Table of contents, Bernoulli Journal, vol. 11, no. 3 (2005)

Abstract

Table of contents, Bernoulli Journal, vol. 11, no. 3 (2005)

Extreme value theory for moving average processes with light-tailed innovations; Authors: Claudia Klüppelberg, Alexander Lindner

Exact asymptotics for estimating the marginal density of discretely observed diffusion processes; Authors: Cristina Butucea, Michael H. Neumann

Infinite divisibility and generalized subexponentiality; Authors: Takaaki Shimura, Toshiro Watanabe

Recurrent extensions of self-similar Markov processes and Cramér's condition; Authors: Víctor Rivero

Passage times for a spectrally negative Lévy process with applications to risk theory; Authors: Sung Nok Chiu, Chuancun Yin

On classifying processes; Authors: Gusztáv Morvai, Benjamin Weiss

On Hipp's compound Poisson approximations via concentration functions; Authors: Bero Roos

On the unlimited growth of a class of homogeneous multitype Markov chains; Authors: Miguel González, Rodrigo Martínez, Manuel Mota