Bernoulli

Bernoulli is published by the Bernoulli Society for Mathematical Statistics and Probability and disseminated by the Institute of Mathematical Statistics on behalf of the Bernoulli Society. The journal provides a comprehensive account of important developments in the fields of statistics and probability, offering an international forum for both theoretical and applied work.

Editorial Board

The asymptotic structure of nearly unstable non-negative integer-valued AR(1) models

Feike C. Drost, Ramon van den Akker and Bas J.M. Werker; 297-324

Test for tail index change in stationary time series with Pareto-type marginal distribution

Moosup Kim and Sangyeol Lee; 325-356

A cluster identification framework illustrated by a filtering model for earthquake occurrences

Zhengxiao Wu; 357-379

Tie-respecting bootstrap methods for estimating distributions of sets and functions of eigenvalues

Peter Hall, Young K. Lee, Byeong U. Park and Debashis Paul; 380-401

Toward optimal multistep forecasts in non-stationary autoregressions

Ching-Kang Ing, Jin-Lung Lin and Shu-Hui Yu; 402-437

Subsampling needlet coefficients on the sphere

P. Baldi, G. Kerkyacharian, D. Marinucci and D. Picard; 438-463

Portfolio optimization when expected stock returns are determined by exposure to risk

Carl Lindberg; 464-474

Estimating the joint distribution of independent categorical variables via model selection

C. Durot, E. Lebarbier and A.-S. Tocquet; 475-507

Multifractal scaling of products of birth–death processes

Vo V. Anh, Nikolai N. Leonenko and Narn-Rueih Shieh; 508-531

A new Poisson-type deviation inequality for Markov jump processes with positive Wasserstein curvature

Aldéric Joulin; 532-549

Stein’s method and Poisson process approximation for a class of Wasserstein metrics

Dominic Schuhmacher; 550-568

Efficiency of the maximum partial likelihood estimator for nested case control sampling

Larry Goldstein and Haimeng Zhang; 569-597

Table of Contents