844 resultados para Fractional Difference
Resumo:
MAP5, a microtubule-associated protein characteristic of differentiating neurons, was studied in the developing visual cortex and corpus callosum of the cat. In juvenile cortical tissue, during the first month after birth, MAP5 is present as a protein doublet of molecular weights of 320 and 300 kDa, defined as MAP5a and MAP5b, respectively. MAP5a is the phosphorylated form. MAP5a decreases two weeks after birth and is no longer detectable at the beginning of the second postnatal month; MAP5b also decreases after the second postnatal week but more slowly and it is still present in the adult. In the corpus callosum only MAP5a is present between birth and the end of the first postnatal month. Afterwards only MAP5b is present but decreases in concentration more than 3-fold towards adulthood. Our immunocytochemical studies show MAP5 in somata, dendrites and axonal processes of cortical neurons. In adult tissue it is very prominent in pyramidal cells of layer V. In the corpus callosum MAP5 is present in axons at all ages. There is strong evidence that MAP5a is located in axons while MAP5b seems restricted to somata and dendrites until P28, but is found in callosal axons from P39 onwards. Biochemical experiments indicate that the state of phosphorylation of MAP5 influences its association with structural components. After high speed centrifugation of early postnatal brain tissue, MAP5a remains with pellet fractions while most MAP5b is soluble. In conclusion, phosphorylation of MAP5 may regulate (1) its intracellular distribution within axons and dendrites, and (2) its ability to interact with other subcellular components.
Resumo:
Recientemente, ha aumentado mucho el interés por la aplicación de los modelos de memoria larga a variables económicas, sobre todo los modelos ARFIMA. Sin duda , el método más usado para la estimación de estos modelos en el ámbito del análisis económico es el propuesto por Geweke y Portero-Hudak (GPH) aun cuando en trabajos recientes se ha demostrado que, en ciertos casos, este estimador presenta un sesgo muy importante. De ahí que, se propone una extensión de este estimador a partir del modelo exponencial propuesto por Bloomfield, y que permite corregir este sesgo.A continuación, se analiza y compara el comportamiento de ambos estimadores en muestras no muy grandes y se comprueba como el estimador propuesto presenta un error cuadrático medio menor que el estimador GPH
Resumo:
Recientemente, ha aumentado mucho el interés por la aplicación de los modelos de memoria larga a variables económicas, sobre todo los modelos ARFIMA. Sin duda , el método más usado para la estimación de estos modelos en el ámbito del análisis económico es el propuesto por Geweke y Portero-Hudak (GPH) aun cuando en trabajos recientes se ha demostrado que, en ciertos casos, este estimador presenta un sesgo muy importante. De ahí que, se propone una extensión de este estimador a partir del modelo exponencial propuesto por Bloomfield, y que permite corregir este sesgo.A continuación, se analiza y compara el comportamiento de ambos estimadores en muestras no muy grandes y se comprueba como el estimador propuesto presenta un error cuadrático medio menor que el estimador GPH
Resumo:
A global existence and uniqueness result of the solution for multidimensional, time dependent, stochastic differential equations driven by a fractional Brownian motion with Hurst parameter H> is proved. It is shown, also, that the solution has finite moments. The result is based on a deterministic existence and uniqueness theorem whose proof uses a contraction principle and a priori estimates.
Resumo:
BACKGROUND: Hyperhomocysteinaemia has been identified as an independent cardiovascular risk factor and is found in more than 85% of patients on maintenance haemodialysis. Previous studies have shown that folic acid can lower circulating homocysteine in dialysis patients. We evaluated prospectively the effect of increasing the folic acid dosage from 1 to 6 mg per dialysis on plasma total homocysteine levels of haemodialysis patients with and without a history of occlusive vascular artery disease (OVD). METHODS: Thirty-nine stable patients on high-flux dialysis were studied. Their mean age was 63 +/-11 years and 17 (43%) had a history of OVD, either coronary and/or cerebral and/or peripheral occlusive disease. For several years prior to the study, the patients had received an oral post-dialysis multivitamin supplement including 1 mg of folic acid per dialysis. After baseline determinations, the folic acid dose was increased from 1 to 6 mg/dialysis for 3 months. RESULTS: After 3 months, plasma homocysteine had decreased significantly by approximately 23% from 31.1 +/- 12.7 to 24.5 +/- 9 micromol/l (P = 0.0005), while folic acid concentrations had increased from 6.5 +/- 2.5 to 14.4+/-2.5 microg/l (P < 0.0001). However, the decrease of homocysteine was quite different in patients with and in those without OVD. In patients with OVD, homocysteine decreased only marginally by approximately 2.5% (from 29.0 +/- 10.3 to 28.3 +/- 8.4 micromol/l, P = 0.74), whereas in patients without OVD there was a significant reduction of approximately 34% (from 32.7+/-14.4 to 21.6+/-8.6 micromol/l, P = 0.0008). Plasma homocysteine levels were reduced by > 15% in three patients (18%) in the group with OVD compared with 19 (86%) in the group without OVD (P = 0.001), and by > 30% in none of the patients (0%) in the former group compared with 13 (59%) in the latter (P = 0.001). CONCLUSIONS: These results indicate that the homocysteine-lowering effect of folic acid administration appears to be less effective in haemodialysis patients having occlusive vascular disease than in those without evidence of such disease.
Resumo:
We consider the asymptotic behaviour of the realized power variation of processes of the form ¿t0usdBHs, where BH is a fractional Brownian motion with Hurst parameter H E(0,1), and u is a process with finite q-variation, q<1/(1¿H). We establish the stable convergence of the corresponding fluctuations. These results provide new statistical tools to study and detect the long-memory effect and the Hurst parameter.
Resumo:
In this note we prove an existence and uniqueness result for the solution of multidimensional stochastic delay differential equations with normal reflection. The equations are driven by a fractional Brownian motion with Hurst parameter H > 1/2. The stochastic integral with respect to the fractional Brownian motion is a pathwise Riemann¿Stieltjes integral.