As the queue becomes exhausted, different maintenance tasks can be performed according to the fatigue load and wear degree of the service equipment. At the same time, considering the customer's sensitivity to time delay, the service facility will not completely remain inactive during the maintenance period. To describe this objectively existing phenomenon arising in the waiting line system, we consider a hyper-exponential working vacation queue with a batch renewal arrival process. Through the calculation of the well-structured roots of the associated characteristic equation, the shift operator method in the theory of difference equations and the supplementary variable technique for stochastic modeling plays a central role in the queue-length distribution analysis. Comparison with other ways to analyze queueing models, the advantage of our approach is that we can avoid deriving the complex transition probability matrix of the queue-length process embedded at input points. The feasibility of this approach is verified by extensive numerical examples.

We study semiparametric inference in a small-dimensional vector autoregressive (VAR) model of order p augmented by unobservable common factors with a dynamic described by a VAR process of order q. This state-space specification is useful to measure separately the direct causality effects and the responses to dynamic common factors. We show that the state-space parameters are identifiable from the autocovariance function of the observed process. We estimate the model by means of a multistep procedure in closed-form, which combines an eigenvalue–eigenvector matrix decomposition and a linear instrumental variable estimation allowing for Hansen–Sargan specification tests. We study the asymptotic and finite-sample properties of the parameter estimators and of rank tests for selecting the number of unobservable factors and VAR orders. In an empirical illustration, we investigate the dynamic common factors and the spillover effects that explain the co-movements among the log daily realized volatilities of four European stock market indices.

This paper analyzes the higher-order approximation of instrumental variable (IV) estimators in a linear homoskedastic IV regression model when a large set of instruments with potential invalidity is present. We establish theoretical results on the higher-order mean-squared error (MSE) approximation of the two-stage least-squares (2SLS), the limited information maximum likelihood (LIML), the Fuller (FULL), the bias-adjusted 2SLS, and jackknife version of the LIML and FULL estimators by allowing for local violations of the instrument exogeneity conditions. Based on the approximation to the higher-order MSE, we consider the instrument selection criteria that can be used to choose among the set of available instruments. We demonstrate the asymptotic optimality of the instrument selection procedure proposed by Donald and Newey (2001, Econometrica 69, 1161–1191) in the presence of locally (faster than $N^{-1/2}$) invalid instruments in the sense that the dominant term in the MSE with the chosen instrument is asymptotically equivalent to the infeasible optimum. Furthermore, we propose instrument selection procedures to choose instruments among the sets of conservative (known) valid instruments and potentially locally ($N^{-1/2}$) invalid instruments based on the higher-order MSE of the IV estimators by considering the bias-variance trade-off.

Using one-dimensional branching Brownian motion in a periodic environment, we give probabilistic proofs of the asymptotics and uniqueness of pulsating traveling waves of the Fisher–Kolmogorov–Petrovskii–Piskounov (F-KPP) equation in a periodic environment. This paper is a sequel to ‘Branching Brownian motion in a periodic environment and existence of pulsating travelling waves’ (Ren et al., 2022), in which we proved the existence of the pulsating traveling waves in the supercritical and critical cases, using the limits of the additive and derivative martingales of branching Brownian motion in a periodic environment.

Growth-fragmentation processes describe the evolution of systems in which cells grow slowly and fragment suddenly. Despite originating as a way to describe biological phenomena, they have recently been found to describe the lengths of certain curves in statistical physics models. In this note, we describe a new growth-fragmentation process connected to random planar maps with faces of large degree, having as a key ingredient the ricocheted stable process recently discovered by Budd. The process has applications to the excursions of planar Brownian motion and Liouville quantum gravity.

