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 14, Number 2
Publication Date: May 2008
Frontmatter
Editorial Staff
Papers
On Berry–Esseen bounds for non-instantaneous filters of linear processes
Tsung-Lin Cheng and Hwai-Chung Ho; 301-321
The Feynman graph representation of convolution semigroups and its applications to Lévy statistics
Hanno Gottschalk, Boubaker Smii and Horst Thaler; 322-351
On randomized stopping
István Gyöngy and David Šiška; 352-361
On lower limits and equivalences for distribution tails of randomly stopped sums
Denis Denisov, Serguei Foss and Dmitry Korshunov; 391-404
Sample autocovariances of long-memory time series
Lajos Horváth and Piotr Kokoszka; 405-418
Limit distributions for the problem of collecting pairs
Pavle Mladenović; 419-439
A unifying framework for k-statistics, polykays and their multivariate generalizations
Elvira Di Nardo, Giuseppe Guarino and Domenico Senato; 440-468
Estimation of the Brownian dimension of a continuous Itô process
Jean Jacod, Antoine Lejay and Denis Talay; 469-498
Stochastic calculus for convoluted Lévy processes
Christian Bender and Tina Marquardt; 499-518
GARCH modelling in continuous time for irregularly spaced time series data
Ross A. Maller, Gernot Müller and Alex Szimayer; 519-542
Augmented GARCH sequences: Dependence structure and asymptotics
Siegfried Hörmann; 543-561
Density estimation with heteroscedastic error
Aurore Delaigle and Alexander Meister; 562-579
Consistency of the α-trimming of a probability. Applications to central regions
Ignacio Cascos and Miguel López-Díaz; 580-592
Backmatter
Table of Contents
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