Investigating dynamic dependence using copulae

A general methodology for time series modelling is developed which works down from distributional properties to implied structural models including the standard regression relationship. This general to specific approach is important since it can avoid spurious assumptions such as linearity in the form of the dynamic relationship between variables. It is based on splitting the multivariate distribution of a time series into two parts: (i) the marginal unconditional distribution, (ii) the serial dependence encompassed in a general function , the copula. General properties of the class of copula functions that fulfill the necessary requirements for Markov chain construction are exposed. Special cases for the gaussian copula with AR(p) dependence structure and for archimedean copulae are presented. We also develop copula based dynamic dependency measures — auto-concordance in place of autocorrelation. Finally, we provide empirical applications using financial returns and transactions based forex data. Our model encompasses the AR(p) model and allows non-linearity. Moreover, we introduce non-linear time dependence functions that generalize the autocorrelation function

Différentes facettes de la maladie de type Alzheimer

Les maladies de type Alzheimer sont fréquentes. Les efforts réalisés en recherche clinique pour en améliorer le diagnostic précoce sont justifiés par les espoirs de traitements étiologiques. Dès à présent cependant, un diagnostic précoce est justifié par la possibilité de ralentir les conséquences symptomatiques de la maladie. Bien que l’évolution extrêmement variable soit fort préoccupante pour le patient et son entourage, l’objectif thérapeutique est d’adapter les conditions de vie aux capacités du patient (et de ses proches) et de maintenir une qualité de vie optimale.Peer reviewe

The interpretation of spikes and trends in concentration of nitrate in polar ice cores, based on evidence from snow and atmospheric measurements

Nitrate is frequently measured in ice cores, but its interpretation remains immature. Using daily snow surface concentrations of nitrate at Halley (Antarctica) for 2004 - 2005, we show that sharp spikes (> factor 2) in nitrate concentration can occur from day to day. Some of these spikes will be preserved in ice cores. Many of them are associated with sharp increases in the concentration of sea salt in the snow. There is also a close association between the concentrations of aerosol nitrate and sea salt aerosol. This evidence is consistent with many of the spikes in deposited nitrate being due to the conversion or trapping of gas- phase nitrate, i. e. to enhanced deposition rather than enhanced atmospheric concentrations of NOy. Previously, sharp spikes in nitrate concentration (with concentration increases of up to a factor 4 seen in probably just one snowfall) have been assigned to sharp production events such as solar proton events (SPEs). We find that it is unlikely that SPEs can produce spikes of the kind seen. Taken together with our evidence that such spikes can be produced depositionally, we find that it is not possible to track past SPEs without carrying out a new multi- site and multi- analyte programme. Seasonal and interannual trends in nitrate concentration in cores from any single site cannot be interpreted in terms of production changes until the recycling of nitrate from central Antarctica to coastal Antarctica is better quantified. It might be possible to assess the interannual input of NOy to the Antarctic lower troposphere by using a network of cores to estimate variability in the total annual deposition across the continent (which we estimate to be 9 +/- 2 x 10(7) kg/a - as NO3-), but it will first have to be established that the outflow across the coast can be ignored

Postretrieval overconfidence and anosognosia in patients with Alzheimer’s disease (AD)

General self awareness (anosognosia) and metacognitive monitoring in memory tasks are both impaired in AD, but how they relate to each other is still an open question. We examined awareness with the Anosognosia Questionnaire Dementia (AQD) and monitoring within a memory task, during retrieval with feeling-of-knowing (FOK) and post-retrieval, with judgment-of-confidence (JOC). FOKs/JOCs were performed for names of people either previously linked to self or other. AD showed both impaired FOK and JOC. They also showed lower self metamemory effect in their JOCs and lower awareness of their behavioral functioning in the AQD, which was specifically related to overconfidence in their JOCs for self-related items. Thus, anosognosia and altered postretrieval monitoring for self-related information may be related in AD

The relationships between executive dysfunction and frontal hypometabolism in Alzheimer's disease

peer reviewedA serie of tasks assessing executive functions was administered to patients with Alzheimer's disease and control subjects. Two groups of Alzheimer patients were examined : patients with hypometabolism restricted to the posterior (temporal and parietal) cerebral areas and patients with hypometabolism in both posterior and anterior (frontal) cerebral areas. The performance of Alzheimer patients was inferior to control subjects on all executive tasks. However, the two groups of Alzheimer patients did not differ from each other on all tasks except one. These data indicate that frontal lobe hypometabolism is not necessary to produce executive impairment in Alzheimer's disease. Consequently, executive dysfunction could be the consequence of a disconnection process between posterior and anterior cerebral areas

Valuing One's Self: Medial Prefrontal Involvement in Epistemic and Emotive Investments in Self-views.

peer reviewedRecent neuroimaging research has revealed that the medial prefrontal cortex (MPFC) is consistently engaged when people form mental representations of themselves. However, the precise function of this region in self-representation is not yet fully understood. Here, we investigate whether the MPFC contributes to epistemic and emotive investments in self-views, which are essential components of the self-concept that stabilize self-views and shape how one feels about oneself. Using functional magnetic resonance imaging, we show that the level of activity in the MPFC when people think about their personal traits (by judging trait adjectives for self-descriptiveness) depends on their investments in the particular self-view under consideration, as assessed by postscan rating scales. Furthermore, different forms of investments are associated with partly distinct medial prefrontal areas: a region of the dorsal MPFC is uniquely related to the degree of certainty with which a particular self-view is held (one's epistemic investment), whereas a region of the ventral MPFC responds specifically to the importance attached to this self-view (one's emotive investment). These findings provide new insight into the role of the MPFC in self-representation and suggest that the ventral MPFC confers degrees of value upon the particular conception of the self that people construct at a given moment