bluuebunny/crossref_metadata_2025 huggingface dataset:
Surgical margin status of open versus laparoscopic radical prostatectomy specimens
Authors: Terakawa Tomoaki , Miyake Hideaki , Tanaka Kazushi , Takenaka Atsushi , Inoue Taka‐Aki , Fujisawa Masato
Published: May 2008

Objectives:  To compare the surgical margin (SM) status between open and laparoscopic radical prostatectomy (RRP and LRP, respectively) specimens.

Methods:  Surgical specimens from 137 patients undergoing LRP and 220 patients undergoing RRP for clinically localized prostate cancer were included in the analysis. SM status in each resected specimen, including the number of positive SM as well as their location, was examined.

Results:  The incidence of positive SM in the LRP group was significantly greater than that in the RRP group. Despite the lack of significant difference in the proportion of solitary positive SM between these two groups, the proportion of multiple positive SM in the LRP group was significantly greater than that in the RRP group. There was no significant difference in the incidence of anterior positive SM between the two groups, while the incidences of positive SM at the apex, posterior site and bladder neck in the LRP group were significantly greater than those in the RRP group. Furthermore, there were no significant preoperative parameters predicting positive SM in the LRP group. On the other hand, the biopsy Gleason score and clinical T stage were identified as significant predictors of positive SM in the RRP group, of which the biopsy Gleason score was independently related to the presence of positive SM.

Conclusions:  Clinical T stage and Gleason score could be useful predictors of SM status following RRP, while positive SM in LRP specimens were detected irrespective of preoperative parameters, suggesting the need for an effort for further refining the LRP procedure.
‘It’s part of the job, but it spoils the job': A phenomenological study of physical restraint
Authors: Bigwood Stuart , Crowe Marie
Published: May 2008

ABSTRACT:  This paper examines mental health nurses' experiences of physical restraint in an acute inpatient psychiatric setting using Van Manen's descriptive hermeneutic phenomenological methodology. The aim was to understand the nurses' experiences of physical restraint. One overarching theme emerged from the analysis: It's part of the job. This theme had a subtheme of Control which was constituted by the Conflicted Nurse and the Scared Nurse. The findings suggest that mental health nurses are very uncomfortable with physical restraint despite it being taken‐for‐granted as integral to their role. The nurses experienced conflict and fear associated with the procedure and would prefer to utilize other de‐escalation skills if it was possible. The main source of conflict related to the imperative to maintain control and the professional values of the therapeutic relationship. While the nurses could see no viable alternative in some situations, the paper concludes that while environmental issues impact on the practice of physical restraint mental health nurses need to practice it with as much care and humanity as possible.
Psychometric characteristics of a self‐report questionnaire (HPIQ) focusing on health promotion interventions in mental health services
Authors: Svedberg Petra , Arvidsson Barbro , Svensson Bengt , Hansson Lars
Published: May 2008

ABSTRACT:  The aim of this study was to develop and investigate psychometric properties of the Health Promotion Intervention Questionnaire, a newly developed instrument intended to measure patients' subjective experiences of health promotion interventions in the mental health services. Health promotion practice has often been contested; therefore, it is important to produce convincing evidence that health promotion initiated by the health‐care services actually works. A cross‐sectional study was performed in order to investigate health promotion interventions among mental health service outpatients. A sample of 135 patients was used to test the psychometric properties of a new questionnaire designed to measure subjective experiences of health promotion interventions carried out by the mental health services. The factor structure of the questionnaire was tested by means of principal component factor analysis with varimax rotation. Reliability was measured in terms of internal consistency of the factors and test–retest reliability in a subsample of patients. The final scale contained 19 items derived from four factors: alliance, empowerment, educational support, and practical support. In terms of internal consistency, reliability was found to be good, both for the overall scale and the subscales. Test–retest reliability was moderate or higher in 13 out of 19 items and poor in only one item. This questionnaire, developed to evaluate patients' experiences of health promotion interventions in mental health services, may be used as an alternative in further empirical studies. With additional testing, the questionnaire could facilitate the work of defining and evaluating health promotion interventions conducted by the mental health services.
Community psychiatric nurses' experience of working with people who engage in deliberate self‐harm
Authors: Thompson Andrew R. , Powis Jane , Carradice Angela
Published: May 2008

ABSTRACT:  This paper reports on a study that explored community psychiatric nurses' experiences of working with people who self‐harm. Interpretative Phenomenological Analysis was used with eight experienced community psychiatric nurses who participated in semi‐structured interviews. Established quality control procedures were utilized including audit of the analysis process and validating the results with participants. The participants described struggling to conceptualize self‐harm behaviour and generally reported finding working with people who self‐harm stressful particularly in terms of managing the emotional impact upon themselves and the boundaries of their professional responsibilities in relation to managing risk. The therapeutic relationship was viewed as crucial and a variety of coping methods to manage the impact of the work, which had largely developed through ‘on the job’, experience were described. The results highlight the potential difficulties faced by community staff and can be translated into clear recommendations for training and support.
Emergency surgery for complicated acute diverticulitis
Authors: Issa N. , Dreznik Z. , Dueck D. S. , Arish A. , Ram E. , Kraus M. , Gutman M. , Neufeld D.
Published: May 2008

Aim  Antecedent attacks of diverticulitis are thought to increase the risk of complicated diverticulitis, and unless elective surgery is performed, a high proportion of patients with recurrent symptoms will require emergency operations for complicated diverticulitis with its associated morbidity. In this multicentre study, we aim to assess impact of previous attacks of diverticulitis on patients requiring an emergency surgical intervention.

