Non- parametric specification tests for conditional duration models

This paper deals with the estimation and testing of conditional duration models by looking at the density and baseline hazard rate functions. More precisely, we foeus on the distance between the parametric density (or hazard rate) function implied by the duration process and its non-parametric estimate. Asymptotic justification is derived using the functional delta method for fixed and gamma kernels, whereas finite sample properties are investigated through Monte Carlo simulations. Finally, we show the practical usefulness of such testing procedures by carrying out an empirical assessment of whether autoregressive conditional duration models are appropriate to oIs for modelling price durations of stocks traded at the New York Stock Exchange.

Nonparametric specification tests for conditional duration models

This paper deals with the testing of autoregressive conditional duration (ACD) models by gauging the distance between the parametric density and hazard rate functions implied by the duration process and their non-parametric estimates. We derive the asymptotic justification using the functional delta method for fixed and gamma kernels, and then investigate the finite-sample properties through Monte Carlo simulations. Although our tests display some size distortion, bootstrapping suffices to correct the size without compromising their excellent power. We show the practical usefulness of such testing procedures for the estimation of intraday volatility patterns.

A new ambiguity acceptance test threshold determination method with controllable failure rate

The ambiguity acceptance test is an important quality control procedure in high precision GNSS data processing. Although the ambiguity acceptance test methods have been extensively investigated, its threshold determine method is still not well understood. Currently, the threshold is determined with the empirical approach or the fixed failure rate (FF-) approach. The empirical approach is simple but lacking in theoretical basis, while the FF-approach is theoretical rigorous but computationally demanding. Hence, the key of the threshold determination problem is how to efficiently determine the threshold in a reasonable way. In this study, a new threshold determination method named threshold function method is proposed to reduce the complexity of the FF-approach. The threshold function method simplifies the FF-approach by a modeling procedure and an approximation procedure. The modeling procedure uses a rational function model to describe the relationship between the FF-difference test threshold and the integer least-squares (ILS) success rate. The approximation procedure replaces the ILS success rate with the easy-to-calculate integer bootstrapping (IB) success rate. Corresponding modeling error and approximation error are analysed with simulation data to avoid nuisance biases and unrealistic stochastic model impact. The results indicate the proposed method can greatly simplify the FF-approach without introducing significant modeling error. The threshold function method makes the fixed failure rate threshold determination method feasible for real-time applications.

A novel ambiguity acceptance test threshold determination method with controllable failure rate

Ambiguity validation as an important procedure of integer ambiguity resolution is to test the correctness of the fixed integer ambiguity of phase measurements before being used for positioning computation. Most existing investigations on ambiguity validation focus on test statistic. How to determine the threshold more reasonably is less understood, although it is one of the most important topics in ambiguity validation. Currently, there are two threshold determination methods in the ambiguity validation procedure: the empirical approach and the fixed failure rate (FF-) approach. The empirical approach is simple but lacks of theoretical basis. The fixed failure rate approach has a rigorous probability theory basis, but it employs a more complicated procedure. This paper focuses on how to determine the threshold easily and reasonably. Both FF-ratio test and FF-difference test are investigated in this research and the extensive simulation results show that the FF-difference test can achieve comparable or even better performance than the well-known FF-ratio test. Another benefit of adopting the FF-difference test is that its threshold can be expressed as a function of integer least-squares (ILS) success rate with specified failure rate tolerance. Thus, a new threshold determination method named threshold function for the FF-difference test is proposed. The threshold function method preserves the fixed failure rate characteristic and is also easy-to-apply. The performance of the threshold function is validated with simulated data. The validation results show that with the threshold function method, the impact of the modelling error on the failure rate is less than 0.08%. Overall, the threshold function for the FF-difference test is a very promising threshold validation method and it makes the FF-approach applicable for the real-time GNSS positioning applications.

