Maximum likelihood estimation of higher-order integer-valued autoregressive processes

In this article, we extend the earlier work of Freeland and McCabe [Journal of time Series Analysis (2004) Vol. 25, pp. 701–722] and develop a general framework for maximum likelihood (ML) analysis of higher-order integer-valued autoregressive processes. Our exposition includes the case where the innovation sequence has a Poisson distribution and the thinning is binomial. A recursive representation of the transition probability of the model is proposed. Based on this transition probability, we derive expressions for the score function and the Fisher information matrix, which form the basis for ML estimation and inference. Similar to the results in Freeland and McCabe (2004), we show that the score function and the Fisher information matrix can be neatly represented as conditional expectations. Using the INAR(2) speci?cation with binomial thinning and Poisson innovations, we examine both the asymptotic e?ciency and ?nite sample properties of the ML estimator in relation to the widely used conditional least
squares (CLS) and Yule–Walker (YW) estimators. We conclude that, if the Poisson assumption can be justi?ed, there are substantial gains to be had from using ML especially when the thinning parameters are large.

Panel unit root tests in the presence of cross-sectional dependence: finite sample performance and an application

This paper examines the finite sample properties of three testing regimes for the null hypothesis of a panel unit root against stationary alternatives in the presence of cross-sectional correlation. The regimes of Bai and Ng (2004), Moon and Perron (2004) and Pesaran (2007) are assessed in the presence of multiple factors and also other non-standard situations. The behaviour of some information criteria used to determine the number of factors in a panel is examined and new information criteria with improved properties in small-N panels proposed. An application to the efficient markets hypothesis is also provided. The null hypothesis of a panel random walk is not rejected by any of the tests, supporting the efficient markets hypothesis in the financial services sector of the Australian Stock Exchange.

Maximum likelihood estimation of higher-order integer-valued autoregressive processes

Corrigendum Vol. 30, Issue 2, 259, Article first published online: 15 MAR 2009 to correct the order of authors names: Bu R., K. Hadri, and B. McCabe.

Modal Representation of the Resonant Body within a Finite Difference Framework for Simulation of String Instruments

This paper investigates numerical simulation of a string coupled
transversely to a resonant body. Starting from a complete nite
difference formulation, a second model is derived in which the
body is represented in modal form. The main advantage of this hybrid form is that the body model is scalable, i.e. the computational
complexity can be adjusted to the available processing power. Numerical results are calculated and discussed for simplied models
in the form of string-string coupling and string-plate coupling.

Evaluation of cement stresses in finite element analyses of cemented orthopaedic implants

Stress analysis of the cement fixation of orthopaedic implants to bone is frequently? carried out using finite element analysis. However, the stress distribution in the cement laver is usually intricate, and it is difficult to report it in a way that facilitates comparison of implants for pre-clinical testing. To study this problem, and make recommendations for stress reporting, a finite element analysis of a hip prosthesis implanted into a synthetic composite femur is developed. Three cases are analyzed: a fully bonded implant, a debonded implant, and a debonded implant where the cement is removed distal to the stein tip. In addition to peak stresses, and contour and vector plots, a stressed volume and probability-of-failure analysis is reported. It is predicted that the peak stress is highest for the debonded stem, and that removal of the distal cement more than halves this peak stress. This would suggest that omission of the distal cement is good for polished prostheses (as practiced for the Exeter design). However; if the percentage of cement stressed above a certain threshold (say 3 MPa) is considered, then the removal of distal cement is shown to be disadvantageous because a higher volume of cement is stressed to above the threshold. Vector plots clearly demonstrate the different load transfer for bonded and debonded prostheses: A bonded stein generates maximum tensile stresses in the longitudinal direction, whereas a debonded stem generates most tensile stresses in the hoop direction, except near the tip where tensile longitudinal stresses occur due to subsidence of the stein. Removal of the cement distal to the tip allows greater subsidence but alleviates these large stresses at the tip, albeit at the expense of increased hoop stresses throughout the mantle. It is concluded that a thorough analysis of cemented implants should not report peak stress, which can be misleading, but rather stressed volume, and that vector plots should be reported if a precise analysis of the load transfer mechanism is required.