Method  All patients operated on as an emergency for complicated diverticulitis were retrospectively analysed. Patients were separated into two groups: group A included patients without previous history of diverticular disease, and group B those with previous attacks of diverticulitis.

Results  A total of 96 patients were included in the study. Group A included 68 (70.8%) patients, and group B 28 (29.2%) patients. Generalized peritonitis was the reason for operation in 50 (73.5%) patients in‐group A and only four (14%) patients in group B. Perforated diverticulitis occurred more often in group A, whereas pericolonic abscess and phlegmon formation occurred more commonly in group B. Resection was performed in all patients in group B; 50% had a Hartmann’s procedure, and the other 50% patients had primary anastomosis. Hartmann’s procedure was performed in 52 patients (76.5%) in group A, and 8 patients (11.7%) had resection and primary anastomosis. No difference in postoperative complications was identified between the groups.

Conclusion  Multiple attacks of diverticulitis are not associated with an increased risk of complicated diverticulitis. Recurrent episodes of diverticulitis are not associated with a less favourable outcome or an increased risk of fatality if complications ensue.
‘Fast‐track’ colonic surgery in Austria and Germany – results from the survey on patterns in current perioperative practice
Authors: Hasenberg T. , Keese M. , Längle F. , Reibenwein B. , Schindler K. , Herold A. , Beck G. , Post S. , Jauch K. W. , Spies C. , Schwenk W. , Shang E.
Published: May 2008

Objective  ‘Fast‐track’ rehabilitation has been shown to accelerate recovery, reduce general morbidity and decrease hospital stay after elective colonic surgery. Despite this evidence, there is no information on the acceptance and utilization of these concepts among the entirety of Austrian and German surgeons.

Method  In 2006, a questionnaire concerning perioperative routines in elective, open colonic resection was sent to the chief surgeons of 1270 German and 120 Austrian surgical centres.

Results  The response rate was 63% in Austria (76 centres) and 30% in Germany (385 centres). Mechanical bowel preparation is used by the majority (Austria, 91%; Germany, 94%); the vertical incision is the standard method of approach to the abdomen in Austria (79%) and Germany (83%), nasogastric decompression tubes are rarely used, one‐third of the questioned surgeons in both countries use intra‐abdominal drains. Half of the surgical centres allow the intake of clear fluids on the day of surgery and one‐fifth offer solid food on that day. Epidural analgesia is used in three‐fourths of the institutions.

Conclusion  Although there is an evident benefit of fast‐track management, the survey shows that they are not yet widely used as a routine in Austria and Germany.
Chemo‐radiotherapy: an alternative to surgery for squamous cell carcinoma of the rectum – report of six patients and literature review
Authors: Rasheed S. , Yap T. , Zia A. , McDonald P. J. , Glynne‐Jones R.
Published: May 2008

Purpose  Since 1943 [1], only 45 patients of squamous cancer of the rectum have been reported in the published reports and the largest series to date consists of 12 patients. Reports suggest that the primary treatment is surgical resection but, in the light of nonsurgical advances in the treatment of anal squamous cell carcinoma (SCC), we present a review of the literature and report six patients treated by chemoradiation therapy (CRT).

Method  A literature search was undertaken using the keywords squamous cell, epidermoid, basaloid and cloacagenic and cancer of rectum and colon to provide evidence for this discussion from studies of surgery, radiation therapy and CRT in rectal SCC. A prospective database of the Mount Vernon Cancer Centre, UK was searched from 1995 to 2005 for patients diagnosed with pure SCC of the rectum.

Results  Six patients with histologically confirmed primary SCC of the rectum were treated with primary combination chemo‐radiotherapy according to protocols used for SCC of the anal canal over a 15‐year period. Surgery was avoided in four, and they remain disease‐free on follow‐up.

Conclusions  Primary CRT, as currently utilized in anal cancer, can be extended to primary SCC of the rectum.
Rights Issues in the Chinese Stock Market: Evidence of Earnings Management
Authors: Fung Hung‐Gay , Leung Wai K. , Zhu Jiang
Published: May 2008

Using 665 rights offerings of Chinese firms, we demonstrate positive but diminishing price effects of successive announcements at the board meeting, the shareholders' meeting, the prospectus release date, and the ex‐rights date, but negative abnormal returns before the ex‐rights date. Public investors value the participation from shareholders of state and legal‐person shares in the rights offerings, which seem to be linked to the future firm performance. The results overall supports the hypothesis that Chinese company earnings are considerably manipulated in the rights issue process.
Auditors' Ability to Resist Client Pressure and Culture: Perceptions in China and the United Kingdom
Authors: Lin Kenny Z. , Fraser Ian A.M.
Published: May 2008

