Bernoulli (Project Euclid)

Bernoulli, Volume 14, Number 2 (2008)

2008-06-23T15:28:33Z

Contents:

Tsung-Lin Cheng, Hwai-Chung Ho. On Berry–Esseen bounds for non-instantaneous filters of linear processes. 301--321.

Hanno Gottschalk, Boubaker Smii, Horst Thaler. The Feynman graph representation of convolution semigroups and its applications to Lévy statistics. 322--351.

István Gyöngy, David Šiška. On randomized stopping. 352--361.

Alexey Koloydenko. Symmetric measures via moments. 362--390.

Denis Denisov, Serguei Foss, Dmitry Korshunov. On lower limits and equivalences for distribution tails of randomly stopped sums. 391--404.

Lajos Horváth, Piotr Kokoszka. Sample autocovariances of long-memory time series. 405--418.

Pavle Mladenović. Limit distributions for the problem of collecting pairs. 419--439.

Elvira Di Nardo, Giuseppe Guarino, Domenico Senato. A unifying framework for k -statistics, polykays and their multivariate generalizations. 440--468.

Jean Jacod, Antoine Lejay, Denis Talay. Estimation of the Brownian dimension of a continuous Itô process. 469--498.

Christian Bender, Tina Marquardt. Stochastic calculus for convoluted Lévy processes. 499--518.

Ross A. Maller, Gernot Müller, Alex Szimayer. GARCH modelling in continuous time for irregularly spaced time series data. 519--542.

Siegfried Hörmann. Augmented GARCH sequences: Dependence structure and asymptotics. 543--561.

Aurore Delaigle, Alexander Meister. Density estimation with heteroscedastic error. 562--579.

Ignacio Cascos, Miguel López-Díaz. Consistency of the α -trimming of a probability. Applications to central regions. 580--592.

Bernoulli, Volume 14, Number 3 (2008)

2008-08-25T13:10:34Z

Contents:

Peter McCullagh. Marginal likelihood for parallel series. 593--603.

Winfried Stute, Jane-Ling Wang. The central limit theorem under random truncation. 604--622.

Jianhua Hu, Guohua Yan. Asymptotic normality and consistency of a two-stage generalized least squares estimator in the growth curve model. 623--636.

Alexander Aue, Lajos Horváth, Marie Hušková, Piotr Kokoszka. Testing for changes in polynomial regression. 637--660.

Hannes Leeb. Evaluation and selection of models for out-of-sample prediction when the sample size is small relative to the complexity of the data-generating process. 661--690.

Jean-Marc Bardet, Hatem Bibi, Abdellatif Jouini. Adaptive wavelet-based estimator of the memory parameter for stationary Gaussian processes. 691--724.

Jian-Jian Ren. Smoothed weighted empirical likelihood ratio confidence intervals for quantiles. 725--748.

Konstancja Bobecka, Jacek Wesołowski. Kshirsagar–Tan independence property of beta matrices and related characterizations. 749--763.

Ole E. Barndorff-Nielsen, Friedrich Hubalek. Probability measures, Lévy measures and analyticity in time. 764--790.

Giovanni Peccati, Murad S. Taqqu. Central limit theorems for double Poisson integrals. 791--821.

Sébastien Darses, Ivan Nourdin. Asymptotic expansions at any time for scalar fractional SDEs with Hurst index H >1/2. 822--837.

Henrik Hult, Gennady Samorodnitsky. Tail probabilities for infinite series of regularly varying random vectors. 838--864.

Mark Meerschaert, Dongsheng Wu, Yimin Xiao. Local times of multifractional Brownian sheets. 865--898.

Bernoulli, Volume 14, Number 4 (2008)

2008-11-06T14:10:21Z

Contents:

Davar Khoshnevisan, Eulalia Nualart. Level sets of the stochastic wave equation driven by a symmetric Lévy noise. 899--925.

Christian Houdré, Philippe Marchal, Patricia Reynaud-Bouret. Concentration for norms of infinitely divisible vectors with independent components. 926--948.

Peter Jagers, Serik Sagitov. General branching processes in discrete time as random trees. 949--962.

Kouji Yano. Convergence of excursion point processes and its applications to functional limit theorems of Markov processes on a half-line. 963--987.

Peter McCullagh, Jim Pitman, Matthias Winkel. Gibbs fragmentation trees. 988--1002.