Episodes of bacterial superinfections have been well identified for several respiratory viruses, notably influenza. In this retrospective study, we compared the frequency of superinfections in COVID-19 patients to those found in influenza-positive patients, and to controls without viral infection. We included 42 468 patients who had been diagnosed with COVID-19 and 266 261 subjects who had tested COVID-19 negative between 26 February 2020 and 1 May 2021. In addition, 4059 patients were included who had tested positive for the influenza virus between 1 January 2017 and 31 December 2019. Bacterial infections in COVID-19 patients were more frequently healthcare-associated, and acquired in ICUs, were associated with longer ICU stays, and occurred in older and male patients when compared to controls and to influenza patients (P < 0.0001 for all). The most common pathogens proved to be less frequent in COVID-19 patients, including fewer cases of bacteraemia involving E. coli (P < 0.0001) and Klebsiella pneumoniae (P = 0.027) when compared to controls. In respiratory specimens Haemophilus influenzae (P < 0.0001) was more frequent in controls, while Streptococcus pneumoniae (P < 0.0001) was more frequent in influenza patients. Likewise, species associated with nosocomial transmission, such as Pseudomonas aeruginosa and Staphylococcus epidermidis, were more frequent among COVID-19 patients. Finally, we observed a high frequency of Enterococcus faecalis bacteraemia among COVID-19 patients, which were mainly ICU-acquired and associated with a longer timescale to acquisition.

To reappraise pre-exposure prophylaxis (PrEP) eligibility criteria towards the men who have sex with men (MSM) with highest HIV-risk, we assessed PrEP need (i.e. HIV-risk) using Amsterdam Cohort Studies data from 2011–2017 for all non-PrEP using MSM. Outcomes were incident HIV-infection and newly-diagnosed anal STI. Determinants were current PrEP eligibility criteria (anal STI and condomless sex (CAS)) and additional determinants (age, education, group sex, alcohol use during sex and chemsex). We used targeted maximum likelihood estimation (TMLE) to estimate the relative risk (RR) and 95% confidence intervals (CI) of determinants on outcomes, and calculated population attributable fractions (PAFs) with 95% CI using RRs from TMLE. Among 810 included MSM, 22 HIV-infections and 436 anal STIs (n = 229) were diagnosed during follow-up. Chemsex (RR = 5.8 (95% CI 2.0–17.0); PAF = 55.3% (95% CI 43.3–83.4)), CAS with a casual partner (RR = 3.3 (95% CI 1.3–8.7); PAF = 38.0% (95% CI 18.3–93.6)) and anal STI (RR = 5.3 (95% CI 1.7–16.7); PAF = 22.0 (95% CI −16.8 to 100.0)) were significantly (P < 0.05) associated with and had highest attributable risk fractions for HIV. Chemsex (RR = 2.0 (95% CI 1.6–2.4); PAF = 19.5 (95% CI 10.6–30.6)) and CAS with a casual partner (RR = 2.5 (95% CI 2.0–3.0); PAF = 28.0 (95% CI 21.0–36.4)) were also significantly associated with anal STI, as was younger age (16–34/≥35; RR = 1.7 (95% CI 1.4–2.1); PAF = 15.5 (95% CI 6.4–27.6)) and group sex (RR = 1.3 (95% CI 1.1–1.6); PAF = 9.0 (95% CI −2.3 to 23.7)). Chemsex should be an additional PrEP eligibility criterion.

Identification of geographical areas with high burden of severe acute respiratory syndrome coronavirus 2 (SARS-CoV-2) transmission in schools using spatial analyses has become an important tool to guide targeted interventions in educational setting. In this study, we aimed to explore the spatial distribution and determinants of coronavirus disease 2019 (COVID-19) among students aged 3–18 years in South Korea. We analysed the nationwide epidemiological data on laboratory-confirmed COVID-19 cases in schools and in the communities between January 2020 and October 2021 in South Korea. To explore the spatial distribution, the global Moran's I and Getis-Ord's G using incidence rates among the districts of aged 3–18 years and 30–59 years. Spatial regression analysis was performed to find sociodemographic predictors of the COVID-19 attack rate in schools and in the communities. The global spatial correlation estimated by Moran's I was 0.647 for the community population and 0.350 for the student population, suggesting that the students were spatially less correlated than the community-level outbreak of SARS-CoV-2. In schools, attack rate of adults aged 30–59 years in the community was associated with increased risk of transmission (P < 0.0001). Number of students per class (in kindergartens, primary schools, middle schools and high schools) did not show significant association with the school transmission of SARS-CoV-2. In South Korea, COVID-19 in students had spatial variations across the country. Statistically significant high hotspots of SARS-CoV-2 transmission among students were found in the capital area, with dense population level and high COVID-19 burden among adults aged 30–59 years. Our finding suggests that controlling community-level burden of COVID-19 can help in preventing SARS-CoV-2 infection in school-aged children.