Ongoing corporate scandal and audit failure raise serious concerns about the ability of auditors to resist client pressure. Based on a sample of 93 auditors from China and the United Kingdom (U.K.), we analyze the effect of specificity of accounting standard, level of auditor tenure, provision of management advisory services (MAS) and degree of audit market competition on perceptions of auditors' ability to withstand client pressure in audit conflict situations. We draw on cultural differences to explain differences in auditors' perceptions in the respective countries. Our findings are consistent with national cultural characteristics identified in the research literature. We find that U.K. auditors perceive specificity of accounting standards, auditor tenure, MAS and competition as less likely to affect decisions as to whether or not to accept clients' preferred accounting treatments than do their Chinese counterparts. Additionally while Chinese auditors perceive MAS and competition to be significant factors, they perceive accounting standard specificity and auditor tenure to be insignificant. For U.K. auditors, these results are reversed. The results may be relevant to international audit firms operating cross‐culturally and seeking to apply common audit procedures or codes of professional conduct in different national settings.
MORAL HAZARD AND LABOUR‐MANAGED FIRMS IN ITALY AFTER THE LAW N. 142/2001
Authors: REITO Francesco
Published: May 2008

ABSTRACT**:  Instead of focusing on the difference between a labour‐managed (LMF) and a profit maximizing firm (PMF) in terms of final out‐come and occupation, this paper considers the actual possibility for a firm to be financed from outside. A simple case of moral hazard in the credit market is analyzed. A bank, for limited funds, can finance one of two potential firms, a LMF or a PMF, both with similar project size. The Italian case is taken into account: the law n. 142/2001 has equalized the position of workers and members of a LMF as (own) firm creditors during a liquidation. This has an effect on the structure of creditors priorities in case a firm goes bankrupt and, in particular, on money‐lenders likelihood of getting their loans back. It is argued that, before the law, the LMF had in general an advantage on the PMF, from banks viewpoint, for it faced a lower moral hazard problem on effort contribution. After the law, even though the direct consequence seems to be a draw back in LMF credit‐worthiness, the model shows that, on given conditions, this type of firm remains more competitive as a bank borrower.
INCENTIVE REGULATION AND THE ROLE OF CONVEXITY IN BENCHMARKING ELECTRICITY DISTRIBUTION: ECONOMISTS VERSUS ENGINEERS
Authors: GRIFELL‐TATJÉ Emili , KERSTENS Kristiaan
Published: May 2008

ABSTRACT**:  This note illustrates the potential impact of the specification of a convex production technology on establishing minimal costs compared to the use of a non‐convex technology when benchmarking electricity distributors. This methodological reflection is mainly motivated by recent engineering literature providing evidence for non‐convexities in electricity distribution. An empirical illustration using non‐parametric specifications of technology illustrates this main point using a sample of Spanish electricity distribution firms earlier analysed in Grifell‐Tatjé and Lovell (2003).
RATIOCINATION: AN EMPIRICAL ACCOUNT
Authors: Sommers Fred
Published: May 2008

Modern thinkers regard logic as a purely formal discipline like number theory, and not to be confused with any empirical discipline such as cognitive psychology, which may seek to characterize how people actually reason. Opposed to this is the traditional view that even a formal logic can be cognitively veridical – descriptive of procedures people actually follow in arriving at their deductive judgments (logic as Laws of Thought). In a cognitively veridical logic, any formal proof that a deductive judgment, intuitively arrived at, is valid should ideally conform to the method the reasoning subject has used to arrive at that judgment. More specifically, it should reveal the actual reckoning process that the reasoning subject more or less consciously carries out when they make a deductive inference. That the common logical words used in everyday reasoning – words such as ‘and’, ‘if,’‘some’, ‘is’‘not,’ and ‘all’– have fixed positive and negative charges has escaped the notice of modern logic. The present paper shows how, by unconsciously recognizing ‘not’ and ‘all’ as ‘minus‐words’, while recognizing ‘and’, ‘some’, and ‘is’ as ‘plus words’, a child can intuitively reckon, for example, ‘not (−) all (−) dogs are (+) friendly’ as equivalent to ‘some (+) dogs aren't (−) friendly’: −(−D+F) = +D−F.
PERSONS AND RELICS
Authors: Breeur Roland , Burms Arnold
Published: May 2008

We describe a number of puzzling phenomena and use them as evidence for a hypothesis about why bodily continuity matters for personal identity. The phenomena all belong to a particular kind of symbolisation: each of them illustrates how an entity (object or person) sometimes acquires symbolic significance in virtue of a material link with the symbolised entity. Relics are the most obvious example of what happens here: they are cherished, desired or respected, not because of their intrinsic features, but because of their material link with some significant individual person. Crucial for the hypothesis we wish to defend, is the fact that a human being can in some cases and for some others function as a relic of what she used to be; in these cases a human individual has a specific significance in virtue of a material link (bodily continuity) with her own past. We argue that this phenomenon can be extended and that the importance of bodily continuity for personal identity is constituted by the kind of symbolisation upon which the existence of relics is based.1
DOOMSDAY, BISHOP USSHER AND SIMULATED WORLDS
Authors: Richmond Alasdair M.
Published: May 2008

This paper attempts three tasks in relation to Carter and Leslie's Doomsday Argument. First, it criticises Timothy Chambers' ‘Ussherian Corollary’, a striking but unsuccessful objection to standard Doomsday arguments. Second, it reformulates the Ussherian Corollary as an objection to Bradley Monton's variant Doomsday and Nick Bostrom's Simulation Argument. Finally, it tries to diagnose the epistemic/metaphysical problems facing Doomsday‐related arguments.1
CONVERGENCE AND ECONOMIC PERFORMANCE IN GREECE: EVIDENCE AT REGIONAL AND PREFECTURE LEVEL
Authors: Benos Nikos , Karagiannis Stelios
Published: May 2008