John H.J. Einmahl, Andrea Krajina, Johan Segers. A method of moments estimator of tail dependence. 1003--1026.

Christian Y. Robert. Estimating the multivariate extremal index function. 1027--1064.

Belkacem Abdous, Anne-Laure Fougères, Kilani Ghoudi, Philippe Soulier. Estimation of bivariate excess probabilities for elliptical models. 1065--1088.

Christophe Giraud. Mixing least-squares estimators when the variance is unknown. 1089--1107.

Julia Dony, David M. Mason. Uniform in bandwidth consistency of conditional U -statistics. 1108--1133.

Christian Berg, Jorge Mateu, Emilio Porcu. The Dagum family of isotropic correlation functions. 1134--1149.

Alexander Goldenshluger, Oleg Lepski. Universal pointwise selection rule in multivariate function estimation. 1150--1190.

Bernoulli, Volume 15, Number 1 (2009)

2009-02-03T14:05:44Z

Contents:

Rainer Dahlhaus, Wolfgang Polonik. Empirical spectral processes for locally stationary time series. 1--39.

Lutz Dümbgen, Kaspar Rufibach. Maximum likelihood estimation of a log-concave density and its distribution function: Basic properties and uniform consistency. 40--68.

C. Butucea, F. Comte. Adaptive estimation of linear functionals in the convolution model and applications. 69--98.

Ludwig Baringhaus, Rudolf Grübel. Nonparametric two-sample tests for increasing convex order. 99--123.

Holger Dette, Andrey Pepelyshev, Weng Kee Wong. Optimal designs for dose-finding experiments in toxicity studies. 124--145.

Gilles Pagès, Fabien Panloup. Approximation of the distribution of a stationary Markov process with application to option pricing. 146--177.

Henghsiu Tsai. On continuous-time autoregressive fractionally integrated moving average processes. 178--194.

C. Dombry, N. Guillotin-Plantard. Discrete approximation of a stable self-similar stationary increments process. 195--222.

Michael H. Neumann, Markus Reiß. Nonparametric estimation for Lévy processes from low-frequency observations. 223--248.

Diego Armentano, Mario Wschebor. Random systems of polynomial equations. The expected number of roots under smooth analysis. 249--266.

Paul McGill. Asymptotics for diffusion first-passage laws. 267--278.

Arup Bose, Amites Dasgupta, Krishanu Maulik. Multicolor urn models with reducible replacement matrices. 279--295.

Bernoulli, Volume 15, Number 2 (2009)

2009-05-04T13:49:08Z

Contents:

Feike C. Drost, Ramon van den Akker, Bas J.M. Werker. The asymptotic structure of nearly unstable non-negative integer-valued AR(1) models. 297--324.

Moosup Kim, Sangyeol Lee. Test for tail index change in stationary time series with Pareto-type marginal distribution. 325--356.

Zhengxiao Wu. A cluster identification framework illustrated by a filtering model for earthquake occurrences. 357--379.

Peter Hall, Young K. Lee, Byeong U. Park, Debashis Paul. Tie-respecting bootstrap methods for estimating distributions of sets and functions of eigenvalues. 380--401.

Ching-Kang Ing, Jin-Lung Lin, Shu-Hui Yu. Toward optimal multistep forecasts in non-stationary autoregressions. 402--437.

P. Baldi, G. Kerkyacharian, D. Marinucci, D. Picard. Subsampling needlet coefficients on the sphere. 438--463.

Carl Lindberg. Portfolio optimization when expected stock returns are determined by exposure to risk. 464--474.

C. Durot, E. Lebarbier, A.-S. Tocquet. Estimating the joint distribution of independent categorical variables via model selection. 475--507.

Vo V. Anh, Nikolai N. Leonenko, Narn-Rueih Shieh. Multifractal scaling of products of birth–death processes. 508--531.

Aldéric Joulin. A new Poisson-type deviation inequality for Markov jump processes with positive Wasserstein curvature. 532--549.

Dominic Schuhmacher. Stein’s method and Poisson process approximation for a class of Wasserstein metrics. 550--568.

Larry Goldstein, Haimeng Zhang. Efficiency of the maximum partial likelihood estimator for nested case control sampling. 569--597.

Bernoulli, Volume 15, Number 3 (2009)

2009-08-28T12:42:22Z

Contents:

B.U. Park, Y.K. Lee, S. Ha. L 2 boosting in kernel regression. 599--613.

