1,313 research outputs found
Accelerated Asymptotics for Diffusion Model Estimation
No full textWe propose a semiparametric estimation procedure for scalar homogeneous stochastic differential equations. We specify a parametric class for the underlying diffusion process and identify the parameters of interest by minimizing criteria given by the integrated squared difference between kernel estimates of drift and diffusion function and their parametric counterparts. The nonparametric estimates are simplified versions of those in Bandi and Phillips (1998). A complete asymptotic theory for the semiparametric estimates is developed. The limit theory relies on infill and long span asymptotics and the asymptotic distributions are shown to depend on the chronological local time of the underlying diffusion process. The estimation method and asymptotic results apply to both stationary and nonstationary processes. As is standard with semiparametric approaches in other contexts, faster convergence rates are attained than is possible in the fully functional case. From a purely technical point of view, this work merges two strands of the most recent econometrics literature, namely the estimation of nonlinear models of integrated time-series [Park and Phillips (1999, 2000)] and the functional identification of diffusions under minimal assumptions on the dynamics of the underlying process [Florens-Zmirou (1993), Jacod (1997), Bandi and Phillips (1998) and Bandi (1999)]. In effect, the 'minimum distance' type of estimation that is presented in this paper can be interpreted as extremum estimation for potentially nonstationary and nonlinear continuous-time models.
Phylogenetic status, distribution, and biogeography of Cryptocercus (Dictyoptera : Cryptocercidae)
No full textRecent morphological studies on Blattaria, as well as molecular data on both these insects and their fat body bacterial endosymbionts, do not agree with Grandcolas's phylogenetic placement of Cryptocercus deep within the Polyphaginae [Grandcolas. P. 1999. Systematics, Endosymbiosis, and Biogeography of Cryptocercus clevelandi and C. punctulatus (Blattaria: Polyphagidae) from North America: a Phylogenetic Perspective. Ann. Entomol. Soc. Am. 92: 285-291]. Therefore, we retain the traditional classification and proposed geographic time frame for evolution of this taxon, which is supported by recent estimations of molecular evolution on endosymbionts (70-25 MYBP) and by geological evidence indicating a window of opportunity for transcontinental movement in North America for an insect with the ecological requirements of Cryptocercus (65-34 MYBP). Further refinement and integration of these hypotheses with the biogeography of related taxa awaits the development of a single, phylogenetically based, internationally accepted classification of relevant cockroach genera, and an explicit delineation of the relationships among extant species of Cryptocercus
Microtaxonomy of Trichinella spp. : consistency of results obtained by RAPD and isozyme analyses
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