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 11, Number 3
Publication Date: June 2005
Table of contents, Bernoulli Journal, vol. 11, no. 3 (2005)
Editorial board, Bernoulli Journal, vol. 11, no. 3 (2005)
Articles
Extreme value theory for moving average processes with light-tailed innovations
Claudia Klüppelberg and Alexander Lindner; 381-410
Exact asymptotics for estimating the marginal density of discretely observed diffusion processes
Cristina Butucea and Michael H. Neumann; 411-444
Infinite divisibility and generalized subexponentiality
Takaaki Shimura and Toshiro Watanabe; 445-469
Recurrent extensions of self-similar Markov processes and Cramér's condition
Víctor Rivero; 471-509
Passage times for a spectrally negative Lévy process with applications to risk theory
Sung Nok Chiu and Chuancun Yin; 511-522
On Hipp's compound Poisson approximations via concentration functions
Bero Roos; 533-557
On the unlimited growth of a class of homogeneous multitype Markov chains
Miguel González, Rodrigo Martínez and Manuel Mota; 559-570
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