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.


Volume 18, Number 1

Publication Date: February 2012

Frontmatter

Editorial Board

Papers

Transportation inequalities for stochastic differential equations driven by a fractional Brownian motion

Bruno Saussereau; 1-23

Stochastic delay equations with non-negativity constraints driven by fractional Brownian motion

Mireia Besalú and Carles Rovira; 24-45

Multivariate CARMA processes, continuous-time state space models and complete regularity of the innovations of the sampled processes

Eckhard Schlemm and Robert Stelzer; 46-63

Limit experiments of GARCH

Boris Buchmann and Gernot Müller; 64-99

Central limit theorems for the excursion set volumes of weakly dependent random fields

Alexander Bulinski, Evgeny Spodarev and Florian Timmermann; 100-118

Independence properties of the Matsumoto–Yor type

A.E. Koudou and P. Vallois; 119-136

On asymptotically optimal wavelet estimation of trend functions under long-range dependence

Jan Beran and Yevgen Shumeyko; 137-176

Projection-type estimation for varying coefficient regression models

Young K. Lee, Enno Mammen and Byeong U. Park; 177-205

Efficient estimation of moments in linear mixed models

Ping Wu, Winfried Stute and Li-Xing Zhu; 206-228

Nonparametric multivariate rank tests and their unbiasedness

Jana Jurečková and Jan Kalina; 229-251

On adaptive resampling strategies for sequential Monte Carlo methods

Pierre Del Moral, Arnaud Doucet and Ajay Jasra; 252-278

On the inclusion probabilities in some unequal probability sampling plans without replacement

Yaming Yu; 279-289

Tree cumulants and the geometry of binary tree models

Piotr Zwiernik and Jim Q. Smith; 290-321

Accuracy of the Tracy–Widom limits for the extreme eigenvalues in white Wishart matrices

Zongming Ma; 322-359

Asymptotics of the maximal radius of an Lr-optimal sequence of quantizers

Gilles Pagès and Abass Sagna; 360-389

Backmatter

Table of Contents


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