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 4
Publication Date: November 2012
Frontmatter
Editorial Board
Papers
A Ferguson–Klass–LePage series representation of multistable multifractional motions and related processes
R. Le Guével and J. Lévy Véhel; 1099-1127
Coupling property and gradient estimates of Lévy processes via the symbol
René L. Schilling, Paweł Sztonyk and Jian Wang; 1128-1149
Extended Itô calculus for symmetric Markov processes
Alexander Walsh; 1150-1171
Distributions of exponential integrals of independent increment processes related to generalized gamma convolutions
Anita Behme, Makoto Maejima, Muneya Matsui and Noriyoshi Sakuma; 1172-1187
Convergence of some random functionals of discretized semimartingales
Assane Diop; 1188-1222
$\varepsilon$-Strong simulation of the Brownian path
Alexandros Beskos, Stefano Peluchetti and Gareth Roberts; 1223-1248
Bootstrap confidence intervals for isotonic estimators in a stereological problem
Bodhisattva Sen and Michael Woodroofe; 1249-1266
Asymptotics for a Bayesian nonparametric estimator of species variety
Stefano Favaro, Antonio Lijoi and Igor Prünster; 1267-1283
Continuity and differentiability of regression M functionals
María V. Fasano, Ricardo A. Maronna, Mariela Sued and Víctor J. Yohai; 1284-1309
Uniform approximation of Vapnik–Chervonenkis classes
Terrence M. Adams and Andrew B. Nobel; 1310-1319
On a characterization of ordered pivotal sampling
Guillaume Chauvet; 1320-1340
Conditional large and moderate deviations for sums of discrete random variables. Combinatoric applications
Fabrice Gamboa, Thierry Klein and Clémentine Prieur; 1341-1360
Uniform convergence of the empirical cumulative distribution function under informative selection from a finite population
Daniel Bonnéry, F. Jay Breidt and François Coquet; 1361-1385
Sensitivity of the limit shape of sample clouds from meta densities
Guus Balkema, Paul Embrechts and Natalia Nolde; 1386-1404
Convergence of the largest eigenvalue of normalized sample covariance matrices when $p$ and $n$ both tend to infinity with their ratio converging to zero
B.B. Chen and G.M. Pan; 1405-1420
Model checks for the volatility under microstructure noise
Mathias Vetter and Holger Dette; 1421-1447
Inference of seasonal long-memory aggregate time series
Kung-Sik Chan and Henghsiu Tsai; 1448-1464
Backmatter
Table of Contents
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