Motivated by studying asymptotic properties of the maximum likelihood estimator (MLE) in stochastic volatility (SV) models, in this paper we investigate likelihood estimation in state space models. We first prove, under some regularity conditions, there is a consistent sequence of roots of the likelihood equation that is asymptotically normal with the inverse of the Fisher information as its va...

We construct a new Fortin operator for the lowest order Taylor–Hood element, which is uniformly stable both in L and H. The construction, which is restricted to two space dimensions, is based on a tight connection between a subspace of the Taylor– Hood velocity space and the lowest order Nedelec edge element. General shape regular triangulations are allowed for the H–stability, while some mesh ...

In this paper we discuss a special class of Beltrami coefficients whose associated quasiconformal mapping is bilipschitz. A particular example are those of the form f(z)χΩ(z), where Ω is a bounded domain with boundary of class C1+ε and f a function in Lip(ε,Ω) satisfying ‖f‖∞ < 1. An important point is that there is no restriction whatsoever on the Lip(ε,Ω) norm of f besides the requirement on ...

We consider the linear, time-independent fractional Schrödinger equation (−∆)ψ + V ψ = f on Ω ⊂ R . We are interested in the local Hölder exponents of distributional solutions ψ, assuming local L integrability of the functions V and f . By standard arguments, we obtain the formula 2s−N/p for the local Hölder exponent of ψ where we take some extra care regarding endpoint cases. For our main resu...

This paper is concerned about the estimation of an infinite-dimensional parameter θ0 which is identified via E[ρ(Z, θ0)|W ] = 0 where W is a continuous instrument and ρ(.) a known mapping. Using the principle of Tikhonov regularization developed in Bissantz, Hohage and Munk (2004), a first stage estimator θ̂ minimizing some penalized objective achieves ||θ̂ − θ0|| = Op(n 1 4+γ ) for some positive...

Functional Discourse-Grammar or FDG is the latest development in the functional grammar that was initiated by the Dutch linguist Simon Dik (1940-1995). In this paper, the FDG architecture proper is described, including the role of the extra-grammatical conceptual and contextual components. A simple interrogative clause in Esperanto is used to illustrate how a linguistic expression is built up f...

We present a class of higher dimensional solutions to Einstein-Maxwell equations in d–dimensions. These solutions are asymptotically locally flat, de–Sitter, or anti–de Sitter space-times. The solutions we obtained depend on two extra parameters other than the mass and the nut charge. These two parameters are the electric charge q and the electric potential at infinity, V , which has a nontrivi...

Portal biliopathy is defined as abnormalities in the extra- and intrahepatic ducts and gallbladder of patients with portal hypertension. This condition is associated with extrahepatic venous obstruction and dilatation of the venous plexus of the common bile duct, resulting in mural irregularities and compression of the biliary tree. Most patients with portal biliopathy remain asymptomatic, but ...

familiarity with the intricacies and variations of root canal morphology is essential for successful endodontic treatment. maxillary central and lateral incisors are known to be single-rooted with one canal, however, this case report describes endodontic treatment of maxillary central and lateral incisors with two buccopalatal root canals.

the aim of this study was to report a new cause of cataract, namely snake bite induced cataract in a dog. a 3-year-old male mongrel dog was referred to our clinic for the assessment of cataract in both eyes. the dog was bitten by a snake nearly 4 months ago. a 40 dioptre acrylic lens with 13 mm haptics was implanted into the lens capsule. in the left eye, posterior synechia was detected in the ...