A fast algorithm for the exact likelihood of stationary and partially nonstationary vector autoregressive-moving average processes

An expression for the likelihood function of a stationary vectorautoregressive-moving average process is developed. The expressionis very efficient numerically and applies to any stationarybut not necessarily invertible model. In particular, when themultivariate process is autoregressive, the exact likelihoodcan be evaluated with a small number of operations dependingon the order of the autoregressive operator and the processdimension, but not on the size of the observed series. The expressionalso provides an efficient method for the evaluation of theexact likelihood of a partially nonstationary vector autoregressive-movingaverage process, for which the determinant of the autoregressiveoperator has at least one unit root and the remaining rootsare outside the unit circle. This method does not require differencingthe series, so that complications caused by over-differencingthe series, such as noninvertibility and parameter identifiabilityproblems, are avoided. The results for autoregressive modelsare also applied to testing the stationarity and invertibilityof any autoregressive-moving average model with given parametervalues.     

Eco-physiology of Palaemonetes antennarius (Crustacea, Decapoda): the influence of temperature and salinity on cardiac frequency

Abstract.  The effect of different temperatures and salinities on the cardiac frequency of the freshwater shrimp Palaemonetes antennarius is investigated. The results show that both temperature and salinity influence heart rate. Variations in water temperature are associated with changes in heart rate: variations higher than 8°C in 6 h affect not only heart rate, but also shrimp survival. After an initial rapid increase, the heart rate returns to initial values at saline concentrations of 15‰ and 30‰, whereas, at 20‰ salinity, the shrimps show a persistent decrease of heart rate throughout the test. The marked tolerance of variations of temperature and salinity suggests that P.   antennarius is well adapted to waters with large salinity and temperature oscillations. Cardiac frequency can be used as a valid indicator of physiological stress in this species.