A method for estimating the rate of shedding of tags from yellowfin tuna

ENGLISH: The present paper describes a new method for estimating the shedding rate of tags. The method utilizes not only data on tagging and recovery of fish marked with two tags but also data from those marked with one. One important advantage of the new technique is that the estimates of the shedding rates are free from distortion caused by variations in fishing intensity during the total recovery period. The idea of this method appears to be implicit in a short note by Gulland (1963). This technique has been applied to the data obtained by the Inter-American Tropical Tuna Commission in a tagging cruise off the west coast of southern Baja California, during June 1963, at which time both single and double-tagged yellowfin tuna were released. Details of the tagging procedure and equipment have been described by Fink (1965b). The results presented in the present paper are for yellowfin tuna tagged with dart tags. Estimates of shedding should be made separately for each species investigated and also for each type of tag used, since these rates may be variable and often unexpectedly high (Springer and McErlean 1961, Chadwick 1963). SPANISH: El presente estudio describe un nuevo método para estimar las tasas del desprendimiento de marcas. El método emplea no solamente los datos sobre la marcación y recobro de peces marcados con dos marcas, pero también datos de los peces marcados con una marca. Una ventaja importante de la nueva técnica, es que las estimaciones de las tasas de desprendimiento son libres de alteración, causada por las variaciones en la intensidad de pesca durante el período total de recobro. La idea de este método parece ser implícita en un breve apunte por Gulland (1963). Esta técnica se ha aplicado a los datos obtenidos por la Comisión Interamericana del Atún Tropical, en un crucero de marcación efectuado frente a la costa occidental al sur de Baja California, en junio de 1963, tiempo en el cual fueron liberados atunes aleta amarilla marcados tanto con una como con dos marcas. Los detalles del procedimiento de la marcación y del equipo usado han sido descritos por Fink (1965b). Los resultados presentados en este estudio, pertenecen al atún aleta amarilla marcado con marcas de dardo. Las estimaciones del desprendimiento deben efectuarse separadamente para cada especie que ha sido investigada y también para cada tipo de marca usado, ya que estas tasas pueden ser vaiables, y a menudo inesperadamente altas (Springer y McErlean 1961, Chadwick 1963). (PDF contains 20 pages.)

Role of Delta Np63 gamma in Epithelial to Mesenchymal Transition

Although members of the p63 family of transcription factors are known for their role in the development and differentiation of epithelial surfaces, their function in cancer is less clear. Here, we show that depletion of the Delta Np63 alpha and beta isoforms, leaving only Delta Np63 gamma, results in epithelial to mesenchymal transition (EMT) in the normal breast cell line MCF10A. EMT can be rescued by the expression of the Delta Np63 alpha isoform. We also show that Delta Np63 gamma expressed in a background where all the other Delta Np63 are knocked down causes EMT with an increase in TGF beta-1, -2, and -3 and downstream effectors Smads2/3/4. In addition, a p63 binding site in intron 1 of TGF beta was identified. Inhibition of the TGF beta response with a specific inhibitor results in reversion of EMT in Delta Np63 alpha- and beta-depleted cells. In summary, we show that p63 is involved in inhibiting EMT and reduction of certain p63 isoforms may be important in the development of epithelial cancers.

A functional proteomic method for the enrichment of peripheral membrane proteins reveals the collagen binding protein Hsp47 is exposed on the surface of activated human platelets

Platelets are small blood cells vital for hemostasis. Following vascular damage, platelets adhere to collagens and activate, forming a thrombus that plugs the wound and prevents blood loss. Stimulation of the platelet collagen receptor glycoprotein VI (GPVI) allows recruitment of proteins to receptor-proximal signaling complexes on the inner-leaflet of the plasma membrane. These proteins are often present at low concentrations; therefore, signaling-complex characterization using mass spectrometry is limited due to high sample complexity. We describe a method that facilitates detection of signaling proteins concentrated on membranes. Peripheral membrane proteins (reversibly associated with membranes) were eluted from human platelets with alkaline sodium carbonate. Liquid-phase isoelectric focusing and gel electrophoresis were used to identify proteins that changed in levels on membranes from GPVI-stimulated platelets. Immunoblot analysis verified protein recruitment to platelet membranes and subsequent protein phosphorylation was preserved. Hsp47, a collagen binding protein, was among the proteins identified and found to be exposed on the surface of GPVI-activated platelets. Inhibition of Hsp47 abolished platelet aggregation in response to collagen, while only partially reducing aggregation in response to other platelet agonists. We propose that Hsp47 may therefore play a role in hemostasis and thrombosis.

