Variance Estimation for Fractional Brownian Motions with Fixed Hurst Parameters

Some real-world phenomena in geo-science, micro-economy, and turbulence, to name a few, can be effectively modeled by a fractional Brownian motion indexed by a Hurst parameter, a regularity level, and a scaling parameter σ², an energy level. This article discusses estimation of a scaling parameter σ² when a Hurst parameter is known. To estimate σ², we propose three approaches based on maximum likelihood estimation, moment-matching, and concentration inequalities, respectively, and discuss the theoretical characteristics of the estimators and optimal-filtering guidelines. We also justify the improvement of the estimation of σ² when a Hurst parameter is known. Using the three approaches and a parametric bootstrap methodology in a simulation study, we compare the confidence intervals of σ² in terms of their lengths, coverage rates, and computational complexity and discuss empirical attributes of the tested approaches. We found that the approach based on maximum likelihood estimation was optimal in terms of efficiency and accuracy, but computationally expensive. The moment-matching approach was found to be not only comparably efficient and accurate but also computationally fast and robust to deviations from the fractional Brownian motion model.     

Robust hierarchical Bayes estimation of exchangeable means

Estimation of the mean of a multivariate normal distribution is considered. The components of the mean vector θ are assumed to be exchangeable; this is modelled in a hierarchical fashion with independent Cauchy distributions as the first-stage prior. The resulting generalized Bayes estimator is calculated and shown to be robust with respect to the presence of outlying means. Alternative estimators that have similar behaviour but are cheaper to compute are also derived.     

Hierarchical bayesian curve fitting and smoothing

Estimation of a smooth function is considered when observations on this function added with Gaussian errors are observed. The problem is formulated as a general linear model, and a hierarchical Bayesian approach is then used to study it. Credible bands are also developed for the function. Sensitivity analysis is conducted to determine the influence of the choice of priors on hyperparameters. Finally, the methodology is illustrated using real and simulated examples where it is compared with classical cubic splines. It is also shown that our approach provides a Bayesian solution to some problems in discrete time series.     

Trajectories of Breadth of Participation in Organized Activity During Childhood

This study aimed to identify the trajectories of breadth of participation in organized activities during childhood and to examine the predictors of membership in these trajectories (child's individual and family characteristics measured in Kindergarten). A sample of 1038 children, recruited in Kindergarten, was assessed yearly between Kindergarten and grade 4. Semiparametric group‐based modeling brought out four trajectories: the no participation group (13.5 percent), the increasing group (26.4 percent), the decreasing group (14.1 percent), and the high group (46.1 percent). Prosociality predicted membership in the no participation group, as compared with the increasing group. Social withdrawal predicted membership in the no participation group, as compared with the high group. High family income and higher maternal education predicted membership in the increasing, decreasing, and high trajectory groups, as compared with the no participation group. Higher paternal education predicted membership in the high group, as compared with the increasing group. Overall, family variables had a greater impact than individual variables on the probability that the child would participate in a broader range of organized activities.     

Immigrant Economic Integration: A Prospective Analysis over Ten Years of Settlement

The growing diaspora in migration has prompted Western countries in recent years to examine the factors contributing to the economic integration of newcomers. If their integration is unsuccessful, it could create economic inequalities and be burdensome to the host society. The inequalities experienced by working immigrants have often been examined through cross‐sectional data describing the situation at a specific moment in time, with limited consideration of the complexity of the immigrant's settlement experience. This paper examines the economic integration of new immigrants through prospective analysis and considers multiple factors concurrently in an effort to address some of this complexity. The current study focuses on employment disparities across source regions. The analyses are taken from a ten‐year longitudinal survey describing the socio‐economic experience of 429 new immigrants settled in the Montreal metropolitan area. Over time, wage and occupational mobility increase, although it appears stagnant for different groups of respondents from specific regions such as East Asia, North Africa and the Middle East. Also, like respondents from sub‐Saharan Africa, these respondents face difficulties sustaining a position in the labour market.     

Guerre juste et guerre sainte au regard des droits de l'homme

The permanence of conflict, and the resurgence of holy war today, belie the condemnations of war by the Universal Declaration of Human Rights and the Charter of the United Nations. They provoke questions about derogations from these principles to prevent violations of human dignity and to consider a military intervention in reference to human rights. First of all, the ambiguity of humanitarian or military intervention needs clarification; then a priori objections against justifiable military intervention postpone its interpretation indefinitely. Only justice may legitimate armed interventions to protect the innocent by disarming their attacker. It requires a re-understanding of sovereignty as the responsibility to protect. From this, preventive military intervention remains unjustifiable. Nevertheless, in the case of an effective and imminent threat, the absolute and immediately necessity to protect oneself or another does legitimate first action as an ultimate defence under contradiction, as shown by the defence against the holy war of terrorism. But it requires systematic investigation concerning the specific situations and purposes implied. So, only human rights can legitimate military intervention, according to this rethinking of the criteria, and only to protect oneself and others; and the implementation of such an intervention, in complex situations, requires extreme prudence and considerable wisdom.     

The Access/Impact Problem and the Green and Gold Roads to Open Access: An Update

The research access/impact problem arises because journal articles are not accessible to all of their would-be users; hence, they are losing potential research impact. The solution is to make all articles open access (OA, i.e., accessible online, free for all). OA articles have significantly higher citation impact than non-OA articles. There are two roads to OA: the “golden” road (publish your article in an OA journal) and the “green” road (publish your article in a non-OA journal but also self-archive it in an OA archive). About 10% of journals are gold, but over 90% are already green (i.e., they have given their authors the green light to self-archive); yet only about 10–20% of articles have been self-archived. To reach 100% OA, self-archiving needs to be mandated by researchers’ employers and funders, as they are now increasingly beginning to do.