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

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

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

α-stable laws for noncoding regions in DNA sequences

In this work, we analyze the long-range dependence parameter for a nucleotide sequence in several different transformations. The long-range dependence parameter is estimated by the approximated maximum likelihood method, by a novel estimator based on the spectral envelope theory, by a regression method based on the periodogram function, and also by the detrended fluctuation analysis method. We study the length distribution of coding and noncoding regions for all Homo sapiens chromosomes available from the European Bioinformatics Institute. The parameter of the tail rate decay is estimated by the Hill estimator αˆ. We show that the tail rate decay is greater than 2 for coding regions, while for almost all noncoding regions it is less than 2.info:eu-repo/semantics/publishedVersio

Unrevealing the interactive effects of climate change and oil contamination on lab-simulated estuarine benthic communities

There is growing concern that modifications to the global environment such as ocean acidification and increased ultraviolet radiation may interact with anthropogenic pollutants to adversely affect the future marine environment. Despite this, little is known about the nature of the potential risks posed by such interactions. Here, we performed a multifactorial microcosm experiment to assess the impact of ocean acidification, ultraviolet radiation B (UV-B) and oil hydrocarbon contamination on sediment chemistry, the microbial community (composition and function) and biochemical marker response of selected indicator species. We found that increased ocean acidification and oil contamination in the absence of UV-B will significantly alter bacterial composition by, among other changes, greatly reducing the relative abundance of Desulfobacterales, known to be important oil hydrocarbon degraders. Along with changes in bacterial composition, we identified concomitant shifts in the composition of aromatic hydrocarbons in the sediment and an increase in oxidative stress effects on our indicator species. Interestingly, our study identifies UV-B as a critical component in the interaction between these factors, since its presence alleviates harmful effects caused by the combination of reduced pH and oil pollution. The model system used here shows that the interactive effect of reduced pH and oil contamination can adversely affect the structure and functioning of sediment benthic communities, with the potential to exacerbate the toxicity of oil hydrocarbons in marine ecosystems

Exploring the correlations between epi indicators of COVID-19 and the concentration of pharmaceutical compounds in Wastewater Treatment Plants in Northern Portugal

The COVID-19 pandemic caused by the SARS-CoV-2 virus led to changes in the lifestyle and human behaviour, which resulted in different consumption patterns of some classes of pharmaceuticals including curative, symptom-relieving, and psychotropic drugs. The trends in the consumption of these compounds are related to their concentrations in wastewater systems, since incompletely metabolised drugs (or their metabolites back transformed into the parental form) may be detected and quantified by analytical methods. Pharmaceuticals are highly recalcitrant compounds and conventional activated sludge processes implemented in wastewater treatment plants (WWTP) are ineffective at degrading these substances. As a results, these compounds end up in waterways or accumulate in the sludge, being a serious concern given their potential effects on ecosystems and public health. Therefore, it is crucial to evaluate the presence of pharmaceuticals in water and sludge to assist in the search for more effective processes. In this work, eight pharmaceuticals from five therapeutic classes were analysed in wastewater and sludge samples collected in two WWTP located in the Northern Portugal, during the third COVID-19 epidemic wave in Portugal. The two WWTP demonstrated a similar pattern with respect to the concentration levels in that period. However, the drugs loads reaching each WWTP were dissimilar when normalising the concentrations to the inlet flow rate. Acetaminophen (ACET) was the compound detected at highest concentrations in aqueous samples of both WWTP (98. 516 g L1 in WWTP2 and 123. 506 g L1in WWTP1), indicating that this drug is extensively used without the need of a prescription, known of general public knowledge as an antipyretic and analgesic agent to treat pain and fever. The concentrations determined in the sludge samples were below 1.65 µg g1 in both WWTP, the highest value being found for azithromycin (AZT). This result may be justified by the physico-chemical characteristics of the compound that favour its adsorption to the sludge surface through ionic interactions. It was not possible to establish a clear relationship between the incidence of COVID-19 cases in the sewer catchment and the concentration of drugs detected in the same period. However, looking at the data obtained, the high incidence of COVID-19 in January 2021 is in line with the high concentration of drugs detected in the aqueous and sludge samples but prediction of drug load from viral load data was unfeasible.This study was supported by the Competitiveness and Internationalisation Operational Programme, Lisbon Regional Operational Programme and Algarve Regional Operational Programme with the support of FEDER, through the Incentive Scheme: research and development activities and investment in testing and optimisation (upscaling) infrastructures in the context of COVID-19, through the Project “SARS CONTROL: Evaluation of the impacts of SARS-CoV-2 on the urban water cycle and the downstream effects on Public Health" (Ref. 070076). Acknowledge is also due to the Portuguese Foundation for Science and Technology (FCT) under the scope of the strategic funding of UIDB/04469/2020 unit, and by LABBELS – Associate Laboratory in Biotechnology, Bioengineering and Microelectromechanical Systems, LA/P/0029/2020. Strategic funding from FCT to cE3c and BioISI Research Units (UIDB/00329/2020 and UIDB/04046/2020) and to the Associate Laboratory CHANGE (LA/P/0121/2020) is also gratefully acknowledged. ARS holds an FCT grant SFRH/BD/131905/2017 and COVID/BD/151951/2021.ARLR and MFRP acknowledge the financial support from LA/P/0045/2020 (ALiCE), UIDB/50020/2020 and UIDP/50020/2020 (LSRE-LCM), funded by national funds through FCT/MCTES (PIDDAC). ARLR acknowledges FCT funding under DL57/2016 Transitory Norm Programme.info:eu-repo/semantics/publishedVersio