The purpose of this paper is to test regional convergence and to investigate interregional disparities in terms of per capita income in Greece. The novelty of our study lies in the use of a disaggregated dataset for an extended time period (1971–2003) at two regional levels (NUTS II & NUTS III). Our results indicate that there is β convergence between prefectures but not among regions, while no evidence of σ convergence is found at both regional levels. Also, the GDP geographic concentration and population density have a negative impact on growth, which outweighs the positive growth effect of population geographic concentration and GDP spatial inequality. Thus, policies aiming at the decentralization of economic activity in Greece might enhance growth and regional equality simultaneously. Finally, we do not find economic dualism across geographic areas; however, rich prefectures seem to converge faster than poor ones.
DESIRABILITY AND SEQUENCE OF LIBERALIZATION AND STRUCTURAL REFORM POLICIES IN A MODEL WITH INFORMAL SECTOR
Authors: Mukhopadhyay Ujjaini
Published: May 2008

The paper develops a three‐sector general equilibrium model with informal sector and examines the welfare effects of liberalization and structural reform in the presence of labor and capital market distortions. It attempts to determine a credible sequence of reforms that may be the most welfare‐enhancing, since implementation of reforms in all the markets at a single stage may be neither feasible nor optimal. Foreign capital is welfare‐improving only in the presence of labor market distortion, while welfare deteriorates if the capital market is distorted. While tariff and capital market reforms may be welfare‐enhancing in the absence of labor market distortion, labor market reform may intensify the formal‐informal wage gap and have a worsening effect on welfare in the presence of tariff distortion and capital market imperfection. One of the plausible sequences of reforms may be to initially undertake tariff reform followed by capital and labor market reforms, respectively.
Modelling Positional Uncertainty of Line Features by Accounting for Stochastic Deviations from Straight Line Segments
Authors: De Bruin Sytze
Published: May 2008

The assessment of positional uncertainty in line and area features is often based on uncertainty in the coordinates of their elementary vertices which are assumed to be connected by straight lines. Such an approach disregards uncertainty caused by sampling and approximation of a curvilinear feature by a sequence of straight line segments. In this article, a method is proposed that also allows for the latter type of uncertainty by modelling random rectangular deviations from the conventional straight line segments. Using the model on a dense network of sub‐vertices, the contribution of uncertainty due to approximation is emphasised; the sampling effect can be assessed by applying it on a small set of randomly inserted sub‐vertices. A case study demonstrates a feasible way of parameterisation based on assumptions of joint normal distributions for positional errors of the vertices and the rectangular deviations and a uniform distribution of missed sub‐vertices along line segments. Depending on the magnitudes of the different sources of uncertainty, not accounting for potential deviations from straight line segments may drastically underestimate the positional uncertainty of line features.
SEASONAL ADJUSTMENT BY A BAYESIAN MODELING
Authors: Akaike Hirotugu
Published: May 2008

Abstract. The basic ideas underlying the construction of a newly introduced seasonal adjustment procedure by a Bayesian modeling are discussed in detail. Particular emphasis is placed on the use of the concept of the likelihood of a Bayesian model for model selection. The performance of the procedure is illustrated by a numerical example.
ON THE STRUCTURE OF THE LIKELIHOOD FUNCTION OF AUTOREGRESSIVE AND MOVING AVERAGE MODELS
Authors: Anderson T. W. , Mentz Raúl P.
Published: May 2008

Abstract. In finite order normal moving average models the maximum likelihood estimates always exist. For finite order normal autoregressive models sufficient conditions for the existence of maximum likelihood estimates is given. Some cases not satisfying the conditions are studied.
THE COMPARISON OF LEAST SQUARES AND THIRD‐ORDER PERIODOGRAM PROCEDURES IN THE ESTIMATION OF BIFREQUENCY
Authors: Brillinger David R.
Published: May 2008

Abstract. Given a stretch of time series values, the third‐order periodogram is investigated as a criterion for use in the estimation of bifrequencies, that is of frequency triples (ω1ω2, ω3) with ω3= 2ω ‐ω1ω2. The least squares estimates of such frequencies are compared with estimates derived by maximizing the modulus of the third‐order periodogram. It is found that neither estimation procedure is uniformly better than the other.
A TEST FOR LINEARITY OF STATIONARY TIME SERIES
Authors: Rao T. Subba , Gabr M. M.
Published: May 2008

Abstract. A standard assumption that is often made in time series analysis is that the series conforms to a linear model. The object of this paper is to describe statistical tests for testing this assumption. The tests are constructed from the bispectral density function, and depend on the application of Hotelling T2. These tests are illustrated with two real time series and four simulated time series. Some guidelines about the choice of the parameters are also included.
ESTIMATION OF COEFFICIENTS OF AN AUTOREGRESSIVE PROCESS BY USING A HIGHER ORDER MOMENT
Authors: Huzii Mituaki
Published: May 2008

Abstract. When we use the estimators, obtained by solving Yule‐Walker equations, of the coefficients of an autoregressive process, we cannot discriminate Xt and Yt where all the solutions of the associated polynomial equation of Xt are less than 1 in the absolute value and, at least, one of the solutions of that of Yt is greater than 1 in the absolute value. To discriminate between Xt and Yt Rosenblatt proposed a method. We propose another method by using a higher order moment.
ESTIMATION OF PERIODICALLY VARYING MEANS AND STANDARD DEVIATIONS IN TIME SERIES DATA
Authors: Dunsmuir W.
Published: May 2008