Peter Hall, Ingrid Van Keilegom. Nonparametric “regression” when errors are positioned at end-points. 614--633.

Mark Podolskij, Mathias Vetter. Estimation of volatility functionals in the simultaneous presence of microstructure noise and jumps. 634--658.

Marc Hallin, Zudi Lu, Keming Yu. Local linear spatial quantile regression. 659--686.

Mathieu Rosenbaum. Integrated volatility and round-off error. 687--720.

Gert de Cooman, Erik Quaeghebeur, Enrique Miranda. Exchangeable lower previsions. 721--735.

Mathias Drton. Discrete chain graph models. 736--753.

Christian Pigorsch, Robert Stelzer. On the definition, stationary distribution and second order structure of positive semidefinite Ornstein–Uhlenbeck type processes. 754--773.

Chris Sherlock, Gareth Roberts. Optimal scaling of the random walk Metropolis on elliptically symmetric unimodal targets. 774--798.

Vladimir Koltchinskii. The Dantzig selector and sparsity oracle inequalities. 799--828.

Alex Iksanov, Alex Marynych, Martin Möhle. On the number of collisions in beta(2, b )-coalescents. 829--845.

Yu-Juan Jien, Jin Ma. Stochastic differential equations driven by fractional Brownian motions. 846--870.

Adam Osȩkowski. Sharp weak-type inequalities for differentially subordinated martingales. 871--897.

Shogo Kato. A distribution for a pair of unit vectors generated by Brownian motion. 898--921.

Euro G. Barbosa, Chang C.Y. Dorea. A note on the Lindeberg condition for convergence to stable laws in Mallows distance. 922--924.

Bernoulli, Volume 15, Number 4 (2009)

2010-01-08T14:51:30Z

Contents:

Stefan Geiss, Anni Toivola. Weak convergence of error processes in discretizations of stochastic integrals and Besov spaces. 925--954.

Song Xi Chen, Ingrid Van Keilegom. A goodness-of-fit test for parametric and semi-parametric models in multiresponse regression. 955--976.

Richard A. Davis, Thomas Mikosch. The extremogram: A correlogram for extreme events. 977--1009.

Hanna K. Jankowski, Jon A. Wellner. Nonparametric estimation of a convex bathtub-shaped hazard function. 1010--1035.

Holger Dette, Nikolai Leonenko, Andrey Pepelyshev, Anatoly Zhigljavsky. Asymptotic optimal designs under long-range dependence error structure. 1036--1056.

Jan Beran, Martin Schützner. On approximate pseudo-maximum likelihood estimation for LARCH-processes. 1057--1081.

Kenji Handa. The two-parameter Poisson–Dirichlet point process. 1082--1116.

Bruno Bouchard, Stéphane Menozzi. Strong approximations of BSDEs in a domain. 1117--1147.

Yingcun Xia. A note on the backfitting estimation of additive models. 1148--1153.

Philippe Rigollet, Régis Vert. Optimal rates for plug-in estimators of density level sets. 1154--1178.

Dhafer Malouche. Determining full conditional independence by low-order conditioning. 1179--1189.

Efstathios Paparoditis. Testing temporal constancy of the spectral structure of a time series. 1190--1221.

Luigi Ambrosio, Vincenzo Capasso, Elena Villa. On the approximation of mean densities of random closed sets. 1222--1242.

Kei Takeuchi, Masayuki Kumon, Akimichi Takemura. A new formulation of asset trading games in continuous time with essential forcing of variation exponent. 1243--1258.

Paul Doukhan, Gabriel Lang. Evaluation for moments of a ratio with application to regression estimation. 1259--1286.

Peter Olofsson. Size-biased branching population measures and the multi-type x log x condition. 1287--1304.

Frank Aurzada, Mikhail Lifshits, Werner Linde. Small deviations of stable processes and entropy of the associated random operators. 1305--1334.

Aihua Xia, Mei Zhang. On approximation of Markov binomial distributions. 1335--1350.

Patrizia Berti, Irene Crimaldi, Luca Pratelli, Pietro Rigo. Rate of convergence of predictive distributions for dependent data. 1351--1367.

David Dereudre, Frédéric Lavancier. Campbell equilibrium equation and pseudo-likelihood estimation for non-hereditary Gibbs point processes. 1368--1396.