We consider continuous space–time decay–surge population models, which are semi-stochastic processes for which deterministically declining populations, bound to fade away, are reinvigorated at random times by bursts or surges of random sizes. In a particular separable framework (in a sense made precise below) we provide explicit formulae for the scale (or harmonic) function and the speed measure of the process. The behavior of the scale function at infinity allows us to formulate conditions under which such processes either explode or are transient at infinity, or Harris recurrent. A description of the structures of both the discrete-time embedded chain and extreme record chain of such continuous-time processes is supplied.

This study assessed the incidence rate of all-cause pneumonia (ACP) and invasive pneumococcal disease (IPD) and associated medical costs among individuals aged ≥16 in the German InGef database from 2016 to 2019. Incidence rate was expressed as the number of episodes per 100 000 person-years (PY). Healthcare resource utilisation was investigated by age group and by risk group (healthy, at-risk, high-risk). Direct medical costs per ACP/IPD episode were estimated as the total costs of all inpatient and outpatient visits. The overall incidence rate of ACP was 1345 (95% CI 1339–1352) and 8.25 (95% CI 7.76–8.77) per 100 000 PY for IPD. For both ACP and IPD, incidence rates increased with age and were higher in the high-risk and at-risk groups, in comparison to the healthy group. ACP inpatient admission rate increased with age but remained steady across age-groups for IPD. The mean direct medical costs per episode were €8075 (95% CI 7121–9028) for IPD and €1454 (95% CI 1426–1482) for ACP. The aggregate direct medical costs for IPD and ACP episodes were estimated to be €8.5 million and €248.9 million respectively. The clinical and economic burden of IPD and ACP among German adults is substantial regardless of age.

This paper surveys recent advances in drawing structural conclusions from vector autoregressions (VARs), providing a unified perspective on the role of prior knowledge. We describe the traditional approach to identification as a claim to have exact prior information about the structural model and propose Bayesian inference as a way to acknowledge that prior information is imperfect or subject to error. We raise concerns from both a frequentist and a Bayesian perspective about the way that results are typically reported for VARs that are set-identified using sign and other restrictions. We call attention to a common but previously unrecognized error in estimating structural elasticities and show how to correctly estimate elasticities even in the case when one only knows the effects of a single structural shock.

In a two-step extremum estimation (M-estimation) framework with a finite-dimensional parameter of interest and a potentially infinite-dimensional first-step nuisance parameter, this paper proposes an averaging estimator that combines a semiparametric estimator based on a nonparametric first step and a parametric estimator which imposes parametric restrictions on the first step. The averaging weight is an easy-to-compute sample analog of an infeasible optimal weight that minimizes the asymptotic quadratic risk. Under Stein-type conditions, the asymptotic lower bound of the truncated quadratic risk difference between the averaging estimator and the semiparametric estimator is strictly less than zero for a class of data generating processes that includes both correct specification and varied degrees of misspecification of the parametric restrictions, and the asymptotic upper bound is weakly less than zero. The averaging estimator, along with an easy-to-implement inference method, is demonstrated in an example.

Two adaptive bandwidth selection methods for minimizing the mean squared error of nonparametric estimators in locally stationary processes are proposed. We investigate a cross-validation approach and a method based on contrast minimization and derive asymptotic properties of both methods. The results are applicable for different statistics under a general setting of local stationarity including nonlinear processes. At the same time, we deepen the general framework for local stationarity based on stationary approximations. For example, a general Bernstein inequality is derived for such processes. The properties of the bandwidth selection methods are also investigated in several simulation studies.

Digital identity systems are not devised for their own sake, rather they are developed by institutions as part of their pursuit of specific goals—such as economic, social, and developmental outcomes through enabling individual rights and facilitating access to basic services and entitlements. A growing number of organizations and institutions are advancing specific principles, frameworks, and “imaginaries” of what “good” digital identity looks like—yet it is often not clear how much influence they have or what their underlying worldview is to those designing, developing, and deploying these systems. This paper introduces sociopolitical configurations as a means of studying these underlying worldviews. Sociopolitical configurations combine elements from technological frames, expectations, and imaginations as well as developmental discourses to provide a basis for critically examining three key documents in this space.