A Generalization of a Gaussian Semiparametric Estimator on Multivariate Long-Range Dependent Processes

In this paper we propose and study a general class of Gaussian Semiparametric Estimators (GSE) of the fractional differencing parameter in the context of long-range dependent multivariate time series. We establish large sample properties of the estimator without assuming Gaussianity. The class of models considered here satisfies simple conditions on the spectral density function, restricted to a small neighborhood of the zero frequency and includes important class of VARFIMA processes. We also present a simulation study to assess the finite sample properties of the proposed estimator based on a smoothed version of the GSE which supports its competitiveness

MCMC Bayesian Estimation in FIEGARCH Models

Bayesian inference for fractionally integrated exponential generalized autoregressive conditional heteroskedastic (FIEGARCH) models using Markov Chain Monte Carlo (MCMC) methods is described. A simulation study is presented to access the performance of the procedure, under the presence of long-memory in the volatility. Samples from FIEGARCH processes are obtained upon considering the generalized error distribution (GED) for the innovation process. Different values for the tail-thickness parameter \nu are considered covering both scenarios, innovation processes with lighter (\nu2) tails than the Gaussian distribution (\nu=2). A sensitivity analysis is performed by considering different prior density functions and by integrating (or not) the knowledge on the true parameter values to select the hyperparameter values

The Lista APDIS Online: a new vision for an existent service

The Lista APDIS Online (LAO) is a platform for scientific journals in Portuguese health science libraries launched in 2002, allowing efficiency in Inter-library loan services, journals searching, copy requests and their management among institutions. The evolution to a new version was essential. To develop and implement this new platform, the workflow of technical development was defined and the processes of upgrade and migration from the previous to the new database planned. Besides all functionalities of the previous version, the new version has a new database structure, a renewed layout, the ability forf libraries to update their contents and the existence of a user workstation allowing catalog search and requests. Success is predictable by over 1600 orders in only 5 months

Copulas Related to Manneville-Pomeau Processes

In this work we derive the copulas related to Manneville-Pomeau processes. We examine both bidimensional and multidimensional cases and derive some properties for the related copulas. Computational issues, approximations and random variate generation problems are addressed and simple numerical experiments to test the approximations developed are also performed. In particular, we propose an approximation to the copulas derived which we show to converge uniformly to the true copula. To illustrate the usefulness of the theory, we derive a fast procedure to estimate the underlying parameter in Manneville-Pomeau processes

Psychological violence within a partner relationship and alcohol abuse of Portuguese women: the mediating role of resilience

In this study, we explored how psychological violence within a partner relationship relates to resilience and alcohol abuse of Portuguese women, particularly, testing the mediating role of resilience. A cross-sectional sample of 464 Portuguese women with a partner relationship was screened for psychological violence, alcohol abuse, and resilience. Results showed differences in terms of age, marital status, and current employment situation. Psychological violence was negatively related to resilience and positively related to alcohol consumption. Resilience also showed a negative relationship with alcohol consumption. A partial mediation was found between psychological violence and alcohol consumption through resilience, supporting the crucial role of resilience to break the negative “chain” between psychological violence and alcohol consumption.info:eu-repo/semantics/publishedVersio

Statistical properties of detrended fluctuation analysis

The main goal of this work is to consider the detrended fluctuation analysis (DFA), proposed by Peng et al. [Mosaic organization of DNA nucleotides, Phys. Rev. E. 49(5) (1994), 1685–1689]. This is a wellknown method for analysing the long-range dependence in non-stationary time series. Here we describe the DFA method and we prove its consistency and its exact distribution, based on the usual i.i.d. assumption, as an estimator for the fractional parameter d. In the literature it is well established that the nucleotide sequences present long-range dependence property. In this work, we analyse the long dependence property in view of the autoregressive moving average fractionally integrated ARFIMA(p, d, q) processes through the analysis of four nucleotide sequences. For estimating the fractional parameter d we consider the semiparametric regression method based on the periodogram function, in both classical and robust versions; the semiparametric R/S(n) method, proposed by Hurst [Long term storage in reservoirs, Trans. Am. Soc. Civil Eng. 116 (1986), 770–779] and the maximum likelihood method (see [R. Fox and M.S. Taqqu, Large-sample properties of parameter estimates for strongly dependent stationary Gaussian time series, Ann. Statist. 14 (1986), 517–532]), by considering the approximation suggested by Whittle [Hypothesis Testing in Time Series Analysis (1953), Hafner, New York]..info:eu-repo/semantics/publishedVersio

Healthcare system delay and utilization in tuberculosis patients in Portuguese high-incidence region

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