Strong Consistency of the Conditional Least Squares Estimator for a Nonstationary Process. Example of the Garch Model

2000 Mathematics Subject Classification: Primary: 62M10, 62J02, 62F12, 62M05, 62P05, 62P10; secondary: 60G46, 60F15.

Short run and long run causality in time series: Inference

We propose methods for testing hypotheses of non-causality at various horizons, as defined in Dufour and Renault (1998, Econometrica). We study in detail the case of VAR models and we propose linear methods based on running vector autoregressions at different horizons. While the hypotheses considered are nonlinear, the proposed methods only require linear regression techniques as well as standard Gaussian asymptotic distributional theory. Bootstrap procedures are also considered. For the case of integrated processes, we propose extended regression methods that avoid nonstandard asymptotics. The methods are applied to a VAR model of the U.S. economy.

A Nonstationary Space-Time Gaussian Process Model for Partially Converged Simulations

In the context of expensive numerical experiments, a promising solution for alleviating the computational costs consists of using partially converged simulations instead of exact solutions. The gain in computational time is at the price of precision in the response. This work addresses the issue of fitting a Gaussian process model to partially converged simulation data for further use in prediction. The main challenge consists of the adequate approximation of the error due to partial convergence, which is correlated in both design variables and time directions. Here, we propose fitting a Gaussian process in the joint space of design parameters and computational time. The model is constructed by building a nonstationary covariance kernel that reflects accurately the actual structure of the error. Practical solutions are proposed for solving parameter estimation issues associated with the proposed model. The method is applied to a computational fluid dynamics test case and shows significant improvement in prediction compared to a classical kriging model.

Estimating United States Phillips Curves With Expectations Consistent With The Statistical Process Of Inflation

‘Modern’ Phillips curve theories predict inflation is an integrated, or near integrated, process. However, inflation appears bounded above and below in developed economies and so cannot be ‘truly’ integrated and more likely stationary around a shifting mean. If agents believe inflation is integrated as in the ‘modern’ theories then they are making systematic errors concerning the statistical process of inflation. An alternative theory of the Phillips curve is developed that is consistent with the ‘true’ statistical process of inflation. It is demonstrated that United States inflation data is consistent with the alternative theory but not with the existing ‘modern’ theories.

Markovian Processes, Two-Sided Autoregressions and Finite-Sample Inference for Stationary and Nonstationary Autoregressive Processes.

In this paper, we develop finite-sample inference procedures for stationary and nonstationary autoregressive (AR) models. The method is based on special properties of Markov processes and a split-sample technique. The results on Markovian processes (intercalary independence and truncation) only require the existence of conditional densities. They are proved for possibly nonstationary and/or non-Gaussian multivariate Markov processes. In the context of a linear regression model with AR(1) errors, we show how these results can be used to simplify the distributional properties of the model by conditioning a subset of the data on the remaining observations. This transformation leads to a new model which has the form of a two-sided autoregression to which standard classical linear regression inference techniques can be applied. We show how to derive tests and confidence sets for the mean and/or autoregressive parameters of the model. We also develop a test on the order of an autoregression. We show that a combination of subsample-based inferences can improve the performance of the procedure. An application to U.S. domestic investment data illustrates the method.

Nonstationary feature extraction techniques for automatic classification of impact acoustic signals

Condition monitoring of wooden railway sleepers applications are generallycarried out by visual inspection and if necessary some impact acoustic examination iscarried out intuitively by skilled personnel. In this work, a pattern recognition solutionhas been proposed to automate the process for the achievement of robust results. Thestudy presents a comparison of several pattern recognition techniques together withvarious nonstationary feature extraction techniques for classification of impactacoustic emissions. Pattern classifiers such as multilayer perceptron, learning cectorquantization and gaussian mixture models, are combined with nonstationary featureextraction techniques such as Short Time Fourier Transform, Continuous WaveletTransform, Discrete Wavelet Transform and Wigner-Ville Distribution. Due to thepresence of several different feature extraction and classification technqies, datafusion has been investigated. Data fusion in the current case has mainly beeninvestigated on two levels, feature level and classifier level respectively. Fusion at thefeature level demonstrated best results with an overall accuracy of 82% whencompared to the human operator.

Estimation of evolutionary distances under stationary and nonstationary models of nucleotide substitution

Estimation of evolutionary distances has always been a major issue in the study of molecular evolution because evolutionary distances are required for estimating the rate of evolution in a gene, the divergence dates between genes or organisms, and the relationships among genes or organisms. Other closely related issues are the estimation of the pattern of nucleotide substitution, the estimation of the degree of rate variation among sites in a DNA sequence, and statistical testing of the molecular clock hypothesis. Mathematical treatments of these problems are considerably simplified by the assumption of a stationary process in which the nucleotide compositions of the sequences under study have remained approximately constant over time, and there now exist fairly extensive studies of stationary models of nucleotide substitution, although some problems remain to be solved. Nonstationary models are much more complex, but significant progress has been recently made by the development of the paralinear and LogDet distances. This paper reviews recent studies on the above issues and reports results on correcting the estimation bias of evolutionary distances, the estimation of the pattern of nucleotide substitution, and the estimation of rate variation among the sites in a sequence.

A Generalized Quasi-Likelihood Estimator for Nonstationary Stochastic Processes−Asymptotic Properties and Examples

2010 Mathematics Subject Classification: 62F12, 62M05, 62M09, 62M10, 60G42.

[meanings Of The Sickening Process For Patients With Systemic Lupus Erythematosus: A Review Of The Literature.]