Abstract. Models which account for seasonal changes in mean and standard deviation in time series which are serially correlated are discussed. Full Gaussian maximum likelihood estimation of the parameters specifying the mean function, of the parameters specifying the standard deviation function, and of the parameters specifying the stationary serial correlation structure is discussed and the asymptotic distribution derived without the assumption of Gaussian data. A commonly used method which estimates the three components separately, and uses Fourier series parameterisation, is also reviewed and the asymptotic distribution for these estimates is also derived. Both of these have asymptotic covariances which depend upon third and fourth cumulants of the underlying distribution. When these vanish (e.g., Gaussian case) then a simple revision of the inefficient estimates yields estimates which are asymptotically equivalent to the Gaussian estimates. An application to a series of monthly Atlantic Ocean Sea surface temperatures is given to illustrate this last method.
A NOTE ON A MARKOV BILINEAR STOCHASTIC PROCESS IN DISCRETE TIME
Authors: Tong H.
Published: May 2008

Abstract. In this paper we study the ergodicity of a Markov bilinear stochastic process and prove that not all moments exist for a non‐trivial bilinear stochastic process. We have derived expressions for the moments when they exist and diagrams are given which show the regions for which moments of various low orders exist. A modified bilinear process is briefly discussed.
ON THE RECURSIVE FITTING OF SUBSET AUTOREGRESSIONS
Authors: Penm Jack H. W. , Terrell R. D.
Published: May 2008

Abstract.In fitting a vector autoregressive process which may include lags up to and including lagK, we may wish to search for the subset vector autoregressive process of sizek(wherekis the number of lags with non‐zero coefficient matrices,k= 1, 2,K) which has the minimum generalized residual variance. This paper provides a recursive procedure, which is initialized by evaluatingall‘forwardand’‘backward’ autoregressions in whichk= 1. The recursion then allows one to develop successively all subsets of sizek= 2,k= 3 up tok=K.

The optimum subset vector autoregression is found by employing the proposed recursive procedures in conjunction with model selection criteria. This approach is used on simulated data to assess its performance and to re‐examine the annual trappings of the Canadian lynx investigated by Tong (1977).
IDENTIFYING MULTIVARIATE TIME SERIES MODELS
Authors: Cooper D. M. , Wood E. F.
Published: May 2008

Abstract. Akaike (1974, 1975) has described how canonical variate analysis can be used to identify the structure of linear multivariate time series models. With some modification, the procedure is suitable for finding autoregressive moving average representations which are efficiently parameterized. We describe briefly the method and examine its performance when applied to a well‐known bivariate time series.
DETERMINING THE DEGREE OF DIFFERENCING FOR TIME SERIES VIA THE LOG SPECTRUM
Authors: Janacek G. J.
Published: May 2008

Abstract. While many time series require differencing before a model may be fitted it has been shown that ‘overdifferencing’ may result in a fitted model with poor long term forecasting properties. This may present real problems when the degree of differencing which is appropriate is fractional. We show that the log spectrum is a natural quantity to consider when attempting to determine the degree of differencing required and outline the distribution theory required. The ideas are shown to extend to the seasonal case and can be used to assess whether seasonal differencing is appropriate.
A NOTE ON A CENTRAL LIMIT THEOREM FOR STATIONARY PROCESSES
Authors: Morettin Pedro A.
Published: May 2008

Abstract. In this paper we prove a central limit theorem for the finite Walsh‐Fourier transform of a stationary sequence under a mixing condition, involving higher order cumulants of the process.
ON q‐CONDITIONED PARTIAL CORRELATIONS
Authors: Newbold P. , Bos T.
Published: May 2008

Abstract. In attempting to develop a procedure for fitting linear multiple autoregressive‐moving average models to observed data, perhaps the most difficult problem is to achieve a reasonable initial model selection. A recent paper by Jenkins and Alavi suggests, as one possibility, the examination of so‐called q‐conditioned partial correlations. We show that the sampling properties of these statistics are such as to render them of dubious value for this purpose.
ASYMPTOTIC EXPANSIONS FOR THE DISTRIBUTION OF AN ESTIMATOR IN THE FIRST‐ORDER AUTOREGRESSIVE PROCESS
Authors: Ochi Yoshimichi
Published: May 2008

Abstract. In this paper, two asymptotic expansions for the distribution for an estimator of the parameter in a first‐order autoregressive process are derived, according to two situations. Some well known estimators are special cases of the estimator discussed here. The series expansions are carried to terms of order T‐1.
ESTIMATION OF RANDOM COEFFICIENT AUTOREGRESSIVE PROCESS: AN EMPIRICAL BAYES APPROACH
Authors: Li W. K. , Hui Y. V.
Published: May 2008

Abstract. The problem of estimating panel autoregressive time series is considered. The autoregressive parameters vary over independent realizations from an unknown distribution. An empirical Bayes procedure is suggested to estimate the parameters using information from all realizations.
ON THE EXISTENCE OF SOME BILINEAR TIME SERIES MODELS
Authors: RAO M. BHASKARA , RAO T. SUBBA , WALKER A. M.
Published: May 2008

Abstract.The existence of a multivariate strictly stationary stochastic process conforming to a certain bilinear time series model is discussed.
ESTIMATION OF LINEAR REGRESSION MODEL WITH AUTOCORRELATED DISTURBANCES
Authors: Ullah A. , Srivastava V. K. , Magee L. , Srivastava A.
Published: May 2008