Bernoulli, Volume 16, Number 1 (2010)

2010-02-12T14:25:42Z

Contents:

Allan Gut, Fredrik Jonsson, Ulrich Stadtmüller. Between the LIL and the LSL. 1--22.

Bero Roos. Closeness of convolutions of probability measures. 23--50.

Vicky Fasen. Asymptotic results for sample autocovariance functions and extremes of integrated generalized Ornstein–Uhlenbeck processes. 51--79.

Robert Stelzer. Multivariate COGARCH(1, 1) processes. 80--115.

Yves Atchadé, Gersende Fort. Limit theorems for some adaptive MCMC algorithms with subgeometric kernels. 116--154.

Lancelot F. James, Antonio Lijoi, Igor Prünster. On the posterior distribution of classes of random means. 155--180.

Sayan Mukherjee, Qiang Wu, Ding-Xuan Zhou. Learning gradients on manifolds. 181--207.

Hisayuki Hara, Satoshi Aoki, Akimichi Takemura. Minimal and minimal invariant Markov bases of decomposable models for contingency tables. 208--233.

Amarjit Budhiraja, Paul Dupuis, Vasileios Maroulas. Large deviations for stochastic flows of diffeomorphisms. 234--257.

Lucian Maticiuc, Etienne Pardoux, Aurel Răşcanu, Adrian Zălinescu. Viscosity solutions for systems of parabolic variational inequalities. 258--273.

Yanyuan Ma, Runze Li. Variable selection in measurement error models. 274--300.

Bernoulli, Volume 16, Number 2 (2010)

2010-05-25T20:59:10Z

Contents:

Michael V. Boutsikas, Eutichia Vaggelatou. A new method for obtaining sharp compound Poisson approximation error estimates for sums of locally dependent random variables. 301--330.

Andreas N. Lagerås. Copulas for Markovian dependence. 331--342.

Nicolas Fournier, Jacques Printems. Absolute continuity for some one-dimensional processes. 343--360.

Lancelot F. James. Dirichlet mean identities and laws of a class of subordinators. 361--388.

Christian Bender, Peter Parczewski. Approximating a geometric fractional Brownian motion and related processes via discrete Wick calculus. 389--417.

Peter Hall, Qiying Wang. Strong approximations of level exceedences related to multiple hypothesis testing. 418--434.

Gareth O. Roberts, Laura M. Sangalli. Latent diffusion models for survival analysis. 435--458.

Yaming Yu. Relative log-concavity and a pair of triangle inequalities. 459--470.

Jean-Christophe Breton, Christian Houdré. Asymptotics for random Young diagrams when the word length and alphabet size simultaneously grow to infinity. 471--492.

Luis Mendo, José M. Hernando. Estimation of a probability with optimum guaranteed confidence in inverse binomial sampling. 493--513.

Olivier Bouaziz, Olivier Lopez. Conditional density estimation in a censored single-index regression model. 514--542.

Xinyi Xu, Feng Liang. Asymptotic minimax risk of predictive density estimation for non-parametric regression. 543--560.

Carmen Sangüesa. Uniform error bounds for a continuous approximation of non-negative random variables. 561--584.

Yanyuan Ma. A semiparametric efficient estimator in case-control studies. 585--603.

Bernoulli, Volume 16, Number 3 (2010)

2010-08-06T13:05:43Z

Contents:

Guillaume Lecué, Shahar Mendelson. Sharper lower bounds on the performance of the empirical risk minimization algorithm. 605--613.

Shige Peng, Mingyu Xu. Reflected BSDE with a constraint and its applications in an incomplete market. 614--640.

Stéphanie Allassonnière, Estelle Kuhn, Alain Trouvé. Construction of Bayesian deformable models via a stochastic approximation algorithm: A convergence study. 641--678.

Pierpaolo De Blasi, Lancelot F. James, John W. Lau. Bayesian nonparametric estimation and consistency of mixed multinomial logit choice models. 679--704.

Guozhong He, Hans-Georg Müller, Jane-Ling Wang, Wenjing Yang. Functional linear regression via canonical analysis. 705--729.

Yichao Wu, Jianqing Fan, Hans-Georg Müller. Varying-coefficient functional linear regression. 730--758.

Heping He, Thomas A. Severini. Asymptotic properties of maximum likelihood estimators in models with multiple change points. 759--779.

Martin Schlather. Some covariance models based on normal scale mixtures. 780--797.

