinoma (ILC) was higher, 87%, with rapid, intraoperative immunohistochemistry (IHC) group compared to 66% without it. The prevalence of tumour positive SN findings was 27% in the 33 patients with breast tumours diagnosed as PTC. The median histological tumour size was similar in patients with or without axillary metastases. After the histopathological review, six out of 27 patients with true PTC had axillary metastases, with no significant change in the risk factors for axillary metastases. Of the 67 patients with DCIS in the preoperative percutaneous biopsy specimen , 30% had invasion in the surgical specimen. The strongest predictive factor for invasion was the visibility of the lesion in ultrasound. In the three year follow-up, axillary recurrence was found in only two (0.5%) of the total of 383 ultrasound examinations performed during the study, and only one of the 369 examinations revealed cancer. None of the ultrasound examinations were false positive, and no study participant was subjected to unnecessary surgery due to ultrasound monitoring. Conclusions. Adjusting the dose of the radioactive tracer according to patient BMI does not increase the visualization rate of SNs. The intraoperative diagnosis of SN metastases is enhanced by rapid IHC particularly in patients with ILC. SNB seems to be a feasible method for axillary staging of pure tubular carcinoma in patients with a low prevalence of axillary metatastases. SNB also appears to be a sensible method in patients undergoing mastectomy due to DCIS in CNB. It also seems useful in patients with lesions visible in breast US. During follow-up, routine monitoring of the ipsilateral axilla using US is not worthwhile among breast cancer patients who avoided AC due to negative SN findings.

Diagnostic Tests Based on Quantile Residuals for Nonlinear Time Series Models

This thesis studies quantile residuals and uses different methodologies to develop test statistics that are applicable in evaluating linear and nonlinear time series models based on continuous distributions. Models based on mixtures of distributions are of special interest because it turns out that for those models traditional residuals, often referred to as Pearson's residuals, are not appropriate. As such models have become more and more popular in practice, especially with financial time series data there is a need for reliable diagnostic tools that can be used to evaluate them. The aim of the thesis is to show how such diagnostic tools can be obtained and used in model evaluation. The quantile residuals considered here are defined in such a way that, when the model is correctly specified and its parameters are consistently estimated, they are approximately independent with standard normal distribution. All the tests derived in the thesis are pure significance type tests and are theoretically sound in that they properly take the uncertainty caused by parameter estimation into account. -- In Chapter 2 a general framework based on the likelihood function and smooth functions of univariate quantile residuals is derived that can be used to obtain misspecification tests for various purposes. Three easy-to-use tests aimed at detecting non-normality, autocorrelation, and conditional heteroscedasticity in quantile residuals are formulated. It also turns out that these tests can be interpreted as Lagrange Multiplier or score tests so that they are asymptotically optimal against local alternatives. Chapter 3 extends the concept of quantile residuals to multivariate models. The framework of Chapter 2 is generalized and tests aimed at detecting non-normality, serial correlation, and conditional heteroscedasticity in multivariate quantile residuals are derived based on it. Score test interpretations are obtained for the serial correlation and conditional heteroscedasticity tests and in a rather restricted special case for the normality test. In Chapter 4 the tests are constructed using the empirical distribution function of quantile residuals. So-called Khmaladze s martingale transformation is applied in order to eliminate the uncertainty caused by parameter estimation. Various test statistics are considered so that critical bounds for histogram type plots as well as Quantile-Quantile and Probability-Probability type plots of quantile residuals are obtained. Chapters 2, 3, and 4 contain simulations and empirical examples which illustrate the finite sample size and power properties of the derived tests and also how the tests and related graphical tools based on residuals are applied in practice.