Abstract.In this paper we have derived the large sample asymptotic approximation for the variance‐covariance matrix of the two stage Prais‐Winston estimator of the regression coefficients. The efficiency properties of this estimator with respect to ordinary least squares, and generalized least squares with a known autocorrelation coefficient are then analysed numerically. The results are useful for the practitioners dealing with moderate size sample data.
IDENTIFIABILITY IN DYNAMIC ERRORS‐IN‐VARIABLES MODELS
Authors: Anderson B. D. O. , Deistler M.
Published: May 2008

Abstract. This paper is concerned with the identifiability of scalar linear dynamic errors‐in‐variables systems. The analysis is based on second moments only. The set of feasible systems corresponding to given second moments of the observations is described and conditions for identifiability are derived for the case of rational transfer functions.
A FURTHER NOTE ON THE DETECTION OF GRANGER INSTANTANEOUS CAUSALITY
Authors: Layton Allan P.
Published: May 2008

Abstract. The purpose of this paper is to demonstrate that it is conceptually incorrect to examine the contemporaneous univariate residual cross‐correlation between two time series in testing for the existence of instantaneous causality.
VALIDITY OF EDGEWORTH EXPANSIONS FOR STATISTICS OF TIME SERIES
Authors: Taniguchi Masanobu
Published: May 2008

Abstract. In this paper, we discuss the validity of the multivariate Edgeworth expansion of distribution functions of statistics which need not be standardized sums of independent and identically distributed vectors. We apply this result to statistics of time series. In particular, we shall give the asymptotic expansion of the distribution of the maximum likelihood estimator of a parameter of a circular autoregresive moving average process.
ORDER DETERMINATION OF MULTIVARIATE AUTOREGRESSIVE TIME SERIES WITH UNIT ROOTS
Authors: Paulsen Jostein
Published: May 2008

Abstract.This paper deals with order determination of multivariate time series where roots of the characteristic equation are allowed to be equal to one. For estimation of parameters in such processes, least squares were used. For a familiar class of order determination criteria it is shown that results on weak consistency valid in the stationary case can be generalized to processes with unit roots in the characteristic equation. Then a discussion of the possibility of underestimating the order for finite samples is given for a particular model, and it is indicated that nonstationarity of this type decreases the probability of underestimating the order. Finally some Monte Carlo simulation results are given to supplement the theoretical results.
ON THE CHOICE OF THE ORDER OF AUTOREGRESSIVE MODELS: A RANKING AND SELECTION APPROACH
Authors: Duong Quang Phuc
Published: May 2008

Abstract.The problem of estimating the order of autoregressive models is considered from the point of view of ranking and selection procedures. This approach offers a formulation to many problems more realistic than that of classical hypothesis testing or of criteria based on estimation theory (e.g., AIC). In the method considered here, sampling variations are taken into account and the experimenter is also allowed to incorporate any a priori knowledge of the true order (e.g., lower bound as well as upper bound).
ON THE AUTOCORRELATION STRUCTURE AND IDENTIFICATION OF SOME BILINEAR TIME SERIES
Authors: Li W. K.
Published: May 2008

Abstract.For the bilinear time seriesXt=βXt‐ket‐l+ev,k≥l, formulas for the firstk‐1 autocorrelations ofX2tare obtained. These results fill in a gap in Granger and Andersen (1978). Simulation experiments are used to study the applicability of theoretical results and to investigate some more general situations. It is found that if ß is not too small,kandlmay be identified using the autocorrelations ofX2t. Application to more general situations is also briefly discussed.
A NOTE ON THE COMPUTATION OF THE BAYESIAN DECOMPOSITION OF A TIME SERIES
Authors: Corradi C. , Scarani C.
Published: May 2008

Abstract. The purpose of the present note is to propose an efficient algorithm for the Bayesian decomposition of a time series, utilizing some results recently developed in the area of methods of regularization of certain integral equations. Within this framework, it is shown how the special structure of the problem can be exploited so that a considerable gain in computational efficiency over existing procedures can be obtained.
ON THE ROBUST PREDICTION AND INTERPOLATION OF TIME SERIES IN THE PRESENCE OF CORRELATED NOISE
Authors: Franke Jurgen
Published: May 2008

Abstract. We consider the problem of predicting and interpolating linearly a time series which can be represented as the sum of a model process with known spectral density and a noise process. The spectral density of the noise process is unknown with the exception of an upper bound for its integral. Some partial information of quite general kind about the cross spectral density of model and noise is available. We prove the existence of a robust predictor which minimizes the maximal mean‐square error, where the maximum is taken over all spectral densities which may arise from the circumstances described above as spectral density of the predicted time series. An analogous result holds for the related interpolation problem. We describe how to derive the minimax robust predictor and interpolator in concrete situations. The method is illustrated by determining the robust predictor explicitly for three examples where model and noise may be arbitrarily, only causally or not at all correlated.
THE AUTOCORRELATION FUNCTION OF SEASONAL ARMA MODELS
Authors: Peña Daniel
Published: May 2008

