Piecewise FARIMA models for long-memory time series

We consider the problem of modelling a long-memory time series using piecewise fractional autoregressive integrated moving average processes. The number as well as the locations of structural break points (BPs) and the parameters of each regime are assumed to be unknown. A four-step procedure is proposed to find out the BPs and to estimate the parameters of each regime. Its effectiveness is shown by Monte Carlo simulations and an application to real traffic data modelling is considered.     

The social as signal in the body of chromatin

Human social interactions and material cultures are increasingly understood as biologically consequent environmental signals. Within the explanatory framework of epigenetics, such signals become biologically inscribed when transduced into bodies as persistent patterns of molecular conformation. In the life sciences, persistence of the social as the biological is understood as establishment of gene expression potentials, physiological changes, or epigenetic memories. How did the social become interchangeable with the environmental? When did both become scientifically graspable as signals? This article recounts the history of how hormone biologists came to think in terms of signal transduction in the late 1960s. This cybernetic legacy is important for understanding the ‘environmental turn’ of epigenetics. To understand the social as signal in the present moment – a post-cybernetic rather than post-genomic moment – the theory of the signal must itself be excavated and analysed.     

Spectres of Afrikanerdom in contemporary commodity culture: history,memory, and imagining the self

The centrality of nostalgia in contemporary Afrikaner culture is contingent on the gradual demotion of Afrikaner history in post-apartheid South Africa. This article, however, departs from the view that such recapitulations of the past are necessarily always intransigent. Casting Afrikaner nostalgia as manifesting dissatisfaction with the government is ultimately not representative of the diverse spectres of Afrikanerdom that haunt selected commodity items, such as the t-shirts discussed in this article. If we allow for a melange of narratives and interpretations to emerge, as a postmodern view of history would encourage, it enables us to challenge a one-dimensional view of Afrikaner nostalgia. This article therefore posits that specific nostalgic imaginings of Afrikanerdom are decidedly self-reflexive and progressive. Instead of attempting to reify the past (together with irrecoverable positions of power), some of the discourses addressed in this article reveal Afrikanerdom’s capacities for appropriation, aestheticisation and commodification, which open up new possibilities for thinking about Afrikaner subjectivity in post-apartheid South Africa.     

Local asymptotic normality for long-memory process with strong mixing noises

Abstract

We will establish the local asymptotic normality (LAN) for fractional autoregressive long memory model in the case of strong mixing noises. This opens the way in future work to construct an adaptive estimator and construct optimal tests for the parameters. To check the feasibility and validity of our theoretical results a simulations study is considered.     

长时工作记忆的模块优化机制——基于理想认知模型的分析

记忆术是在新异信息与固有信息间强制建立一种人为意义联系的记忆策略。记忆术之所以能够有效提升记忆品质，是因为它能帮助构建稳定的理想认知模型，而理想化认知模型可被用作完整的记忆组块被个体提取到工作记忆中。组块中处于个体意识中央的那部分信息作为提取线索，将组块内的其它信息牵引到长时工作记忆中，这一方面增强了信息的可得性，另一方面还有效克服了短时工作记忆的容量限制。总之，记忆术通过理想认知模型优化了长时工作记忆，从而改善了记忆效率，提升了记忆品质。     

Unruly Voices in the Museum

ABSTRACT

This article addresses the use of audio recordings and oral memory for the critical engagement with colonial pasts in ethnographic museums by focusing on the traveling exhibition What We See, curated by Anette Hoffmann (2009). Specifically, it draws on Jeffrey Feldman's notion of colonial “contact points,” i.e. material traces of colonial encounter, to highlight the exhibition's ability to convey and critique the sensory experience of colonial contact. In What We See, this colonial contact consisted in an anthropometric project conducted in South-West Africa, today's Namibia, in 1931, resulting in an archive of anthropometric measurements and photographs, life-casts, and phonographic recordings. The exhibition proposed an innovative way of reworking this archive by staging an intricate interplay between sound and sight, thereby disrupting conventional ocularcentric forms of display. However, this multisensory approach provoked highly divergent reactions at its various exhibition venues. This article argues that the divergent reactions in Cape Town, South Africa, and Vienna, Austria, were due to different levels of what Ann Stoler describes as “colonial aphasia”—that is the context-dependent difficulty of addressing disquieting colonial pasts and its sensory dimensions.     

历史记忆与族群认同

本文借鉴安东尼.史密斯的族群—象征主义理论,分别从神话、仪式两方面论述历史记忆与族群认同的关系以及族群认同的变动,认为族群认同既是情感—象征的,也是工具—政治—经济的,我们应该看到它们之间的关联以及利益、竞争的分配和规则。     

团队反思对员工绩效影响的跨层次研究

通过建立跨层次的中介效应模型,运用多层线性模型方法,考察团队反思对员工绩效的影响。选取交互记忆系统和团队绩效两个中介变量,基于86个企业团队的数据进行实证研究,指出团队反思对员工绩效存在跨层次的影响,并且在此影响机制中交互记忆系统起到了中介作用,但团队绩效对员工绩效的直接影响效应不显著,即团队绩效对员工绩效无明显促进作用。     

The k-factor GARMA Process with Infinite Variance Innovations

In this article, we develop the theory of k-factor Gegenbauer Autoregressive Moving Average (GARMA) process with infinite variance innovations which is a generalization of the stable seasonal fractional Autoregressive Integrated Moving Average (ARIMA) model introduced by Diongue et al. (2008 Diongue, A.K., Guégan, D. (2008). Estimation of k-Factor GIGARCH Process: A Monte Carlo Study. Communications in Statistics-Simulation and Computation 37:2037–2049.[Taylor &; Francis Online], [Web of Science ®] , [Google Scholar]). Stationarity and invertibility conditions of this new model are derived. Conditional Sum of Squares (CSS) and Markov Chains Monte Carlo (MCMC) Whittle methods are investigated for parameter estimation. Monte Carlo simulations are also used to evaluate the finite sample performance of these estimation techniques. Finally, the usefulness of the model is corroborated with the application to streamflow data for Senegal River at Bakel.