Estimation for seasonal fractional ARIMA with stable innovations via the empirical characteristic function method

Seasonal fractional ARIMA (ARFISMA) model with infinite variance innovations is used in the analysis of seasonal long-memory time series with large fluctuations (heavy-tailed distributions). Two methods, which are the empirical characteristic function (ECF) procedure developed by Knight and Yu [The empirical characteristic function in time series estimation. Econometric Theory. 2002;18:691–721] and the Two-Step method (TSM) are proposed to estimate the parameters of stable ARFISMA model. The ECF method estimates simultaneously all the parameters, while the TSM considers in the first step the Markov Chains Monte Carlo–Whittle approach introduced by Ndongo et al. [Estimation of long-memory parameters for seasonal fractional ARIMA with stable innovations. Stat Methodol. 2010;7:141–151], combined with the maximum likelihood estimation method developed by Alvarez and Olivares [Méthodes d'estimation pour des lois stables avec des applications en finance. Journal de la Société Française de Statistique. 2005;1(4):23–54] in the second step. Monte Carlo simulations are also used to evaluate the finite sample performance of these estimation techniques.     

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.     

Medicare and Medicaid Reimbursement Rates for Nursing Homes Motivate Select Culture Change Practices But Not Comprehensive Culture Change

Components of nursing home (NH) culture change include resident-centeredness, empowerment, and home likeness, but practices reflective of these components may be found in both traditional and “culture change” NHs. We use mixed methods to examine the presence of culture change practices in the context of an NH’s payer sources. Qualitative data show how higher pay from Medicare versus Medicaid influences implementation of select culture change practices, and quantitative data show NHs with higher proportions of Medicare residents have significantly higher (measured) environmental culture change implementation. Findings indicate that heightened coordination of Medicare and Medicaid could influence NH implementation of reform practices.     

Mechanisms of the Effect of Involuntary Retirement on Older Adults’ Self-Rated Health and Mental Health

This study examined mechanisms of the effect of involuntary retirement on self-rated health and mental health among adults aged 50 or older. Using two waves of the Health and Retirement Study (2006 and 2010), we selected a sample of 1,195 individuals working for pay at baseline who responded to a lifestyle questionnaire in both waves. Regression-based path analyses were conducted to test the mediating effects of financial control, positive and negative family relationships, and social integration on the relationship between involuntary retirement and self-rated health and mental health. Results of mediation analyses indicated that transition to involuntary retirement was directly negatively associated with subsequent self-rated health and indirectly negatively associated with mental health via perception of less financial control. Voluntary retirement was indirectly positively associated with both self-rated and mental health via perception of more financial control. No significant direct or indirect effects of retirement were found when retirement was measured with an aggregate measure without specifying its voluntariness. Findings emphasize the importance of specifying the voluntariness of retirement and recognizing the heterogeneity in the mechanisms of involuntary and voluntary retirement.     

Nursing home admissions and long-stay conversions among persons with and without serious mental illness

The appropriateness of nursing homes for individuals with serious mental illness remains a controversial issue in long-term care policy more than a decade since the landmark U.S. Supreme Court Olmstead decision in 1999 , which affirmed the rights of persons with disabilities to live in their communities. Using national nursing home Minimum Data Set assessments from 2005, the authors compared the demographic, clinical, and functional characteristics of persons with and without serious mental illness newly admitted to nursing homes. They found that newly admitted people with serious mental illness were younger and more likely to become long-stay residents than those admitted with other conditions, despite a higher proportion of residents with serious mental illness, including the elderly, classified as low-care status. The most substantial and clinically significant difference for rates of low-care status 90 days after initial admission are for persons younger than 65 with serious mental illness versus those younger than 65 without serious mental illness (33% vs. 8.5%, or 3.9 times greater). There is a notable difference in low-care status between persons aged 65 and older with serious mental illness and those aged 65 and older without serious mental illness (14% vs. 6.6%, or 2.1 times greater). These results suggest that a substantial number of adults with serious mental illness residing in nursing homes may have the functional capacity to live in less restrictive environments.     

Minmax common flow-allowance problems with convex resource allocation and position-dependent workloads

We study minmax due-date based on common flow-allowance assignment and scheduling problems on a single machine, and extend known results in scheduling theory by considering convex resource allocation. The total cost function of a given job consists of its earliness, tardiness and flow-allowance cost components. Thus, the common flow-allowance and the actual jobs’ processing times are decision variables, implying that the due-dates and actual processing times can be controlled by allocating additional resource to the job operations. Consequently, our goal is to optimize a cost function by seeking the optimal job sequence, the optimal job-dependent due-dates along with the actual processing times. In all addressed problems we aim to minimize the maximal cost among all the jobs subject to a constraint on the resource consumption. We start by analyzing and solving the problem with position-independent workloads and then proceed to position-dependent workloads. Finally, the results are generalized to the method of common due-window. For all studied problems closed form solutions are provided, leading to polynomial time solutions.

     

Does diversity matter? exploring workforce diversity,diversity management,and organizational performance in social enterprises

This study explores the dynamics of workforce diversity, diversity management, and organizational performance in social enterprises. Semi‐structured in‐depth interviews were conducted with 14 individuals working in the social enterprise sector in Los Angeles, California, including both top management and regular employees. Data were analyzed using thematic analysis rooted in grounded theory. Overall, high levels of diversity in gender, race/ethnicity, education, and sexual orientation were identified in social enterprises, while low levels of age and value diversity were found. Workforce diversity and diversity management were reported to be crucial factors that positively influence organizational performance. Although interviewees considered diversity management to play an important role in promoting organizational performance, they were less likely to implement diversity management themselves. By providing important insights into workforce diversity, diversity management, and organizational performance in social enterprises, this study contributes to an understanding of the dynamics and provides suggestions for sustainability in social enterprises.     

Job‐related stress,social support,and work–family conflict among Mexican workers in a multinational company: A case study of a Korean‐owned,US‐branded former “sweatshop” in Mexico

Due to globalization and outsourcing of commodity production, an estimated 60 million workers are employed in the garment industry by multinational corporations, yet relatively little is known about the work–family tensions experienced by these workers. Building on role stress and job demands–resources theories, this study employed mixed methods to examine job stressors, support, and work–family conflict (WFC) in a sample of 168 Mexican workers in a multinational factory, a rarely studied and underserved population. As hypothesized, results of hierarchical regression analyses indicated that workers experienced high job stress and WFC. Social support from spouses, family, and friends increased the positive association between job stress and WFC, suggesting that culturally relevant obligations increased WFC. This study highlights the need for multinational corporations to implement culturally adaptive, family‐friendly policies. Implications for social workers in multinational work organizations and for future research are discussed.