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.     

Bootstrapping Periodic State-Space Models

This article is concerned with how the bootstrap can be applied to study conditional forecast error distributions and construct prediction regions for future observations in periodic time-varying state-space models. We derive, first, an algorithm for assessing the precision of quasi-maximum likelihood estimates of the parameters. As a result, the derived algorithm is exploited for numerically evaluating the conditional forecast accuracy of a periodic time series model expressed in state space form. We propose a method which requires the backward, or reverse-time, representation of the model for assessing conditional forecast errors. Finally, the small sample properties of the proposed procedures will be investigated by some simulation studies. Furthermore, we illustrate the results by applying the proposed method to a real time series.     

Bounded risk estimation of a linear combination of location parameters in negative exponential distributions via three-stage sampling

The paper deals with the problem of bounded risk point estimation for a linear combination of location parameters of two negative exponential distributions. Isogai and Futschik considered the situation when the location and scale parameters are all unknown. They proposed purely sequential procedures and gave second order expansions of the average sample sizes and risks. In this paper we propose three-stage procedures and derive second order expansions of the average sample sizes and risks. Further, we compare the results with those from previous work.     

Promoting sustainable development through civil society: A case study of the EU’s NSA/LA thematic programme in Kyrgyzstan

The article focuses on the contribution of the European Union (EU) in promoting sustainable development through the involvement of civil society in partner countries. More specifically, it analyses the main features and outcomes of the projects implemented by civil society organizations (CSOs) in Kyrgyzstan under the EU thematic programme Non‐State Actors and Local Authorities in Development (NSA/LA). Despite its importance—this is the only EU programme providing direct support to non‐state actors and local authorities engaged in poverty reduction—to date, there has been very little research on the functioning of this instrument on the ground. This article seeks to fill this gap in the literature by examining the EU’s contribution to sustainable development through a case study on Kyrgyzstan. The study is based on primary data: 10 semi‐structured interviews conducted with the EU‐funded organizations implementing the NSA/LA programme. The NSA/LA projects were analysed by considering two major fields of engagement of non‐state actors in the development process: as service providers and as advocates (Banks & Hulme, 2012). Overall, the organizations awarded EU support were not only focused on fulfilling short‐term needs but also sought to introduce new ways of dealing with poverty and inequality, positioning themselves between the “Big‐D” and the “little‐d” approaches to development (Bebbington, Hickey, & Mitlin, 2008). Nonetheless, the EU‐funded projects were too limited and fragmented to be able to sustain long‐term structural change. Therefore, the EU should place new emphasis on creating synergies between new and old structures at the grassroots level and establishing mechanisms and bodies that could merge and co‐ordinate their efforts. In addition, the calls for proposals could highlight the need to share the lessons learnt by “obliging” the beneficiaries to act as multipliers and to pass on their positive experience to neighbouring communities. Finally, the EU could stimulate the funded organizations to experiment with innovative mechanisms of involvement in the policy‐making process, by making this aspect a mandatory requirement of the projects implemented with its support.     

American Indian/Alaska Native Elders: A Growing Demographic that Is Changing How We View Aging

Today, AIAN Elders are more actively engaged in their families and communities, encouraging the development of intergenerational programs, language and cultural revitalization, being stewards in research conducted in their communities, as well passing on their knowledge and experiences on how to live as healthy Native people. Elders have traditionally been quiet and observant of their environment, but the current and future cohorts of Elders are advocates, leaders, and culture bearers for their families and communities and they are now in positions of leadership. Western society acknowledges the value of traditional knowledge and AIAN Elders are viewed as exemplars of healthy aging and their lessons and experiences can be attributed to our own lives. This commentary highlights the paradigm shift in how society views older adults, specifically AIAN Elders and their role in health and wellbeing.     

Demographic and Social Factors Associated with Homophobia and Fear of AIDS in a Community Sample

Examinations of demographic and social factors associated with homophobia and fear of AIDS are limited by the frequent use of homogeneous, college student samples and limited examination of interrelationships among variables. The present study examined community attitudes toward homosexuality and fear of HIV/AIDS as a function of age, education, race/ethnicity, religious affiliation, political party affiliation, and personal contact with homosexual individuals and persons living with HIV/AIDS. A community sample of 463 adults completed standardized measures of homophobia and fear of AIDS as well as demographic and social background items. When examined separately, each demographic and social factor assessed, with the exception of race/ethnicity, was associated with homophobia and all but race/ethnicity and political party affiliation were associated with fear of AIDS. However, when entered into multiple regression analyses, 24% of the variance in homophobia was predicted by a single variable, including only personal contact with homosexual individuals, while 18% of the variance in fear of AIDS was accounted for by five variables, including personal contact with homosexual individuals, religious affiliation, political affiliation, education, and personal contact with someone living with HIV/AIDS. Findings suggest that it is important to consider intercorrelations among social and demographic factors, particularly when considering homophobia.     

Family Background and the Process of Ability Formation*

This paper takes a sociometric approach to the process of skills formation in children as they mature into adults. Honda suggests that meaningful communication with family as a child is the determining factor that raises those abilities (ability β ¹ ) that fall outside of scholastic aptitude – motivation, personal relations skills, personality, and emotions. Along with considering the results of Honda's thesis, I have constructed an operating hypothetic model that includes two additional factors: the financial state of the family during childhood, and the transition of the communication target from within the family to a target outside the family. The data for this investigation were then verified. From the results, the direct effect of the observed family communication, when isolated from other influencing variables in the formation of abilities β, is not as decisive a factor as Honda emphasized. It was clear that the financial status of the family played a role, as did the indirect results of the intermediary shift from communication within the family to outside the family (the process of children becoming socially independent). The results of this analysis show that we should not necessarily be looking for the decisive factors of abilities β within the family; if anything, it reflects the existence of a formative route for abilities β that capitalizes on the resources outside the family. Based on the above, the results also show the potential for the introduction of social intervention to address the disparity and inequality in skills formation, and the possible anticipation of more rationality in the overblown discourse surrounding the role of the family in facilitating educational ability.     

A procedure for testing the equality of k dependent correlation coefficients

A procedure is proposed for testing the equality of k dependent correlation coefficients. The procedure is simulated utilizing Monte Carlo techniques; and, a method for post hoc probing is also suggested.     

The cost‐effectiveness of UK parenting programmes for preventing children's behaviour problems – a review of the evidence

Parenting programmes are widely used in the UK, promoted in policy documents as a cost‐effective way for children's services to address behaviour problems and thereby the longer‐term costs associated with conduct disorders, particularly antisocial behaviour and criminality. To explore whether these programmes are a cost‐effective component of family intervention, this paper examines evidence from cost‐effectiveness studies based on randomized controlled trials, modelling studies estimating longer‐term costs and outcomes, and studies estimating costs of UK parenting programmes, including evidence from routine practice. Findings indicate that parenting programmes have the potential to be cost‐saving in the long term; however, gaps in the evidence include: lack of follow‐up of families who drop out of programmes, absence of control groups in longer‐term follow‐ups, and little information about costs and effects of programmes in routine practice. The size of savings resulting from implementation of effective parenting programmes will depend on the extent to which families likely to be most costly to society attend and experience lasting benefit.