Decay of Cystalline Order and Equilibration during the Solid-to-Plasma Transition Induced by 20-fs Microfocused 92-eV Free-Electron-Laser Pulses

We have studied a solid-to-plasma transition by irradiating Al foils with the FLASH free electron laser at intensities up to 10(16) W/cm(2). Intense XUV self-emission shows spectral features that are consistent with emission from regions of high density, which go beyond single inner-shell photoionization of solids. Characteristic features of intrashell transitions allowed us to identify Auger heating of the electrons in the conduction band occurring immediately after the absorption of the XUV laser energy as the dominant mechanism. A simple model of a multicharge state inverse Auger effect is proposed to explain the target emission when the conduction band at solid density becomes more atomiclike as energy is transferred from the electrons to the ions. This allows one to determine, independent of plasma simulations, the electron temperature and density just after the decay of crystalline order and to characterize the early time evolution.

Physicochemical and drug diffusion analysis of rifampicin containing polyethylene glycol-poly(epsilon-caprolactone) networks designed for medical device applications

This study reports the physicochemical and drug diffusion properties of rifampicin containing poly(epsilon-caprolactone) (PCL)/polyethylene glycol (PEG) networks, designed as bioactive biomaterials. Uniquely, the effects of the states of both rifampicin and PEG and the interplay between these components on these properties are described. PCL matrices containing rifampicin (1-5%, w/w) and PEG 200 (0-15%, w/w) were prepared by casting from an organic solvent (dichloromethane). The films were subsequently characterized in terms of their thermal/thermorheological, surface and tensile properties, biodegradation and drug diffusion/release properties. Incorporation of PEG and/or rifampicin significantly affected the tensile and surface properties of PCL, lowering the ultimate tensile strength, % elongation at break, Young modulus and storage and loss moduli. Both in the absence and presence of PEG, solubilisation of rifampicin within the crystalline domains of PCL was observed. PEG was present as a dispersed liquid phase. The release of rifampicin (3% loading) was unaffected by the presence of PEG. Similarly the release of rifampicin (5%) was unaffected by low concentrations of PEG (5-10%) however, at higher loadings, the release rate of rifampicin was enhanced by the presence of PEG. Rifampicin release (10% loading) was enhanced by the presence of PEG in a concentration dependent fashion. These observations were accredited to enhanced porosity of the matrix. In all cases, diffusion-controlled release of rifampicin occurred which was unaffected by polymer degradation. This study has uniquely illustrated the effect of hydrophilic pore formers on the physicochemical properties of PCL. Interestingly, enhanced diffusion controlled release was only observed from biomaterials containing high loadings of PEG and rifampicin (5, 10%), concentrations that were shown to affect the mechanical properties of the biomaterials. Care should therefore be shown when adopting this strategy to enhance release of bioactive agents from biomaterials. (C) 2011 Elsevier B.V. All rights reserved.

The role of higher-order chromatin structure in the yield and distribution of DNA double-strand breaks in cells irradiated with X-rays or alpha-particles

Purpose: To determine whether the non-random distributions of DNA double-strand breaks in cells observed after alpha-particle irradiation are related to the higher-order structure of the chromatin within the nucleus.

Nonlinear Field Line Random Walk and Generalized Compound Diffusion of Charged Particles

A new nonlinear theory for the perpendicular transport of charged particles is presented. This approach is based on an improved nonlinear treatment of field line random walk in combination with a generalized compound diffusion model. The generalized compound diffusion model is much more systematic and reliable, in comparison to previous theories. Furthermore, the new theory shows remarkably good agreement with test-particle simulations and heliospheric observations.