Space station dynamics

Structural dynamic characteristics and responses of the Space Station due to the natural and induced environment are discussed. Problems that are peculiar to the Space Station are also discussed. These factors lead to an overall acceleration environment that users may expect. This acceleration environment can be considered as a loading, as well as a disturbance environment

High moment partial sum processes of residuals in GARCH models and their applications

In this paper we construct high moment partial sum processes based on residuals of a GARCH model when the mean is known to be 0. We consider partial sums of $k$th powers of residuals, CUSUM processes and self-normalized partial sum processes. The $k$th power partial sum process converges to a Brownian process plus a correction term, where the correction term depends on the $k$th moment $\mu_k$ of the innovation sequence. If $\mu_k=0$, then the correction term is 0 and, thus, the $k$th power partial sum process converges weakly to the same Gaussian process as does the $k$th power partial sum of the i.i.d. innovations sequence. In particular, since $\mu_1=0$, this holds for the first moment partial sum process, but fails for the second moment partial sum process. We also consider the CUSUM and the self-normalized processes, that is, standardized by the residual sample variance. These behave as if the residuals were asymptotically i.i.d. We also study the joint distribution of the $k$th and $(k+1)$st self-normalized partial sum processes. Applications to change-point problems and goodness-of-fit are considered, in particular, CUSUM statistics for testing GARCH model structure change and the Jarque--Bera omnibus statistic for testing normality of the unobservable innovation distribution of a GARCH model. The use of residuals for constructing a kernel density function estimation of the innovation distribution is discussed.Comment: Published at http://dx.doi.org/10.1214/009053605000000534 in the Annals of Statistics (http://www.imstat.org/aos/) by the Institute of Mathematical Statistics (http://www.imstat.org

Change Point Testing for the Drift Parameters of a Periodic Mean Reversion Process

In this paper we investigate the problem of detecting a change in the drift parameters of a generalized Ornstein-Uhlenbeck process which is defined as the solution of $dX_t=(L(t)-\alpha X_t) dt + \sigma dB_t$, and which is observed in continuous time. We derive an explicit representation of the generalized likelihood ratio test statistic assuming that the mean reversion function $L(t)$ is a finite linear combination of known basis functions. In the case of a periodic mean reversion function, we determine the asymptotic distribution of the test statistic under the null hypothesis

Footnotes

Fictio

The Psychology of Stroke in Young Adults: The Roles of Service Provision and Return to Work

Literature about the psychological consequences of stroke in those under 65 is reviewed focussing on services and work. Despite similarities, young and old survivors have different experiences and needs. These are attributable to the effects of stroke on age-normative roles and activities, self-image, and the young person's stage in the life-cycle, especially family and work. “Hidden” cognitive impairments, a disrupted sense of self, and the incongruity of suffering an “older person's” disease are salient. Young survivors benefit from services, but experience lack of congruence between their needs and service philosophy, methods, and aims, and consequently have unmet needs. Employment is psychologically salient, and the evidence about return rates, factors that affect return, and the adequacy of employment-related service provision is reviewed. Specific and general recommendations are made for increasing congruence between young survivors' needs and service provision and also for facilitating their return to work

Refugee Policy after September 11: Not Much New

Conventional wisdom holds that the terrorist attacks of September 11 have “changed everything.” In the case of refugee policy, it would appear the salience of security and enforcement aspects has increased at the expense of human rights and humanitarian concerns. In the light of actual practices in the immigration and refugee security field in recent years, there is actually more continuity than discontinuity resulting from the current crisis. Existing standards and procedures are confirmed, rather than altered, by new legislation and practices. Refugee policies have increasingly been understood within a national security discourse, well before September 11.La sagesse traditionnelle prétend que les attentats terroristes du 11 septembre ont « tout changé ». Pour ce qui est de la politique ayant trait aux réfugiés, il semblerait que les considérations de sécurité et d’application de la loi ont pris le pas sur les droits de la personne et les préoccupations humanitaires. En fait, si l’on considère la pratique sur le terrain en ce qu’il s’agit des mesures de sécurité liées à l’immigration et aux réfugiés, on retrouve bien plus de continuité que de discontinuité à la suite de la crise actuelle. La nouvelle législation, ainsi que les nouvelles procédures, confirment les normes existantes plutôt que de les changer. Les politiques concernant les réfugiés sont de plus en plus comprises à l’intérieur d’un discours de sécurité nationale et cela était le cas bien avant le 11 septembre