On the non-negative first-order exponential bilinear time series model

In this paper the bilinear model BL(1,0,1,1) driven by exponential distributed innovations is studied in some detail. Conditions under which the model is strictly stationary as well as some properties of the stationary distribution are discussed. Moreover, parameter estimation is also addressed. (C) 2005 Elsevier B.V. All rights reserved

Optimal alarm systems for count processes

In many phenomena described by stochastic processes, the implementation of an alarm system becomes fundamental to predict the occurrence of future events. In this work we develop an alarm system to predict whether a count process will upcross a certain level and give an alarm whenever the upcrossing level is predicted. We consider count models with parameters being functions of covariates of interest and varying on time. This article presents classical and Bayesian methodology for producing optimal alarm systems. Both methodologies are illustrated and their performance compared through a simulation study. The work finishes with an empirical application to a set of data concerning the number of sunspot on the surface of the sun

Psychosocial impact of human papillomavirus on women's sexual dissatisfaction and quality of life

Purpose: This study assessed how psychological, socio-demographic and clinical variables were associated and moderated the relationship between sexual dissatisfaction and the psychosocial impact of the human papillomavirus (HPV) on the quality of life (QOL) of infected women. Methods: A cross-sectional design was used with a sample of 194 women. Participants completed a sociodemographic and clinical questionnaire, and were assessed on the psychosocial impact of HPV on quality of life (HPV Impact Profile), sexual dissatisfaction (Index of Sexual Satisfaction), psychological morbidity (Hospital Anxiety and Depression Scale), emotional suppression (Courtauld Emotional Control Scale) and spirituality (Spiritual and Religious Attitudes in Dealing with Illness). Results: Women with greater psychological morbidity and emotional suppression showed greater psychosocial impact of HPV on QOL. Greater psychological morbidity and emotional suppression, being older, having less education and not using condoms were associated with greater sexual dissatisfaction. Sexual dissatisfaction, psychological morbidity and age were associated with the impact of HPV on QOL. The variables that contributed to sexual dissatisfaction were age, emotional suppression and condom use. The use of condoms moderated the relationship between emotional suppression and sexual dissatisfaction. Conclusion: Interventions should focus on psychological morbidity and condom use, particularly in older and less educated women

Integer-valued autoregressive processes with periodic structure

In this paper the periodic integer-valued autoregressive model of order one with period T, driven by a periodic sequence of independent Poisson-distributed random variables, is studied in some detail. Basic probabilistic and statistical properties of this model are discussed. Moreover, parameter estimation is also addressed. Specifically, the methods of estimation under analysis are the method of moments, least squares-type and likelihood-based ones. Their performance is compared through a simulation study. (C) 2009 Elsevier B.V. All rights reserved

Optimal alarm systems for FIAPARCH processes

In this work, an optimal alarm system is developed to predict whether a financial time series modeled via Fractionally Integrated Asymmetric Power ARCH (FIAPARCH) models, up/downcrosses some particular level and give an alarm whenever this crossing is predicted. The paper presents classical and Bayesian methodology for producing optimal alarm systems. Both methodologies are illustrated and their performance compared through a simulation study. The work finishes with an empirical application to a set of data concerning daily returns of the Sao Paulo Stock Market

Novel biomarkers and endoscopic techniques for diagnosing pancreaticobiliary malignancy

The UK incidence of pancreatic ductal adenocarcinoma is 9 per 100,000 population, and biliary tract cancer occurs at a rate of 1-2 per 100,000. The incidence of both cancers is increasing annually and these tumours continue to be diagnosed late and at an advanced stage, limiting options for curative treatment. Population-based screening programmes do not exist for these cancers, and diagnosis currently is dependent on symptom recognition, but often symptoms are not present until the disease is advanced. Recently, a number of promising blood and urine biomarkers have been described for pancreaticobiliary malignancy and are summarised in this review. Novel endoscopic techniques such as single-operator cholangioscopy and confocal endomicroscopy have been used in some centres to enhance standard endoscopic diagnostic techniques and are also evaluated in this review

A case-control study comparing the incidence of early symptoms in pancreatic and biliary tract cancer.

Pancreatic ductal adenocarcinoma (PDAC) and biliary tract cancers (BTC) are often diagnosed late and at an advanced stage. Population-based screening programmes do not exist and diagnosis is primarily dependent on symptom recognition. Recently symptom-based cancer decision support tools (CDSTs) have been introduced into primary care practices throughout the UK to support general practitioners (GPs) in identifying patients with suspected PDAC. However, future refinement of these tools to improve their diagnostic accuracy is likely to be necessary

Photon-number-resolving segmented avalanche-photodiode detectors

We investigate the feasibility and performance of photon-number-resolved photodetection employing avalanche photodiodes (APDs) with low dark counts. The main idea is to split n photons over m modes such that every mode has no more than one photon, which is detected alongside propagation by an APD. We characterize performance by evaluating the purities of positive-operator-valued measurements (POVMs), in terms of APD number and photon loss.Comment: 5 pages, 7 figures, submitted for publicatio