Diagnostic checking in FARIMA models with uncorrelated but non-independent error terms

This work considers the problem of modified portmanteau tests for testing the adequacy of FARIMA models under the assumption that the errors are uncorrelated but not necessarily independent (i.e. weak FARIMA). We first study the joint distribution of the least squares estimator and the noise empirical autocovariances. We then derive the asymp-totic distribution of residual empirical autocovariances and autocorrelations. We deduce the asymptotic distribution of the Ljung-Box (or Box-Pierce) modified portmanteau statistics for weak FARIMA models. We also propose another method based on a self-normalization approach to test the adequacy of FARIMA models. Finally some simulation studies are presented to corroborate our theoretical work. An application to the Standard & Poor's 500 and Nikkei returns also illustrate the practical relevance of our theoretical results. AMS 2000 subject classifications: Primary 62M10, 62F03, 62F05; secondary 91B84, 62P05

Estimating FARIMA models with uncorrelated but non-independent error terms

In this paper we derive the asymptotic properties of the least squares estimator (LSE) of fractionally integrated autoregressive moving-average (FARIMA) models under the assumption that the errors are uncorrelated but not necessarily independent nor martingale differences. We relax considerably the independence and even the martingale difference assumptions on the innovation process to extend the range of application of the FARIMA models. We propose a consistent estimator of the asymptotic covariance matrix of the LSE which may be very different from that obtained in the standard framework. A self-normalized approach to confidence interval construction for weak FARIMA model parameters is also presented. All our results are done under a mixing assumption on the noise. Finally, some simulation studies and an application to the daily returns of stock market indices are presented to corroborate our theoretical work

Diagnostic checking in FARIMA models with uncorrelated but non-independent error terms

This work considers the problem of modified portmanteau tests for testing the adequacy of FARIMA models under the assumption that the errors are uncorrelated but not necessarily independent (i.e. weak FARIMA). We first study the joint distribution of the least squares estimator and the noise empirical autocovariances. We then derive the asymp-totic distribution of residual empirical autocovariances and autocorrelations. We deduce the asymptotic distribution of the Ljung-Box (or Box-Pierce) modified portmanteau statistics for weak FARIMA models. We also propose another method based on a self-normalization approach to test the adequacy of FARIMA models. Finally some simulation studies are presented to corroborate our theoretical work. An application to the Standard & Poor's 500 and Nikkei returns also illustrate the practical relevance of our theoretical results. AMS 2000 subject classifications: Primary 62M10, 62F03, 62F05; secondary 91B84, 62P05

Viral and bacterial etiology of severe acute respiratory illness among children < 5 years of age without influenza in Niger.

International audienceGlobally, pneumonia is the leading cause of morbidity and mortality in children, with the highest burden experienced in sub-Saharan Africa and Asia. However, there is a dearth of information on the etiology of severe acute respiratory illness (SARI) in Africa, including Niger. We implemented a retrospective study as part of national influenza sentinel surveillance in Niger. We randomly selected a sample of nasopharyngeal specimens collected from children <5 years of age hospitalized with SARI from January 2010 through December 2012 in Niger. The samples were selected from individuals that tested negative by real-time reverse transcription polymerase chain reaction (rRT-PCR) for influenza A and B virus. The samples were analyzed using the Fast Track Diagnostic Respiratory Pathogens 21plus Kit (BioMérieux, Luxemburg), which detects 23 respiratory pathogens including 18 viral and 5 bacterial agents. Among the 160 samples tested, 138 (86%) tested positive for at least one viral or bacterial pathogen; in 22 (16%) sample, only one pathogen was detected. We detected at least one respiratory virus in 126 (78%) samples and at least one bacterium in 102 (64%) samples. Respiratory syncytial virus (56/160; 35%), rhinovirus (47/160; 29%) and parainfluenza virus (39/160; 24%) were the most common viral pathogens detected. Among bacterial pathogens, Streptococcus pneumoniae (90/160; 56%) and Haemophilus influenzae type b (20/160; 12%) predominated. The high prevalence of certain viral and bacterial pathogens among children <5 years of age with SARI highlights the need for continued and expanded surveillance in Niger

Analysing Spatio-Temporal Clustering of Meningococcal Meningitis Outbreaks in Niger Reveals Opportunities for Improved Disease Control

Meningococcal meningitis (MM) is an infection of the meninges caused by a bacterium, Neisseria meningitidis, transmitted through respiratory and throat secretions. It can cause brain damage and results in death in 5–15% of cases. Large epidemics of MM occur almost every year in sub-Saharan Africa during the hot, dry season. Understanding how epidemics emerge and spread in time and space would help public health authorities to develop more efficient strategies for the prevention and the control of meningitis. We studied the spatio-temporal distribution of MM cases in Niger from 2002 to 2009 at the scale of the health centre catchment areas (HCCAs). We found that spatial clusters of cases most frequently occurred within nine districts out of 42, which can assist public health authorities to better adjust allocation of resources such as antibiotics or rapid diagnostic tests. We also showed that the epidemics break out in different HCCAs from year to year and did not follow a systematic geographical direction. Finally, this analysis showed that surveillance at a finer spatial scale (health centre catchment area rather than district) would be more efficient for public health response: outbreaks would be detected earlier and reactive vaccination would be better targeted

Hand washing promotion for preventing diarrhoea.

