Quarticity and other functionals of volatility: Efficient estimation

We consider a multidimensional Ito semimartingale regularly sampled on [0,t] at high frequency $1/\Delta_n$, with $\Delta_n$ going to zero. The goal of this paper is to provide an estimator for the integral over [0,t] of a given function of the volatility matrix. To approximate the integral, we simply use a Riemann sum based on local estimators of the pointwise volatility. We show that although the accuracy of the pointwise estimation is at most $\Delta_n^{1/4}$, this procedure reaches the parametric rate $\Delta_n^{1/2}$, as it is usually the case in integrated functionals estimation. After a suitable bias correction, we obtain an unbiased central limit theorem for our estimator and show that it is asymptotically efficient within some classes of sub models.Comment: Published in at http://dx.doi.org/10.1214/13-AOS1115 the Annals of Statistics (http://www.imstat.org/aos/) by the Institute of Mathematical Statistics (http://www.imstat.org

Rôle de la reptine dans le carcinome hépatocellulaire

Le carcinome hépatocellulaire (CHC) est le principal cancer primitif du foie et est associé à un très mauvais pronostic. Notre équipe a mis en évidence que la Reptine et la Pontine, des AAA+ ATPases homologues, sont surexprimées dans le CHC par rapport au foie non tumoral. Au cours de ce travail de thèse, j ai contribué à démontrer que l extinction de la Reptine par l induction de shRNA suffit à arrêter la croissance de tumeurs déjà établies, et même à induire leur régression dans des xénogreffes chez la souris. Ces résultats encourageants suggèrent que la Reptine pourrait être une cible thérapeutique dans le CHC. L utilisation de siRNA en thérapeutique n étant pas envisageable actuellement, il parait plus pertinent de tenter de cibler la Reptine via son activité ATPase. Le principal objectif de ma thèse était donc de déterminer l implication de l activité ATPase de la Reptine pour ses propriétés oncogéniques dans le CHC. Nos résultats ont montré que des mutants inactifs de la Reptine (D299N et E300G) ont un effet dominant négatif et ne sont pas capables de complémenter l absence de la Reptine endogène, ce qui conduit à une diminution significative de la croissance des cellules HuH7 et Hep3B, et à une induction de l apoptose. Ceci indique que l activité ATPase de la Reptine est nécessaire pour la croissance et la survie des cellules de CHC. Enfin, grâce à une étude transcriptomique, nous avons identifié de nouveaux gènes dont l expression est régulée par la Reptine et/ou la Pontine. Parmi ces gènes, certains pourraient être impliqués dans les fonctions oncogéniques de la Reptine et/ou de la Pontine dans le CHC. Finalement, ce travail a permis de mettre en évidence l implication de l activité ATPase de la Reptine, et d apporter des éléments permettant de mieux comprendre le mécanisme d action de la Reptine dans le CHC.Hepatocellular carcinoma (HCC) is the main primary cancer of the liver and is often associated with poor prognosis. Our team has demonstrated that Reptin and Pontin, two AA+ ATPases, are overexpressed in HCC compared to normal liver. Moreover this overexpression is also associated with poor prognosis. In the course of my PhD, I demonstrated that shRNA-mediated silencing of Reptin is sufficient to inhibit tumor growth and even can promote their regression in xenografted mice. These encouraging results suggest that Reptin might represent a novel therapeutic target in HCC. As the use of siRNA as therapeutic tools is still debated, the targeting of Reptin enzymatic activity might represent a more relevant approach to impair its functions. To this end I first proposed to determine the involvement of Reptin ATPase activity in HCC oncogenesis. My results show that ATPase inactive Reptin mutants (D299N and E300G) play dominant negative roles toward Reptin functions and are unable to complement for the depletion of endogenous Reptin, thereby leading to a significant decrease of cell growth and to a significant increase of apoptosis in HuH7 and Hep3B cells. These results show that Reptin s ATPase activity is necessary for HCC cell growth and survival. Moreover, using a transcriptomic approach that compared gene expression upon siRNA-mediated Reptin or Pontin silencing, we identified specific genes whose expression is under the control of those proteins and whose functions might provide mechanistic explanation to Reptin s involvement in HCC. Collectively, the results obtained during my PhD thesis have characterized the contribution of Reptin ATPase activity to HCC growth and development and might represent a founding step in the understanding of Reptin s biology in cancer development.BORDEAUX2-Bib. électronique (335229905) / SudocSudocFranceF

Non-equilibrium self-assembly of a filament coupled to ATP/GTP hydrolysis

We study the stochastic dynamics of growth and shrinkage of single actin filaments or microtubules taking into account insertion, removal, and ATP/GTP hydrolysis of subunits. The resulting phase diagram contains three different phases: a rapidly growing phase, an intermediate phase and a bound phase. We analyze all these phases, with an emphasis on the bound phase. We also discuss how hydrolysis affects force-velocity curves. The bound phase shows features of dynamic instability, which we characterize in terms of the time needed for the ATP/GTP cap to disappear as well as the time needed for the filament to reach a length of zero, i.e., (to collapse) for the first time. We obtain exact expressions for all these quantities, which we test using Monte Carlo simulations.Comment: 34 page

The experience of long-term opiate maintenance treatment and reported barriers to recovery: A qualitative systematic review

Background/Aim: To inform understanding of the experience of long-term opiate maintenance and identify barriers to recovery. Methods: A qualitative systematic review. Results: 14 studies in 17 papers, mainly from the USA (65%), met inclusion criteria, involving 1,088 participants. Studies focused on methadone prescribing. Participants reported stability; however, many disliked methadone. Barriers to full recovery were primarily ‘inward focused'. Conclusion: This is the first review of qualitative literature on long-term maintenance, finding that universal service improvements could be made to address reported barriers to recovery, including involving ex-users as positive role models, and increasing access to psychological support. Treatment policies combining harm minimisation and abstinence-orientated approaches may best support individualised recovery