JOURNAL ARTICLE

Maximum-Likelihood-Estimation of Lévy driven Ornstein-Uhlenbeck Processes

Hilmar Mai

Year: 2009 Journal:   The International Journal of Cardiovascular Imaging Vol: 22 (1)Pages: 19-25   Publisher: Springer Science+Business Media

Abstract

Heart failure has a low incidence in general practice but is not easy to recognize in this setting. Frequently a normal electrocardiogram and a normal level of brain natriuretic peptide can exclude heart failure as a cause for dyspnea. Unfortunately the positive predictive value of both techniques is low. Imaging with echocardiography can then give the clue to the correct diagnosis. Also correct diagnosis of cardiac murmurs is not easy in general practice. Therefore an open access echocardiographic service was established in the south of the Netherlands. According to the existing services in the United Kingdom general practitioners in this area were able to ask for an echocardiogram without referring the patient to the cardiologist. During a period of 19 months 131 patients were referred to the Centre of Medical Diagnostics for an echocardiogram. In 12% of the patients referred for dyspnea a left ventricular ejection fraction lower than 40% was found. Fourty nine percent of the patients had diastolic dysfunction. In 33% heart failure could be excluded. In 62% of the patients referred for a cardiac murmur cardiac pathology could be found. In 38% of the patients the cardiac murmur could be established as a functional murmur. The service was found to improve practice by most of the general practitioners.

Keywords:
Ornstein–Uhlenbeck process Maximum likelihood Estimation Econometrics Mathematics Statistics Economics Stochastic process

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Stochastic processes and financial applications
Social Sciences →  Economics, Econometrics and Finance →  Finance
Probability and Risk Models
Social Sciences →  Decision Sciences →  Management Science and Operations Research
Financial Risk and Volatility Modeling
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