A laboratory incubation method for determining the rate of microbiological degradation of skeletal muscle tissue in soil

A controlled laboratory experiment is described, in principle and practice, which can be used for the of determination the rate of tissue decomposition in soil. By way of example, an experiment was conducted to determine the effect of temperature (12°C, 22°C) on the aerobic decomposition of skeletal muscle tissue (Organic Texel × Suffolk lamb (Ovis aries)) in a sandy loam soil. Measurements of decomposition processes included muscle tissue mass loss, microbial CO2 respiration, and muscle tissue carbon (C) and nitrogen (N). Muscle tissue mass loss at 22°C always was greater than at 12°C (p < 0.001). Microbial respiration was greater in samples incubated at 22°C for the initial 21 days of burial (p < 0.01). All buried muscle tissue samples demonstrated changes in C and N content at the end of the experiment. A significant correlation (p < 0.001) was demonstrated between the loss of muscle tissue-derived C (C1) and microbially-respired C (Cm) demonstrating CO2 respiration may be used to predict mass loss and hence biodegradation. In this experiment Q10 (12°C - 22°C) = 2.0. This method is recommended as a useful tool in determining the effect of environmental variables on the rate of decomposition of various tissues and associated materials.

Atlantic Salmon (Salmo salar L.) as a Marine Functional Source of Gamma-Tocopherol

Gamma tocopherol (gT) exhibits beneficial cardiovascular effects partly due to its anti-inflammatory activity. Important sources of gT are vegetable oils. However, little is known to what extent gT can be transferred into marine animal species such as Atlantic salmon by feeding. Therefore, in this study we have investigated the transfer of dietary gT into salmon. To this end, fish were fed a diet supplemented with 170 ppm gT for 16 weeks whereby alpha tocopherol levels were adjusted to 190 ppm in this and the control diet. Feeding gT-rich diets resulted in a three-fold increase in gT concentrations in the liver and fillet compared to non-gT-supplemented controls. Tissue alpha tocopherol levels were not decreased indicating no antagonistic interaction between gamma- and alpha tocopherol in salmon. The concentration of total omega 3 fatty acids slightly increased in response to dietary gT. Furthermore, dietary gT significantly decreased malondialdehyde in the fillet, determined as a biomarker of lipid peroxidation. In the liver of gT fed salmon we observed an overall down-regulation of genes involved in lipid homeostasis. Additionally, gT improved the antioxidant capacity by up-regulating Gpx4a gene expression in the pyloric caeca. We suggest that Atlantic salmon may provide a marine functional source capable of enriching gT for human consumption.

Human V delta 2+ gamma delta T-cell tolerance to foreign antigens of Toxoplasma gondii.

Little is known about the mechanisms involved in human gammadelta T-cell tolerance to self or to foreign antigens. Patients with congenital toxoplasmosis offer a unique opportunity to examine Vdelta2+ gammadelta T-cell tolerance. Analysis of gammadelta T cells in patients with congenital toxoplasmosis revealed evidence for anergy of these cells with or without clonal Vdelta2+ gammadelta T-cell expansion in the acute phase of the Toxoplasma infection. T cells in general were unresponsive and did not proliferate upon exposure to mitogens or to Toxoplasma lysate antigens or in response to live Toxoplasma-infected cells when the congenitally infected infants were 1 month of age, and they exhibited selective anergy to Toxoplasma lysate antigens and live Toxoplasma-infected cells when the infants were aged 5 months. During the chronic phase of congenital toxoplasmosis in the patients who were more than I year of age, the repertoires of the gammadelta T-cell receptors were found to be within normal ranges. In addition, in the chronic phase, the gammadelta T cells proliferated and secreted gamma-interferon in response to exposure to live Toxoplasmia-infected cells. By contrast, alphabeta T cells remained anergic. Vdelta2+ gammadelta T cells have been considered to undergo extrathymic maturation and thus to be subject to development of peripheral tolerance. Our findings indicate that Vdelta2+ gammadelta T-cell tolerance was lost in these infected infants earlier than alphabeta T-cell tolerance. These findings suggest that gammadelta T cells play a role in protection against Toxoplasma gondii in the chronic phase when congenitally infected children are more than 1 year of age, especially in those in whom alphabeta T cells continue to exhibit deficits in specific immune responses to Toxoplasma antigens.