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We study the almost sure convergence of the Bartlett estimator for the asymp-totic variance of the sample mean of a stationary weekly dependent process. We also study the a. s. behavior of this estimator in the case of long-range dependent observations. In the weakly dependent case, we establish conditions under which the estimator is strongly consistent.(More)
We study so–called augmented GARCH sequences, which include many sub-models of considerable interest, such as polynomial and exponential GARCH. To model the returns of speculative assets, it is particularly important to understand the behaviour of the squares of the observations. The main aim of this paper is to present a strong approximation for the sum of(More)
The central role of chemokines in the pathogenesis of atherosclerosis has been made clear. Recently polymorphisms in the gene regulatory region of MCP-1 and in the promoter region of RANTES have been found, which increase the expression of these chemokines. We investigated the role of these polymorphisms together with the chemokine SDF-1-801A and the(More)
We consider a linear regression model with errors modelled by martingale difference sequences, which include heteroskedastic augmented GARCH processes. We develop asymptotic theory for two monitoring schemes aimed at detecting a change in the regression parameters. The first method is based on the CUSUM of the residuals and was studied earlier in the(More)
BACKGROUND Studies have suggested that the prevalence of antibodies against heat-shock proteins (HSPs), Chlamydia pneumoniae (CPN), and cytomegalovirus (CMV) is associated with coronary artery disease (CAD), but the independent or joint effects of human (h) HSP60 antibodies and these pathogens in patients have not been fully elucidated. METHODS AND(More)
The aim of this study was to investigate the amounts and epitope specificity of antibodies against heat shock protein 60 (hsp60) in the sera of type 1 diabetic and healthy children. Antibodies specific for peptide p277 of human hsp60 and of M. bovis as well as for human hsp60, M. bovis hsp65 proteins were measured by ELISA. Other autoantibodies (islet cell(More)
Microstructure noise in security prices biases the results of empirical asset pricing specifications, particularly when security-level explanatory variables are cross-sectionally correlated with the amount of noise. We focus on tests of whether measures of illiquidity, which are likely to be correlated with the noise, are priced in the cross-section of(More)