Systemic lupus erythematosus is an autoimmune disease that causes many psychological repercussions that have been studied through qualitative research. These are considered relevant, since they reveal the amplitude experienced by patients. Given this importance, this study aims to map the qualitative production in this theme, derived from studies of experiences of adult patients of both genders and that had used as a tool a semi-structured interview and/or field observations, and had made use of a sampling by a saturation criterion to determine the number of participants in each study. The survey was conducted in Pubmed, Lilacs, Psycinfo e Cochrane databases, searching productions in English and Portuguese idioms published between January 2005 and June 2012. The 19 revised papers that have dealt with patients in the acute phase of the disease showed themes that were categorized into eight topics that contemplated the experienced process at various stages, from the onset of the disease, extending through the knowledge of the diagnosis and the understanding of the manifestations of the disease, drug treatment and general care, evolution and prognosis. The collected papers also point to the difficulty of understanding, of the patients, on what consists the remission phase, revealing also that this is a clinical stage underexplored by psychological studies.

[in Process Citation].

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O aluno com deficiência visual nas aulas de educação física : análise do processo inclusivo = The student with visual impairments : analysis of inclusive process

Universidade Estadual de Campinas . Faculdade de Educação Física

Hegemonia e contra-hegemonia na construção de políticas de esporte e lazer : a experiência do Consórcio Brasília = Hegemony and counter-hegemony in the process of sport and leisure policy-making : the experience of the Consortium Brasilia

Universidade Estadual de Campinas . Faculdade de Educação Física

Effects of the condylar process fracture on facial symmetry in rats submitted to protein undernutrition

PURPOSE: To investigate the facial symmetry of rats submitted to experimental mandibular condyle fracture and with protein undernutrition (8% of protein) by means of cephalometric measurements. METHODS: Forty-five adult Wistar rats were distributed in three groups: fracture group, submitted to condylar fracture with no changes in diet; undernourished fracture group, submitted to hypoproteic diet and condylar fracture; undernourished group, kept until the end of experiment, without condylar fracture. Displaced fractures of the right condyle were induced under general anesthesia. The specimens were submitted to axial radiographic incidence, and cephalometric mensurations were made using a computer system. The values obtained were subjected to statistical analyses among the groups and between the sides in each group. RESULTS: There was significative decrease of the values of serum proteins and albumin in the undernourished fracture group. There was deviation of the median line of the mandible relative to the median line of the maxilla, significative to undernutrition fracture group, as well as asymmetry of the maxilla and mandible, in special in the final period of experiment. CONCLUSION: The mandibular condyle fracture in rats with proteic undernutrition induced an asymmetry of the mandible, also leading to consequences in the maxilla.

Influence of specimens' design and manufacturing process on microtensile bond strength to enamel: laboratory and FEA comparison

This study evaluated the effect of specimens' design and manufacturing process on microtensile bond strength, internal stress distributions (Finite Element Analysis - FEA) and specimens' integrity by means of Scanning Electron Microscopy (SEM) and Laser Scanning Confocal Microscopy (LCM). Excite was applied to flat enamel surface and a resin composite build-ups were made incrementally with 1-mm increments of Tetric Ceram. Teeth were cut using a diamond disc or a diamond wire, obtaining 0.8 mm² stick-shaped specimens, or were shaped with a Micro Specimen Former, obtaining dumbbell-shaped specimens (n = 10). Samples were randomly selected for SEM and LCM analysis. Remaining samples underwent microtensile test, and results were analyzed with ANOVA and Tukey test. FEA dumbbell-shaped model resulted in a more homogeneous stress distribution. Nonetheless, they failed under lower bond strengths (21.83 ± 5.44 MPa)c than stick-shaped specimens (sectioned with wire: 42.93 ± 4.77 MPaª; sectioned with disc: 36.62 ± 3.63 MPa b), due to geometric irregularities related to manufacturing process, as noted in microscopic analyzes. It could be concluded that stick-shaped, nontrimmed specimens, sectioned with diamond wire, are preferred for enamel specimens as they can be prepared in a less destructive, easier, and more precise way.

Effect of nitric oxide inhibitor and donor substances on the infammatory process caused by endodontic irrigants

Nitric oxide (NO) has been considered a key molecule in infammation. OBJECTIVE: The aim of this study was to evaluate the effect of treatment with L-NAME and sodium nitroprussiate, substances that inhibit and release NO, respectively, on tissue tolerance to endodontic irrigants. MATERIAL AND METHODS: The vital dye exudation method was used in a rat subcutaneous tissue model. Injections of 2% Evans blue were administered intravenously into the dorsal penial vein of 14 male rats (200-300 g). The NO inhibitor and donor substances were injected into the subcutaneous tissue in the dorsal region, forming two groups of animals: G1 was inoculated with L-NAME and G2 with sodium nitroprussiate. Both groups received injections of the test endodontic irrigants: acetic acid, 15% citric acid, 17% EDTA-T and saline (control). After 30 min, analysis of the extravasated dye was performed by light absorption spectrophotometry (620 nm). RESULTS: There was statistically signifcant difference (p<0.05) between groups 1 and 2 for all irrigants. L-NAME produced a less intense infammatory reaction and nitroprussiate intensifed this process. CONCLUSIONS: Independently of the administration of NO inhibitors and donors, EDTA-T produced the highest irritating potential in vital tissue among the tested irrigating solutions.