Abstract. This note obtains the theoretical autocorrelation function of an ARMA model with multiplicative seasonality. It is shown that this function can be interpretated as the result of the interaction between the seasonal and regular autocorrelation patterns of the ARMA model. The use of this result makes easier the identification of the structure of the model, is helpful in choosing between a multiplicative or additive seasonal component and leads to a better understanding of the properties of the estimated autocorrelation function of scalar ARMA processes.
A NOTE ON SOME STATISTICS USEFUL IN IDENTIFYING THE ORDER OF AUTOREGRESSIVE MOVING AVERAGE MODEL
Authors: Tuan Pham Dinh
Published: May 2008

Abstract. Several recursive relations concerning some statistics useful in identifying the order of autoregressive moving average are derived and the asymptotic behaviour of these statistics are studied.
COMPARISON OF CRITERIA FOR ESTIMATING THE ORDER OF A VECTOR AUTOREGRESSIVE PROCESS
Authors: Lütkepohl Helmut
Published: May 2008

Abstract.Various criteria for estimating the order of a vector autoregressive process are compared in a simulation study. For the considered processes Schwarz's BIC criterion chooses the correct autoregressive order most often and leads to the smallest mean squared forecasting error in samples of the size usually available in practice.
THE ASYMPTOTIC EFFICIENCY OF A LINEAR PROCEDURE OF ESTIMATION FOR ARMA MODELS
Authors: Zhao‐Guo Chen
Published: May 2008

Abstract. This paper presents a proof for the asymptotic efficiency of the linear procedure, suggested by Hannan and Rissanen (1982), for parameter estimation of ARMA models.
SPECTRAL DENSITY ESTIMATION FROM NONLINEARLY OBSERVED DATA
Authors: Gingras D. F. , Masry E.
Published: May 2008

Abstract.The estimation of the spectral density function of a stationary Gaussian process at the input of an instantaneous nonlinearity is considered when the nonlinearity is known and a finite set of observations of the output process is given. A class of spectral estimates is considered and their quadratic‐mean consistency is established; precise asymptotic expressions for their bias and covariance are derived and their asymptotic normality is obtained.
EXAMPLES OF THE EVOLUTIONARY SPECTRUM THEORY
Authors: Mélard Guy
Published: May 2008

Abstract.The evolutionary spectrum theory is the most elaborated approach to the definition of the spectrum for a non‐stationary process. This paper contains examples where all the concepts of the theory are illustrated.
ASYMPTOTIC BEHAVIOUR OF DISCRETE LINEAR PROCESSES
Authors: Stadtmüller U. , Trautner R.
Published: May 2008

Abstract. We consider the linear process Yn(ω) =ΣAk(ω) ·Xn‐k (ω) on a probability space (Ω, P) and ask for sufficient conditions in order to get a limit theorem for (Yk) if the corresponding limit theorem for (Xk) is true.
IDENTIFICATION OF NOISY LINEAR SYSTEMS WITH MULTIPLE ARMA INPUTS
Authors: Tigelaar Harry H.
Published: May 2008

Abstract. In this paper we give conditions for identifiability of the parameters of a linear system that is disturbed by moving average noise, where the inputs are generated by a multivariate ARMA‐process. The identifiability is based on finite samples from in‐and output.
ON THE UNBIASEDNESS PROPERTY OF AIC FOR EXACT OR APPROXIMATING LINEAR STOCHASTIC TIME SERIES MODELS
Authors: Findley D. F.
Published: May 2008

Abstract. A rigorous analysis is given of the asymptotic bias of the log maximum likelihood as an estimate of the expected log likelihood of the maximum likelihood model, when a linear model, such as an invertible, gaussian ARMA (p, q) model, with or without parameter constraints, is fit to stationary, possibly non‐gaussian observations. It is assumed that these data arise from a model whose spectral density function either (i) coincides with that of a member of the class of models being fit, or, that failing, (ii) can be well‐approximated by invertible ARMA (p, q) model spectral density functions in the class, whose ARMA coefficients are parameterized separately from the innovations variance. Our analysis shows that, for the purpose of comparing maximum likelihood models from different model classes, Akaike's AIC is asymptotically unbiased, in case (i), under gaussian or separate parametrization assumptions, but is not necessarily unbiased otherwise. In case (ii), its asymptotic bias is shown to be of the order of a number less than unity raised to the power max {p, q} and so is negligible if max {p, q} is not too small. These results extend and complete the somewhat heuristic analysis given by Ogata (1980) for exact or approximating autoregressive models.
THE SUM OF FINITE MOVING AVERAGE PROCESSES
Authors: Darroch John , Jiřina Miloslav , McDonald John
Published: May 2008

Abstract. It is well known that the sum of moving average processes is itself a moving average process. Existing theory does not provide formulae relating the innovations in the sum process to those in the component processes when some zeros of the autocovari‐ance function of the sum process are on the unit circle. This gap is filled here by first showing that these zeros are necessarily shared by the component processes. Conditions for the innovations in the sum process to be current are given. Throughout the paper contemporary innovations in the component processes are allowed to be correlated, replacing the usual assumption that they are uncorrelated.
A RANDOM PARAMETER PROCESS FOR MODELING AND FORECASTING TIME SERIES
Authors: Guyton Deborah A. , Zhang Nien‐Fan , Foutz Robert V.
Published: May 2008

