Estimation in a bivariate integer-valued autoregressive process

ABSTRACT

A bivariate integer-valued autoregressive time series model is presented. The model structure is based on binomial thinning. The unconditional and conditional first and second moments are considered. Correlation structure of marginal processes is shown to be analogous to the ARMA(2, 1) model. Some estimation methods such as the Yule–Walker and conditional least squares are considered and the asymptotic distributions of the obtained estimators are derived. Comparison between bivariate model with binomial thinning and bivariate model with negative binomial thinning is given.     

Fast Random Number Generation Using 128-Bit Multimedia Extension Registers on Pentium Class Machines

In this article, it is shown how 128-bit SSE2 multimedia extension registers, present in Pentium IV class 32-bit processors, may be used to generate random numbers at several times greater speed then when regular general purpose registers are used. In particular, a 128-bit algorithm is presented for the Marsaglia MWC1616 generator from the DIEHARD battery of random number generator tests, and its performance is compared to that of the conventional approach.     

Contingency and Social Change: Collective Engagement in Conditions of Radical Uncertainty

This paper addresses the nexus between contingency, social engagement and change, through investigating the potential of severe (“disruptive”) contingency to bring about new forms of joint agency. By challenging Boltanski's notion of existential tests (which can only be experienced in isolation), the paper argues that social actors can experience disruptive contingent events in an inherently intersubjective manner. Although they severely hinder social interaction, disruptive contingent events enable a possibility of what might be called “negative common knowledge” between social actors which in turn renders certain societal norms meaningless. This possibility is mediated through processes of mutual engagement (calls between actors) that could, further, be transformed into a new “norm circle” (Dave Elder-Vass). Social domination – in particular its “complex” variety – in this context appears as the obstructing of such transformation. A recent political episode in Serbia is analyzed to demonstrate the emancipatory potential of contingency and the logic of complex domination.     

Disorganized attachment,mentalization and dissociation in context of childhood trauma: Implications for depressive symptoms

Extensive evidence indicates that adults with experience of childhood trauma and disorganised attachment are at a higher risk of suffering from depressive symptoms, while at the same time dissociation and mentalisation are very important risk and protective factors in this relation. Although mentalisation and dissociation are mentioned as potential mediators of this relationship, very few studies have analysed the mutual relations between these variables. Bearing in mind the importance of creating more specific and effective ways for dealing with depression, especially within vulnerable groups such as the traumatised, the aim of this research is to examine a serial mediation model in which disorganisation is modelled as effecting a decrease in mentalisation, in turn lead to dissociation, thereby resulting in depressive symptoms. Adult respondents (N = 153) with a history of interpersonal childhood trauma were selected from a larger geographical cluster sample from the general population of Serbia. The respondents filled in a battery of instruments, including The Childhood Traumatic Events Scale, Relationship Questionnaire – CV, Patient Health Questionnaire, Short Scale for the Assessment of Stress-Related Dissociation Symptomatology and the Mentalisation Scale. Our findings suggest that disorganisation has an effect on depression by leading to a decrease in the ability to mentalise, which further triggers dissociation, resulting in depressive symptoms as a final consequence (estimated indirect effect = 0.014, 95 percent CI = 0.005 to 0.026). Additionally, the specific indirect effect involving dissociation as the sole mediator was also significant (estimated indirect effect = 0.058, 95 percent CI = 0.030 to 0.091). Targeting dissociative symptoms in the treatment in patients struggling with depression aftermath of traumatic experience could gain a great benefit for recognition and selection of more adequate treatment strategies.