Table of contents, Bernoulli Journal, vol. 12, no. 6 (2006)

Abstract

Table of contents, Bernoulli Journal, vol. 12, no. 6 (2006)

On Stein's factors for Poisson approximation in Wasserstein distance; Authors: A.D. Barbour, Aihua Xia

A complete characterization of local martingales which are functions of Brownian motion and its maximum; Authors: Jan Obloj

Pooling strategies for St Petersburg gamblers; Authors: Sandor Csörgö, Gordon Simons

Strong consistency of the maximum likelihood estimator for finite mixtures of location-scale distributions when the scale parameters are exponentially small; Authors: Kentaro Tanaka, Akimichi Takemura

Efficient estimation of stochastic volatility using noisy observations: a multi-scale approach; Authors: Lan Zhang

Classifiers of support vector machine type with \ell₁ complexity regularization; Authors: Bernadetta Tarigan, Sara A. Van De Geer

Retrospective exact simulation of diffusion sample paths with applications; Authors: Alexandros Beskos, Omiros Papaspiliopoulos, Gareth O. Roberts

Fractional Lévy processes with an application to long memory moving average processes; Authors: Tina Marquardt