Minimum distance estimation of stationary and non-stationary ARFIMA processes

A new parametric minimum distance time-domain estimator for ARFIMA processes is introduced in this paper. The proposed estimator minimizes the sum of squared correlations of residuals obtained after filtering a series through ARFIMA parameters. The estimator iseasy to compute and is consistent and asymptotically normally distributed for fractionallyintegrated (FI) processes with an integration order d strictly greater than -0.75. Therefore, it can be applied to both stationary and non-stationary processes. Deterministic components are also allowed in the DGP. Furthermore, as a by-product, the estimation procedure provides an immediate check on the adequacy of the specified model. This is so because the criterion function, when evaluated at the estimated values, coincides with the Box-Pierce goodness of fit statistic. Empirical applications and Monte-Carlo simulations supporting the analytical results and showing the good performance of the estimator in finite samples are also provided.

Non-stationary job search when jobs are not forever: A structural estimation

This paper considers a job search model where the environment is notstationary along the unemployment spell and where jobs do not lastforever. Under this circumstance, reservation wages can be lower thanwithout separations, as in a stationary environment, but they can alsobe initially higher because of the non-stationarity of the model. Moreover,the time-dependence of reservation wages is stronger than with noseparations. The model is estimated structurally using Spanish data forthe period 1985-1996. The main finding is that, although the decrease inreservation wages is the main determinant of the change in the exit ratefrom unemployment for the first four months, later on the only effect comesfrom the job offer arrival rate, given that acceptance probabilities areroughly equal to one.

The stationary distribution of a continuously varying strategy in a class-structured population under mutation-selection-drift balance.

Many traits and/or strategies expressed by organisms are quantitative phenotypes. Because populations are of finite size and genomes are subject to mutations, these continuously varying phenotypes are under the joint pressure of mutation, natural selection and random genetic drift. This article derives the stationary distribution for such a phenotype under a mutation-selection-drift balance in a class-structured population allowing for demographically varying class sizes and/or changing environmental conditions. The salient feature of the stationary distribution is that it can be entirely characterized in terms of the average size of the gene pool and Hamilton's inclusive fitness effect. The exploration of the phenotypic space varies exponentially with the cumulative inclusive fitness effect over state space, which determines an adaptive landscape. The peaks of the landscapes are those phenotypes that are candidate evolutionary stable strategies and can be determined by standard phenotypic selection gradient methods (e.g. evolutionary game theory, kin selection theory, adaptive dynamics). The curvature of the stationary distribution provides a measure of the stability by convergence of candidate evolutionary stable strategies, and it is evaluated explicitly for two biological scenarios: first, a coordination game, which illustrates that, for a multipeaked adaptive landscape, stochastically stable strategies can be singled out by letting the size of the gene pool grow large; second, a sex-allocation game for diploids and haplo-diploids, which suggests that the equilibrium sex ratio follows a Beta distribution with parameters depending on the features of the genetic system.

Stationary states and phase diagram for a model of the Gunn effect under realistic boundary conditions

A general formulation of boundary conditions for semiconductor-metal contacts follows from a phenomenological procedure sketched here. The resulting boundary conditions, which incorporate only physically well-defined parameters, are used to study the classical unipolar drift-diffusion model for the Gunn effect. The analysis of its stationary solutions reveals the presence of bistability and hysteresis for a certain range of contact parameters. Several types of Gunn effect are predicted to occur in the model, when no stable stationary solution exists, depending on the value of the parameters of the injecting contact appearing in the boundary condition. In this way, the critical role played by contacts in the Gunn effect is clearly established.

Whole-exome sequencing identifies mutations in GPR179 leading to autosomal-recessive complete congenital stationary night blindness.

Congenital stationary night blindness (CSNB) is a heterogeneous retinal disorder characterized by visual impairment under low light conditions. This disorder is due to a signal transmission defect from rod photoreceptors to adjacent bipolar cells in the retina. Two forms can be distinguished clinically, complete CSNB (cCSNB) or incomplete CSNB; the two forms are distinguished on the basis of the affected signaling pathway. Mutations in NYX, GRM6, and TRPM1, expressed in the outer plexiform layer (OPL) lead to disruption of the ON-bipolar cell response and have been seen in patients with cCSNB. Whole-exome sequencing in cCSNB patients lacking mutations in the known genes led to the identification of a homozygous missense mutation (c.1807C>T [p.His603Tyr]) in one consanguineous autosomal-recessive cCSNB family and a homozygous frameshift mutation in GPR179 (c.278delC [p.Pro93Glnfs(∗)57]) in a simplex male cCSNB patient. Additional screening with Sanger sequencing of 40 patients identified three other cCSNB patients harboring additional allelic mutations in GPR179. Although, immunhistological studies revealed Gpr179 in the OPL in wild-type mouse retina, Gpr179 did not colocalize with specific ON-bipolar markers. Interestingly, Gpr179 was highly concentrated in horizontal cells and Müller cell endfeet. The involvement of these cells in cCSNB and the specific function of GPR179 remain to be elucidated.