Domenico Marinucci, Giovanni Peccati. Group representations and high-resolution central limit theorems for subordinated spherical random fields. 798--824.

Brice Franke, Tatsuhiko Saigo. A self-similar process arising from a random walk with random environment in random scenery. 825--857.

Enzo Orsingher, Federico Polito. Fractional pure birth processes. 858--881.

Neal Madras, Deniz Sezer. Quantitative bounds for Markov chain convergence: Wasserstein and total variation distances. 882--908.

Bernoulli, Volume 16, Number 4 (2010)

2010-11-18T15:09:20Z

Contents:

Enrique Andjel, Thomas Mountford, Leandro P.R. Pimentel, Daniel Valesin. Tightness for the interface of the one-dimensional contact process. 909--925.

Narn-Rueih Shieh, Yimin Xiao. Hausdorff and packing dimensions of the images of random fields. 926--952.

Anne Estrade, Jacques Istas. Ball throwing on spheres. 953--970.

Denis Denisov, Serguei Foss, Dmitry Korshunov. Asymptotics of randomly stopped sums in the presence of heavy tails. 971--994.

Sami Umut Can, Thomas Mikosch, Gennady Samorodnitsky. Weak convergence of the function-indexed integrated periodogram for infinite variance processes. 995--1015.

Thomas Mikosch, Alfredas Račkauskas. The limit distribution of the maximum increment of a random walk with regularly varying jump size distribution. 1016--1038.

Abdelaati Daouia, Jean-Pierre Florens, Léopold Simar. Frontier estimation and extreme value theory. 1039--1063.

Yannick Baraud. A Bernstein-type inequality for suprema of random processes with applications to model selection in non-Gaussian regression. 1064--1085.

Zhidong Bai, Xiaoying Wang, Wang Zhou. Functional CLT for sample covariance matrices. 1086--1113.

V. Čekanavičius, P. Vellaisamy. Compound Poisson and signed compound Poisson approximations to the Markov binomial law. 1114--1136.

Evarist Giné, Richard Nickl. Adaptive estimation of a distribution function and its density in sup-norm loss by wavelet and spline projections. 1137--1163.

Holger Dette, Andrey Pepelyshev, Piter Shpilev, Weng Kee Wong. Optimal designs for discriminating between dose-response models in toxicology studies. 1164--1176.

Yuri V. Borovskikh, N.C. Weber. Asymptotic distributions for a class of generalized L -statistics. 1177--1190.

John Kolassa, Jixin Li. Multivariate saddlepoint approximations in tail probability and conditional inference. 1191--1207.

Ailana M. Fraser, D.A.S. Fraser, Ana-Maria Staicu. Second order ancillary: A differential view from continuity. 1208--1223.

Birgit Rudloff, Ioannis Karatzas. Testing composite hypotheses via convex duality. 1224--1239.

Juri Hinz, Alex Novikov. On fair pricing of emission-related derivatives. 1240--1261.

Sébastien Darses, Ivan Nourdin, David Nualart. Limit theorems for nonlinear functionals of Volterra processes via white noise analysis. 1262--1293.

Brahim Boufoussi, Marco Dozzi, Renaud Marty. Local time and Tanaka formula for a Volterra-type multifractional Gaussian process. 1294--1311.

Iain M. MacPhee, Mikhail V. Menshikov, Stanislav Volkov, Andrew R. Wade. Passage-time moments and hybrid zones for the exclusion-voter model. 1312--1342.

Robert C. Dalang, Marta Sanz-Solé. Criteria for hitting probabilities with applications to systems of stochastic wave equations. 1343--1368.

Fengrong Wei, Jian Huang. Consistent group selection in high-dimensional linear regression. 1369--1384.

S.G. Bobkov, F. Götze. Concentration of empirical distribution functions with applications to non-i.i.d. models. 1385--1414.

Bernoulli, Volume 17, Number 1 (2011)

2011-02-08T14:05:02Z

Contents:

Gustavo Didier, Vladas Pipiras. Integral representations and properties of operator fractional Brownian motions. 1--33.

M.E. Caballero, J.C. Pardo, J.L. Pérez. Explicit identities for Lévy processes associated to symmetric stable processes. 34--59.

Oliver Linton, Enno Mammen, Jens Perch Nielsen, Ingrid Van Keilegom. Nonparametric regression with filtered data. 60--87.