Abstract. A generalized autoregressive (GAR) process {Z(t); t = 0, ±1, …} is defined to satisfy the recurrence relation Z(t) = Aθ (t)Z (t ‐l)+ u(t), where {Aθ(t); t = 0,±1, …} is itself a stochastic process depending on a vector parameter θ and where {u(t); t= 0, ±1, …} is white noise with Eu2 (t) =a2. This paper develops theory and methodology and implementing the class of GAR processes for time series modeling and forecasting. Conditions on the ‘parameter process’{Aθ (t); t= 0, ±1, …} are obtained for the existence of a GAR process; necessary and sufficient conditions on {Aθ (t); t= 0, ±1, …} for existence of a stationary GAR process are also obtained. Procedures are developed for computing maximum likelihood estimates of the parameters 0 and u2 and for computing the minimum mean squared error forecasts for GAR processes.
ON THE IDENTIFICATION OF SOME BILINEAR TIME SERIES MODELS
Authors: Kumar Kuldeep
Published: May 2008

Abstract.In their book on bilinear time series models Granger and Andersen (1978, p. 43) dismiss the use of third order moments for identifying models on the grounds that for some bilinear models they will all be zero and hence are of no use in discriminating between true white noise and some bilinear models. However, in this paper it is shown that some of the third order moments do not vanish for some superdiagonal and diagonal bilinear models and the pattern of non zero moments can be used to discriminate between true white noise and these bilinear models and also between different bilinear models. Simulation experiments are used to study the applicability of theoretical results.
A METHODOLOGICAL NOTE ON THE DISAGGREGATION OF TIME SERIES TOTALS
Authors: Stram Daniel O. , Wei William W. S.
Published: May 2008

Abstract. This paper sheds new light on a generalized least squares approach for disaggregating a series of time series totals to estimate an underlying unaggregated series. By reinterpreting the generalized least squares problem as a time series prediction problem we can produce considerable computational savings relative to standard least squares approaches. Our reinterpretation gives us insight into the nature of the matrices which need to be inverted to compute the disaggregates.
ON THE STABILITY OF A HETEROSCEDASTIC PROCESS
Authors: Weis Andrew A.
Published: May 2008

Abstract. In this paper we derive the stability conditions in a time series regression model with a particular form of conditional heteroscedasticity. The variables affecting the variance include lagged errors, lagged dependent variables and a forecast variable. In addition to the usual stability conditions in a dynamic model, a condition on the parameters of the heteroscedasticity equation is also required.
DIFFERENT REPRESENTATIONS FOR BILINEAR MODELS
Authors: Guegan Dominique.
Published: May 2008

Abstract. In this paper, we investigate different representations of bilinear models introduced by Granger and Andersen (1978). We consider first the decomposition of these models on the chaos of Wiener, then we give for the subdiagonal models a l‐Markovian representation, generalizing a result obtained by Pham Dinh (1985) in the case of the superdiagonal models. Thus we consider the polynomial state affine representation. For these representations, we are interested in the existence and the uniqueness of the decomposition and the expression of the different moments of the models.
EXACT MAXIMUM LIKELIHOOD ESTIMATE AND LAGRANGE MULTIPLIER TEST STATISTIC FOR ARMA MODELS
Authors: Tuan Pham Dinh
Published: May 2008

Abstract. The paper provides a method for the computation of the derivatives of the exact log likelihood function of a Gaussian time series. Based on this result and using Fisher's scoring technique, an efficient method for computing the maximum likelihood estimates for an autoregressive moving average model has been obtained. Simulations suggest that the new procedure is as fast as the Box and Jenkins conditional least squares method. In a similar way, a procedure is derived to compute the Lagrange multiplier test statistics for testing the goodness of fit of the model.
THIRD ORDER ASYMPTOTIC PROPERTIES OF BLUE AND LSE FOR A REGRESSION MODEL WITH ARMA RESIDUAL
Authors: Taniguchi Masanobu
Published: May 2008

Abstract. In this note, we shall investigate third‐order asymptotic properties of BLUE and LSE for a regression model with ARMA residual. In the first place we shall evaluate the asymptotic mean square errors of BLUE and LSE up to third order. For appropriate regression variables (constant or harmonic functions), the asymptotic mean square error of LSE coincides with that of BLUE up to second order. Then we shall evaluate the difference of the asymptotic mean square errors of LSE and BLUE at third order. Secondly we shall show that BLUE is third‐order asymptotically efficient in the sense of the highest probability concentration around the true value in the third‐order Edgeworth expansion.
MAXIMUM LIKELIHOOD ESTIMATION OF AUTOCOVARIANCE MATRICES FROM REPLICATED SHORT TIME SERIES
Authors: Degerine Serge
Published: May 2008

Abstract. The maximum likelihood estimation of an autocovariance matrix based on replicated observations of stationary times series is considered. A sufficient condition for the existence of the estimate, when the sample covariance matrix is singular, is given. An iterative method for its computation is proposed: it is based on some spectral decompositions of Toeplitz matrices. Simulation results show the superiority of the estimate over the usual empirical sample autocovariance matrix.
REGRESSION MODELS FOR NON‐STATIONARY CATEGORICAL TIME SERIES
Authors: Fahrmeir Ludwig , Kaufmann Heinz
Published: May 2008

Abstract. Categorical time series often exhibit non‐stationary behaviour, due to the influence of exogenous variables. A parsimonious and flexible class of models is proposed for the statistical analysis of such data. These models are extensions of regression models for stochastically independent observations. Statistical inference can be based on asymptotic properties of the maximum likelihood estimator and of test statistics for linear hypotheses. Weak conditions assuring these properties are stated. Some tests which are of special interest in the time series situation are treated in more detail, for example tests of stationarity or independence of parallel time series.