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

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

Acknowledgements

1465-1466

Author Index

1467-1471