Innovational Outliers in INAR(1) Models

We consider integer-valued autoregressive models of order one contaminated with innovational outliers. Assuming that the time points of the outliers are known but their sizes are unknown, we prove that Conditional Least Squares (CLS) estimators of the offspring and innovation means are strongly consistent. In contrast, CLS estimators of the outliers' sizes are not strongly consistent. We also prove that the joint CLS estimator of the offspring and innovation means is asymptotically normal. Conditionally on the values of the process at time points preceding the outliers' occurrences, the joint CLS estimator of the sizes of the outliers is asymptotically normal.     

Revisiting ISO 14000 Diffusion: A New “Look” at the Drivers of Certification

This replication study of the drivers of ISO 14000 certifications extends the work of Corbett and Kirsch (2001) and provides a different and simpler predictive model of the factors contributing to the growth of ISO 14000 certifications. The main finding is that at national level ISO 14000 certification densities can be explained by two factors: the installed base of ISO 9000 certificates and the number of environmental treaties signed and ratified. The first factor, considering the common elements of the two standards, points to conditions of infrastructural convenience, while the second highlights the importance of political‐economic considerations. The study uses a new set of tools (graphical displays, distribution‐free computer intensive methods) that are better suited for exploratory research when discontinuities and existence of subgroups in the data set may make findings from a linear regression suspect.     

Stress and Pressures in Mental Health Social Work: The Worker Speaks

Two-thirds of councils with social services responsibilities(CSSRs) took part in a UK survey of mental health social workers.A one in five sample of front line workers was drawn, and 237respondents completed a questionnaire and diary about theirwork context and content, and their attitudes to their work,their employer, mental health policy and the place of mentalhealth social work in modernized mental health services. Thequestions, that called for free-text responses, were completedin detail and at length. This paper reports the results of aqualitative analysis of these responses using NVIVO software.The paper is structured around the themes emerging from theanalysis: pressure of work; staffing matters; job satisfactionand well-being; recruitment and retention issues; and beingvalued. The conclusions are that the social workers value faceto face contact with service users, and that their commitmentto service users is an important factor in staff retention.The most unsatisfactory aspects of their work context arisefrom not feeling valued by their employers and wider society,and some of the most satisfactory from the support of colleaguesand supervisors. Without attention to these factors, recruitmentand retention problems will remain an unresolved issue.     

Parental attitudes regarding the integration of children living with HIV/AIDS into public schools in Hanoi,Vietnam

In some areas of Vietnam, stigmatisation of HIV-infected children by parents in the community represents a major barrier to integration of such youth into public schools. To investigate parental perceptions of integration, researchers interviewed a total of 60 parents from one rural and one urban school district within Hanoi, Vietnam. Resistance to integration stemmed largely from misinformation about disease transmission and worry about protecting HIV-negative children. Educational campaigns targeted at parents, combined with higher levels of trust in the preparedness of teachers to handle situations involving HIV-positive children, could decrease current stigma and opposition to integration into public primary schools.     

Asymptotic properties of maximum-likelihood estimators for Heston models based on continuous time observations

We study asymptotic properties of maximum-likelihood estimators for Heston models based on continuous time observations of the log-price process. We distinguish three cases: subcritical (also called ergodic), critical and supercritical. In the subcritical case, asymptotic normality is proved for all the parameters, while in the critical and supercritical cases, non-standard asymptotic behaviour is described.     

Asymptotic Behavior of Conditional Least Squares Estimators for Unstable Integer‐valued Autoregressive Models of Order 2

In this paper, the asymptotic behavior of the conditional least squares estimators of the autoregressive parameters, of the mean of the innovations, and of the stability parameter for unstable integer‐valued autoregressive processes of order 2 is described. The limit distributions and the scaling factors are different according to the following three cases: (i) decomposable, (ii) indecomposable but not positively regular, and (iii) positively regular models.     

Additive outliers in INAR(1) models

In this paper the integer-valued autoregressive model of order one, contaminated with additive outliers is studied in some detail. Moreover, parameter estimation is also addressed. Supposing that the timepoints of the outliers are known but their sizes are unknown, we prove that the conditional least squares (CLS) estimators of the offspring and innovation means are strongly consistent. In contrast, however, the CLS estimators of the outliers’ sizes are not strongly consistent, although they converge to a random limit with probability 1. We also prove that the joint CLS estimator of the offspring and innovation means is asymptotically normal. Conditionally on the values of the process at the timepoints neighboring to the outliers’ occurrences, the joint CLS estimator of the sizes of the outliers is also asymptotically normal.     

Minimal 2-coverings of a finite affine space based on GF(2)

Let EG(m, 2) denote the m-dimensional finite Euclidean space (or geometry) based on GF(2), the finite field with elements 0 and 1. Let T be a set of points in this space, then T is said to form a q-covering (where q is an integer satisfying 1?q?m) of EG(m, 2) if and only if T has a nonempty intersection with every (m-q)-flat of EG(m, 2). This problem first arose in the statistical context of factorial search designs where it is known to have very important and wide ranging applications. Evidently, it is also useful to study this from the purely combinatorial point of view. In this paper, certain fundamental studies have been made for the case when q=2. Let N denote the size of the set T. Given N, we study the maximal value of m.