Maximum Likelihood Estimation of Latent Affine Processes

This article develops a direct filtration-based maximum likelihood methodology for estimating the parameters and realizations of latent affine processes. The equivalent of Bayes' rule is derived for recursively updating the joint characteristic function of latent variables and the data conditional upon past data. Likelihood functions can consequently be evaluated directly by Fourier inversion. An application to daily stock returns over 1953-96 reveals substantial divergences from EMM-based estimates: in particular, more substantial and time-varying jump risk.

Prosody and melody in vowel disorder

The paper explores the syllabic and segmental dimensions of phonological vowel disorder. The independence of the two dimensions is illustrated by the case study of an English-speaking child presenting with an impairment which can be shown to have a specifically syllabic basis. His production of adult long vowels displays three main patterns of deviance - shortening, bisyllabification and the hardening of a target off-glide to a stop. Viewed phonemically, these patterns appear as unconnected substitutions and distortions. Viewed syllabically, however, they can be traced to a single underlying deficit, namely a failure to secure the complex nuclear structure necessary for the coding of vowel length contrasts

An introduction to the person-centred approach as an attitude for participatory design

This paper is one of three talks which reflect on the use of participatory design methods, especially in the context of design for mental health and wellbeing. In them we: introduce the Person-Centred Approach as a framework for conducting Participatory Design; outline the method of Interpersonal Process Recall (IPR); and present a heuristic case study of these approaches being developed by a multidisciplinary design research team with Mind, a UK mental health charity. In this paper, we introduce the Person-Centred Approach (PCA) as found in psychotherapy, education and conciliation processes. We propose that this approach can help the field of Participatory Design recognise that researchers and research teams constructively inform their practice through the attitudes they bring to what is necessarily a relational situation. The PCA will be of interest to researchers working with mental health and wellbeing communities in particular, but may also be valuable in offering a framework for Participatory Design as a broad field of practice. The paper describes different modes of practice to be found in psychotherapy and outlines key aspects of the PCA, before discussing its implications for doing Participatory Design

Reflections on the heuristic experiences of a multidisciplinary team trying to bring the PCA to participatory design (with emphasis on the IPR method)

This paper introduces a heuristic case study, reflecting on the use of the Interpersonal Process Recall (IPR) method as part of An Internet of Soft Things, a multidisciplinary design research project working with the UK mental health charity, Mind. The three authors represent three different disciplines within the project – Psychotherapy, e-Textiles, and Human-Computer Interaction – and naturally bring their own experiences and expectations to the multidisciplinary team process. The aim of the project is to develop, through practice, a methodology for a Person-Centred Approach to design, informed by the theories and practice of Carl Rogers, and thereby to address the increasing need for researcher reflection in Participatory Design. The paper outlines the project and describes our experiences of IPR within it; it discusses how we are taking this work forward and closes with some guidelines based on our personal observations in working with this method

An introduction to IPR as a Participatory Design research method

This paper outlines the method of Interpersonal Process Recall (IPR) as a Participatory Design method, especially in the context of design for mental health and wellbeing. IPR is more commonly used in psychotherapy and other helping professions to help trainees and practitioners and their clients reflect on their process, using AV recordings of interactions for the facilitation of deep and accurate recall. We propose that it can provide a mechanism for reflection on team working and relational aspects of Participatory Design. The paper discusses the rationale for using IPR and the ways in which the method relate to phenomenological inquiry (including the Person-Centred Approach); it describes an IPR research method protocol, and finishes with a discussion of the implications for Participatory Design methodologies

Shareholder Welfare in Minority Freeze-Out Bids: Are Legal Protections Sufficient? Evidence from the U.S. Market

Anlegerschutz, Kleinaktionär, Diskriminierung, Vereinigte Staaten, Investor protection, Small shareholders, Discrimination, United States

Novel Device for Measuring Lung Function using Oscillometry

The forced oscillation technique (FOT) is a non-invasive means of measuring lung mechanics. Broad-band oscillations in flow are delivered to the lungs while the resultant pressure oscillations are recorded. These signals are processed to yield the input impedance of the respiratory system (Zrs), which encapsulates the mechanical properties of the lung over the frequency range spanned by the oscillations. Clinically, can be used to assess pulmonary pathologies such as asthma and COPD. Standard methods of performing FOT are limited to the non-ambulatory clinical setting. Production of a light-weight device that operates without an external power source would allow real-time measurements of in a wide variety of more natural settings. Breath-driven oscillators, such as the Smith’s Medical Acapella and D R Burton vPEP, are currently used clinically to help cystic fibrosis patients clear mucus from their lungs by generating pressure oscillations that travel into the airways. We hypothesized that these oscillations could be used to determine . We performed FOT on healthy individuals without history of lung disease using a calibrated piston oscillator (Flexivent) to determine reference between 1 and 20 Hz. We then measured airway pressure and flow using the same sensors but with the oscillations produced by the Acapella and vPEP during tidal breathing. Respiratory resistance (Rrs), elastance (Ers) and Inertance (Irs) were determined by fitting the single-compartment model of the respiratory system to the time-domain signals from all three measurement devices. Correlation coefficients, Bland-Altman plots, and coefficients of variation were used to compare the results obtained with the three devices. We found bias values of 0.633857 [0.214382378, 1.053331908] cmH2O.s.L-1, 0.041333 [-0.38432604, 0.46699271] cmH2O.s.L-1 for comparing the Flexivent against the Acapella and vPEP, respectively. Coefficients of variation of 9.003%, 9.855%, and 9.643% were obtained for the Flexivent, Acapella, and vPEP, respectively. These results demonstrate that breath-driven oscillators are promising alternatives to conventional powered oscillators for the measurement of

Lead telluride bonding and segmentation study Semiannual phase report, 1 Feb. - 31 Jul. 1969

Thermoelectric system of Cd-Si-Ge, and tungsten diffusion bonded lead tellurid