High-frequency Estimation of the L\'evy-driven Graph Ornstein-Uhlenbeck process

We consider the Graph Ornstein-Uhlenbeck (GrOU) process observed on a non-uniform discrete time grid and introduce discretised maximum likelihood estimators with parameters specific to the whole graph or specific to each component, or node. Under a high-frequency sampling scheme, we study the asymptotic behaviour of those estimators as the mesh size of the observation grid goes to zero. We prove two stable central limit theorems to the same distribution as in the continuously-observed case under both finite and infinite jump activity for the L\'evy driving noise. When a graph structure is not explicitly available, the stable convergence allows to consider purpose-specific sparse inference procedures, i.e. pruning, on the edges themselves in parallel to the GrOU inference and preserve its asymptotic properties. We apply the new estimators to wind capacity factor measurements, i.e. the ratio between the wind power produced locally compared to its rated peak power, across fifty locations in Northern Spain and Portugal. We show the superiority of those estimators compared to the standard least squares estimator through a simulation study extending known univariate results across graph configurations, noise types and amplitudes

Monitoring international migration flows in Europe. Towards a statistical data base combining data from different sources

The paper reviews techniques developed in demography, geography and statistics that are useful for bridging the gap between available data on international migration flows and the information required for policy making and research. The basic idea of the paper is as follows: to establish a coherent and consistent data base that contains sufficiently detailed, up-to-date and accurate information, data from several sources should be combined. That raises issues of definition and measurement, and of how to combine data from different origins properly. The issues may be tackled more easily if the statistics that are being compiled are viewed as different outcomes or manifestations of underlying stochastic processes governing migration. The link between the processes and their outcomes is described by models, the parameters of which must be estimated from the available data. That may be done within the context of socio-demographic accounting. The paper discusses the experience of the U.S. Bureau of the Census in combining migration data from several sources. It also summarizes the many efforts in Europe to establish a coherent and consistent data base on international migration. The paper was written at IIASA. It is part of the Migration Estimation Study, which is a collaborative IIASA-University of Groningen project, funded by the Netherlands Organization for Scientific Research (NWO). The project aims at developing techniques to obtain improved estimates of international migration flows by country of origin and country of destination

Return and Onwards Migration in Canada and Australia: Evidence from Fixed Interval Data

Analysis of return and onwards migration flows has typically relied upon lifetime migration definitions. Both Canada and Australia have collected data on usual place of residence both one and five years prior to the census, which provide a richer source of information on return and onwards moves. Utilizing data drawn from complementary sources, this article examines the incidence, composition and spatial patterning of return and onwards migration at the state and provincial level in Canada and Australia over the period of 1986–1990–1991. Results indicate a high degree of symmetry in these processes between the two countries. While many of the findings are consistent with those derived from analysis of lifetime data, we find that one quarter to one third of return moves were to the original (1986) dwelling, indicating a planned return rather than the failed migration as previous literature has often assumed

Family Dynamics and First-Time Homeownership

The transition to first-time homeownership is related to household events such as cohabitation and marriage as well as to parents' homeownership. This paper investigates how these relationships have changed during the last few decades, using the first wave of the Netherlands Kinship Panel Study and event history analysis techniques, including interaction effects with the calendar year. The study finds that singles, cohabiters and those who are just starting cohabitation have become more likely to be first-time homeowners than married people without children. The data did not provide evidence for changes in the importance of the intergenerational transmission of homeownership

Sequence History Analysis (SHA) : Estimating the Effect of Past Trajectories on an Upcoming Event

In this article, we propose an innovative method which is a combination of Sequences Analysis and Event History Analysis. We called this method Sequence History Analysis (SHA). We start by identifying typical past trajectories of individuals over time by using Sequence Analysis. We then estimate the effect of these typical past trajectories on the event under study using discrete-time models. The aim of this approach is to estimate the effect of past trajectories on the chances of experiencing an event. We apply the proposed methodological approach to an original study of the effect of past childhood co-residence structures on the chances of leaving the parental home in Switzerland. The empirical research was based on the LIVES Cohort study, a panel survey that started in autumn 2013 in Switzerland. Analyses show that it is not only the occurrence of an event that increases the risk of experiencing another event, but also the order in which various states occurred. What is more, it seems that two features have a significant influence on departure from the parental home: the co-residence structures and the arrival or departure of siblings from the parental home

Comparative empirical evaluations of internal migration models in subnational population projections

While population forecasters place considerable emphasis on the selection of appropriate migration assumptions, surprisingly little attention has been given to the effects on projection outcomes of the way internal migration is handled within population projection models. This paper compares population projections for Australia's states and territories prepared using ten different internal migration models but with identical assumptions for fertility, mortality and international migration and with the internal migration model parameters held constant. It is shown that the choice of migration model generates large differences in total population, geographical distribution and age--sex composition. It is argued that model choice should be guided by balancing model reality with practical utility and model performance is examined against these criteria. Of the ten models evaluated the authors argue that the migration pool, biregional, and biregional with net constraints models offer a good compromise between conceptual rigour and practicality. If the projected origin-destination flows are required then one of the versions of the standard multiregional model with reduced data inputs is preferred. The large variation in projection outputs points to the need for a better understanding of the spatio-temporal structure of migration in Australia