Human enterovirus D68 (EV-D68) is known to be associated with mild to severe respiratory infections. Recent reports in the United States and Canada of acute flaccid paralysis (AFP) in children with detection of EV-D68 in respiratory samples have raised concerns about the aetiological role of this EV type in severe neurological disease. This case study is the first report of AFP following EV-D68 infection in Europe.
This paper is concerned with the estimation of the volatility process in a stochastic volatility model of the following form: dX t = a t dt + σ t dW t , where X denotes the log-price and σ is a càdlàg semi-martingale. In the spirit of a series of recent works on the estimation of the cumulated volatility, we here focus on the instantaneous volatility for which we study estimators built as finite differences of the power variations of the log-price. We provide central limit theorems with an optimal rate depending on the local behavior of σ. In particular, these theorems yield some confidence intervals for σ t .
Merging databases is a strategy of paramount interest especially in medical research. A common problem in this context comes from a variable which is not coded on the same scale in both databases we aim to merge. This paper considers the problem of finding a relevant way to recode the variable in order to merge these two databases. To address this issue, an algorithm, based on optimal transportation theory, is proposed. Optimal transportation theory gives us an application to map the measure associated with the variable in database A to the measure associated with the same variable in database B. To do so, a cost function has to be introduced and an allocation rule has to be defined. Such a function and such a rule is proposed involving the information contained in the covariates. In this paper, the method is compared to multiple imputation by chained equations and a statistical learning method and has demonstrated a better average accuracy in many situations. Applications on both simulated and real datasets show that the efficiency of the proposed merging algorithm depends on how the covariates are linked with the variable of interest.
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