PLA is a diagnostic challenge, because the presentation of this condition is non-specific. Intravenous antibiotics and radiological drainage in the first instance allows resolution of most PLAs; However, a small proportion of patients still require surgical drainage.
SummaryWe explain the connection between autocorrelation functions of stationary continuous time processes and real characteristic functions, and review sufficient conditions for a function to be an autocorrelation function. We also give probabilistic constructions for time series reformulations of Pólya's (1949) Theorem on characteristic functions, and Young's (1913) classical theorem in Fourier analysis. Our constructions allow the marginal distribution of the process to be any infinitely divisible distribution with finite variance.
Maximum likelihood estimates are obtained for long data sets of bivariate financial returns using mixing representation of the bivariate (skew) Variance Gamma (VG) and two (skew) "t" distributions. By analysing simulated and real data, issues such as asymptotic lower tail dependence and competitiveness of the three models are illustrated. A brief review of the properties of the models is included. The present paper is a companion to papers in this journal by Demarta & McNeil and Finlay & Seneta. Copyright (c) 2010 The Authors. Journal compilation (c) 2010 International Statistical Institute.
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