Stationary states and phase diagram for a model of the Gunn effect under realistic boundary conditions

A general formulation of boundary conditions for semiconductor-metal contacts follows from a phenomenological procedure sketched here. The resulting boundary conditions, which incorporate only physically well-defined parameters, are used to study the classical unipolar drift-diffusion model for the Gunn effect. The analysis of its stationary solutions reveals the presence of bistability and hysteresis for a certain range of contact parameters. Several types of Gunn effect are predicted to occur in the model, when no stable stationary solution exists, depending on the value of the parameters of the injecting contact appearing in the boundary condition. In this way, the critical role played by contacts in the Gunn effect is clearly established.

Traveling waves and nonequilibrium stationary patterns in two-component reactive Langmuir monolayers

A simple kinetic model of a two-component phase-separating Langmuir monolayer with a chemical reaction is proposed. Its analysis and numerical simulations show that nonequilibrium periodic stationary structures and patterns of traveling stripes can spontaneously develop. The nonequilibrium phase diagram of this system is constructed and the properties of the patterns are discussed.

In vitro activity of gallium maltolate against Staphylococci in logarithmic, stationary, and biofilm growth phases: comparison of conventional and calorimetric susceptibility testing methods.

Ga(3+) is a semimetal element that competes for the iron-binding sites of transporters and enzymes. We investigated the activity of gallium maltolate (GaM), an organic gallium salt with high solubility, against laboratory and clinical strains of methicillin-susceptible Staphylococcus aureus (MSSA), methicillin-resistant S. aureus (MRSA), methicillin-susceptible Staphylococcus epidermidis (MSSE), and methicillin-resistant S. epidermidis (MRSE) in logarithmic or stationary phase and in biofilms. The MICs of GaM were higher for S. aureus (375 to 2000 microg/ml) than S. epidermidis (94 to 200 microg/ml). Minimal biofilm inhibitory concentrations were 3,000 to >or=6,000 microg/ml (S. aureus) and 94 to 3,000 microg/ml (S. epidermidis). In time-kill studies, GaM exhibited a slow and dose-dependent killing, with maximal action at 24 h against S. aureus of 1.9 log(10) CFU/ml (MSSA) and 3.3 log(10) CFU/ml (MRSA) at 3x MIC and 2.9 log(10) CFU/ml (MSSE) and 4.0 log(10) CFU/ml (MRSE) against S. epidermidis at 10x MIC. In calorimetric studies, growth-related heat production was inhibited by GaM at subinhibitory concentrations; and the minimal heat inhibition concentrations were 188 to 4,500 microg/ml (MSSA), 94 to 1,500 microg/ml (MRSA), and 94 to 375 microg/ml (MSSE and MRSE), which correlated well with the MICs. Thus, calorimetry was a fast, accurate, and simple method useful for investigation of antimicrobial activity at subinhibitory concentrations. In conclusion, GaM exhibited activity against staphylococci in different growth phases, including in stationary phase and biofilms, but high concentrations were required. These data support the potential topical use of GaM, including its use for the treatment of wound infections, MRSA decolonization, and coating of implants.

Diffusion in stationary flow from mesoscopic nonequilibrium thermodynamics

We analyze the diffusion of a Brownian particle in a fluid under stationary flow. By using the scheme of nonequilibrium thermodynamics in phase space, we obtain the Fokker-Planck equation that is compared with others derived from the kinetic theory and projector operator techniques. This equation exhibits violation of the fluctuation-dissipation theorem. By implementing the hydrodynamic regime described by the first moments of the nonequilibrium distribution, we find relaxation equations for the diffusion current and pressure tensor, allowing us to arrive at a complete description of the system in the inertial and diffusion regimes. The simplicity and generality of the method we propose makes it applicable to more complex situations, often encountered in problems of soft-condensed matter, in which not only one but more degrees of freedom are coupled to a nonequilibrium bath.

Effects of computing parameters and measurement locations on the estimation of 3D NPS in non-stationary MDCT images.

The goal of this study was to investigate the impact of computing parameters and the location of volumes of interest (VOI) on the calculation of 3D noise power spectrum (NPS) in order to determine an optimal set of computing parameters and propose a robust method for evaluating the noise properties of imaging systems. Noise stationarity in noise volumes acquired with a water phantom on a 128-MDCT and a 320-MDCT scanner were analyzed in the spatial domain in order to define locally stationary VOIs. The influence of the computing parameters in the 3D NPS measurement: the sampling distances bx,y,z and the VOI lengths Lx,y,z, the number of VOIs NVOI and the structured noise were investigated to minimize measurement errors. The effect of the VOI locations on the NPS was also investigated. Results showed that the noise (standard deviation) varies more in the r-direction (phantom radius) than z-direction plane. A 25 × 25 × 40 mm(3) VOI associated with DFOV = 200 mm (Lx,y,z = 64, bx,y = 0.391 mm with 512 × 512 matrix) and a first-order detrending method to reduce structured noise led to an accurate NPS estimation. NPS estimated from off centered small VOIs had a directional dependency contrary to NPS obtained from large VOIs located in the center of the volume or from small VOIs located on a concentric circle. This showed that the VOI size and location play a major role in the determination of NPS when images are not stationary. This study emphasizes the need for consistent measurement methods to assess and compare image quality in CT.