25,246 research outputs found

    Maximum Likelihood Estimation of Latent Affine Processes

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    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

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    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

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    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

    An introduction to IPR as a Participatory Design research method

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    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

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

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

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

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