BACKGROUND: Diarrhoea accounts for 1.8 million deaths in children in low- and middle-income countries (LMICs). One of the identified strategies to prevent diarrhoea is hand washing. OBJECTIVES: To assess the effects of hand washing promotion interventions on diarrhoeal episodes in children and adults. SEARCH METHODS: We searched the Cochrane Infectious Diseases Group Specialized Register (27 May 2015); CENTRAL (published in the Cochrane Library 2015, Issue 5); MEDLINE (1966 to 27 May 2015); EMBASE (1974 to 27 May 2015); LILACS (1982 to 27 May 2015); PsycINFO (1967 to 27 May 2015); Science Citation Index and Social Science Citation Index (1981 to 27 May 2015); ERIC (1966 to 27 May 2015); SPECTR (2000 to 27 May 2015); Bibliomap (1990 to 27 May 2015); RoRe, The Grey Literature (2002 to 27 May 2015); World Health Organization (WHO) International Clinical Trial Registry Platform (ICTRP), metaRegister of Controlled Trials (mRCT), and reference lists of articles up to 27 May 2015. We also contacted researchers and organizations in the field. SELECTION CRITERIA: Individually randomized controlled trials (RCTs) and cluster-RCTs that compared the effects of hand washing interventions on diarrhoea episodes in children and adults with no intervention. DATA COLLECTION AND ANALYSIS: Three review authors independently assessed trial eligibility, extracted data, and assessed risk of bias. We stratified the analyses for child day-care centres or schools, community, and hospital-based settings. Where appropriate, incidence rate ratios (IRR) were pooled using the generic inverse variance method and random-effects model with 95% confidence intervals (CIs). We used the GRADE approach to assess the quality of evidence. MAIN RESULTS: We included 22 RCTs: 12 trials from child day-care centres or schools in mainly high-income countries (54,006 participants), nine community-based trials in LMICs (15,303 participants), and one hospital-based trial among people with acquired immune deficiency syndrome (AIDS) (148 participants).Hand washing promotion (education activities, sometimes with provision of soap) at child day-care facilities or schools prevents around one-third of diarrhoea episodes in high income countries (rate ratio 0.70; 95% CI 0.58 to 0.85; nine trials, 4664 participants, high quality evidence), and may prevent a similar proportion in LMICs but only two trials from urban Egypt and Kenya have evaluated this (rate ratio 0.66, 95% CI 0.43 to 0.99; two trials, 45,380 participants, low quality evidence). Only three trials reported measures of behaviour change and the methods of data collection were susceptible to bias. In one trial from the USA hand washing behaviour was reported to improve; and in the trial from Kenya that provided free soap, hand washing did not increase, but soap use did (data not pooled; three trials, 1845 participants, low quality evidence).Hand washing promotion among communities in LMICs probably prevents around one-quarter of diarrhoea episodes (rate ratio 0.72, 95% CI 0.62 to 0.83; eight trials, 14,726 participants, moderate quality evidence). However, six of these eight trials were from Asian settings, with only single trials from South America and sub-Saharan Africa. In six trials, soap was provided free alongside hand washing education, and the overall average effect size was larger than in the two trials which did not provide soap (soap provided: rate ratio 0.66, 95% CI 0.56 to 0.78; six trials, 11,422 participants; education only: rate ratio: 0.84, 95% CI 0.67 to 1.05; two trials, 3304 participants). There was increased hand washing at major prompts (before eating/cooking, after visiting the toilet or cleaning the baby's bottom), and increased compliance to hand hygiene procedure (behavioural outcome) in the intervention groups than the control in community trials (data not pooled: three trials, 3490 participants, high quality evidence).Hand washing promotion for the one trial conducted in a hospital among high-risk population showed significant reduction in mean episodes of diarrhoea (1.68 fewer) in the intervention group (Mean difference 1.68, 95% CI 1.93 to 1.43; one trial, 148 participants, moderate quality evidence). There was increase in hand washing frequency, seven times per day in the intervention group versus three times in the control in this hospital trial (one trial, 148 participants, moderate quality evidence).We found no trials evaluating or reporting the effects of hand washing promotions on diarrhoea-related deaths, all-cause-under five mortality, or costs. AUTHORS' CONCLUSIONS: Hand washing promotion probably reduces diarrhoea episodes in both child day-care centres in high-income countries and among communities living in LMICs by about 30%. However, less is known about how to help people maintain hand washing habits in the longer term