Properties of a class of binary ARMA models

We investigate a class of ARMA-type models for stationary binary time series developed in [M. Kanter, Autoregression for discrete processes mod 2, J. Appl. Probabil. 12 (1975), pp. 371–375, E. McKenzie, Extending the correlation structure of exponential autoregressive-moving-average processes, J. Appl. Prob. 18 (1981), pp. 181–189.], which we shall refer to as BinARMA models. This sparsely parameterized model family is even able to deal with negative autocorrelations, which occur in language modelling, for instance. While the autocorrelation structure of the BinAR(p) models has been studied before in [M. Kanter, Autoregression for discrete processes mod 2, J. Appl. Probabil. 12 (1975), pp. 371–375], we shall present new results on the autocorrelation structure of general BinARMA models. These results simplify in the BinMA(q) case, while the known results concerning BinAR(p) models are included as a special case. A real-data example indicates possible fields of application of these models.     

Consistent estimation for discretely observed Markov jump processes with an absorbing state

For a continuous-time Markov process, commonly, only discrete-time observations are available. We analyze multiple observations of a homogeneous Markov jump process with an absorbing state. We establish consistency of the maximum likelihood estimator, as the number of Markov processes increases. To accomplish uniform convergence in the continuous mapping theorem, we use the continuity of the transition probability in the parameters, the compactness of the parameter space and the boundedness of probabilities. We allow for a stochastic time-grid of observation points with different intensities for each observation process. Furthermore, we account for right censoring. The estimate is obtained via the EM algorithm with an E-step given in closed form. In our empirical application of credit rating histories, we fit the model of Weißbach and Mollenhauer (J Korean Stat Soc 40:469–485, 2011) and find marked differences, compared to the continuous-time analysis.     

Decision making in networks: an experiment on structure effects in a group dictator game

In this study we examine the impact of communication networks on decision making in five-person committees. Within the framework of a group dictator game the committees must reach a majority choice for one collective transfer. We focus on the effect of the group structure on the collective decisions, and explore the effect of incomplete and asymmetric information on voting outcomes by defining three different networks structures: the unconnected network, a circle and a star. As expected the connections improved coordination within the committees, however, we find no significant difference between the network forms concerning the transfers chosen.     

Chicks with decks: the female lived experience in poker

Though poker does not inherently discriminate between men and women, the proportion of men in the game is much higher than that of women. The authors describe the female lived experience in poker, including interactional barriers to participation from the moment they step foot in the door, to individual decisions at the table, and through to the time they depart. In-depth qualitative interviews with 13 recreational and professional poker players are used to explore these issues. Strategies women use to overcome the potentially uncomfortable and intimidating environment to persist in poker play are also explored, such as community-building through women-only poker games and adapting to and forming aggressive play strategies. It is suggested that poker be distinguished as a unique example of gender differences in gambling, a complex group interaction that goes beyond the current theory on gendered gambling preferences.     

The general Gauss-Markov model with possibly singular dispersion matrix

Linear models with possibly singular dispersion (variance-covariance) matrix of the vector of disturbances have been considered in the literature since the late sixties. In this paper we give a survey of important results and consequences without a claim to completeness. Proofs are given for the results in Sections 2 to 5.