Abstract In this work, we introduce a class of dynamic models for time series taking values on the unit interval. The proposed model follows a generalized linear model approach where the random component, conditioned on the past information, follows a beta distribution, while the conditional mean specification may include covariates and also an extra additive term given by the iteration of a map that can present chaotic behavior. The resulting model is very flexible and its systematic component can accommodate short- and long-range dependence, periodic behavior, laminar phases, etc. We derive easily verifiable conditions for the stationarity of the proposed model, as well as conditions for the law of large numbers and a Birkhoff-type theorem to hold. A Monte Carlo simulation study is performed to assess the finite sample behavior of the partial maximum likelihood approach for parameter estimation in the proposed model. Finally, an application to the proportion of stored hydroelectrical energy in Southern Brazil is presented.

In this paper I claim that perceptual discriminatory skills rely on a suitable type of environment as an enabling condition for their exercise. This is because of the constitutive connection between environment and perceptual discriminatory skills, inasmuch as such connection is construed from an ecological approach. The exercise of a discriminatory skill yields knowledge of affordances of objects, properties, or events in the surrounding environment. This is practical knowledge in the first-person perspective. An organism learns to perceive an object by becoming sensitized to its affordances. I call this position ecological disjunctivism. A corollary of this position is that a case of perception and its corresponding case of hallucination—which is similar to the former only in some respects—are different in nature. I show then how the distinguishability problem is addressed by ecological disjunctivism.

Este trabalho apresenta o legado deixado pelo professor e pesquisador Daniel Hogan (1942-2010) para o campo de estudos interdisciplinares, sobretudo no campo de população e ambiente. Os dados encontrados na pesquisa bibliográfica e documental indireta de trabalhos de sua autoria e de seus alunos e colegas, nos depoimentos pessoais, em análises bibliométricas e de genealogia acadêmica, além de observações diretas e participantes registradas em cadernos e diários, nos quais foram coletadas memórias e impressões acerca dos ensinamentos de Hogan, subsidiaram este trabalho. Trata-se de um recorte da trajetória acadêmica e pessoal, mostrando que Hogan foi um semeador de ideias e instituições, formou e influenciou gerações de pesquisadores, cultivou o diálogo e a empatia com seus colegas, trabalhando na fronteira da interdisciplinaridade e alinhado com os debates internacionais. Concluímos que o legado dele permanece vivo, mesmo depois de 10 anos de sua partida, e que os herdeiros intelectuais podem contribuir para perpetuar esse legado.

Entrevista com Eros Carvalho por Christiane Costa M. Fernandes, Deborah Moreira Guimarães, Taciane Alves da Silva e Fábio Candido dos Santos.

We propose to derive deviation measures through the Minkowski gauge of a given set of acceptable positions. We show that given a suitable acceptance set, any positive homogeneous deviation measure can be accommodated in our framework. In doing so, we provide a new interpretation for such measures, namely, that they quantify how much one must shrink a position for it to become acceptable. In particular, the Minkowski gauge of a set which is convex, stable under scalar addition, and radially bounded at non-constants, is a generalized deviation measure. Furthermore, we explore the relations existing between mathematical and financial properties attributable to an acceptance set on the one hand, and the corresponding properties of the induced measure on the other. Dual characterizations in terms of polar sets and support functionals are provided.