Jérôme Dedecker, Florence Merlevède, Magda Peligrad. Invariance principles for linear processes with application to isotonic regression. 88--113.

Enzo Orsingher, Federico Polito. On a fractional linear birth–death process. 114--137.

Krishna B. Athreya, Siva R. Athreya, Srikanth K. Iyer. Supercritical age-dependent branching Markov processes and their scaling limits. 138--154.

Yutao Ma, Shi Shen, Xinyu Wang, Liming Wu. Transportation inequalities: From Poisson to Gibbs measures. 155--169.

Jean-Marc Azaïs, José R. León, Mario Wschebor. Rice formulae and Gaussian waves. 170--193.

Marek Arendarczyk, Krzysztof Dȩbicki. Asymptotics of supremum distribution of a Gaussian process over a Weibullian time. 194--210.

Ingo Steinwart, Andreas Christmann. Estimating conditional quantiles with the help of the pinball loss. 211--225.

Bikramjit Das, Sidney I. Resnick. Conditioning on an extreme component: Model consistency with regular variation on cones. 226--252.

Christian Genest, Ivan Kojadinovic, Johanna Nešlehová, Jun Yan. A goodness-of-fit test for bivariate extreme-value copulas. 253--275.

Fredrik Jonsson. On the heavy-tailedness of Student’s t -statistic. 276--289.

Łukasz Lenart. Asymptotic distributions and subsampling in spectral analysis for almost periodically correlated time series. 290--319.

Piotr Fryzlewicz, Suhasini Subba Rao. Mixing properties of ARCH and time-varying ARCH processes. 320--346.

Hongyuan Cao, Michael R. Kosorok. Simultaneous critical values for t -tests in very high dimensions. 347--394.

Marc Hoffmann, Nathalie Krell. Statistical analysis of self-similar conservative fragmentation chains. 395--423.

Mikhail Gordin, Magda Peligrad. On the functional central limit theorem via martingale approximation. 424--440.

Emilio Porcu, René L. Schilling. From Schoenberg to Pick–Nevanlinna: Toward a complete picture of the variogram class. 441--455.

Viktor P. Zastavnyi, Emilio Porcu. Characterization theorems for the Gneiting class of space–time covariances. 456--465.

Fadoua Balabdaoui, Jim Pitman. The distribution of the maximal difference between a Brownian bridge and its concave majorant. 466--483.

Holger Fink, Claudia Klüppelberg. Fractional Lévy-driven Ornstein–Uhlenbeck processes and stochastic differential equations. 484--506.

Bernoulli, Volume 17, Number 2 (2011)

2011-04-05T13:14:58Z

Contents:

G. Afendras, N. Papadatos, V. Papathanasiou. An extended Stein-type covariance identity for the Pearson family with applications to lower variance bounds. 507--529.

Louis H.Y. Chen, Aihua Xia. Poisson process approximation for dependent superposition of point processes. 530--544.

John H.J. Einmahl, Estáte V. Khmaladze. Central limit theorems for local empirical processes near boundaries of sets. 545--561.

Philipp Arbenz, Paul Embrechts, Giovanni Puccetti. The AEP algorithm for the fast computation of the distribution of the sum of dependent random variables. 562--591.

Larry Goldstein, Yosef Rinott, Marco Scarsini. Stochastic comparisons of stratified sampling techniques for some Monte Carlo estimators. 592--608.

Pavel Chigansky, Yaacov Ritov. On the Viterbi process with continuous state space. 609--627.

Alessandra Luati. An approximate quantum Cramér–Rao bound based on skew information. 628--642.

José E. Figueroa-López. Sieve-based confidence intervals and bands for Lévy densities. 643--670.

G. Jogesh Babu, Zhidong Bai, Kwok Pui Choi, Vasudevan Mangalam. Limit theorems for functions of marginal quantiles. 671--686.

Sylvain Arlot, Peter L. Bartlett. Margin-adaptive model selection in statistical learning. 687--713.

Eric Cator. Adaptivity and optimality of the monotone least-squares estimator. 714--735.

Kyusang Yu, Enno Mammen, Byeong U. Park. Semi-parametric regression: Efficiency gains from modeling the nonparametric part. 736--748.

Jean-Marc Bardet, Donatas Surgailis. Measuring the roughness of random paths by increment ratios. 749--780.

Rama Cont, Cecilia Mancini. Nonparametric tests for pathwise properties of semimartingales. 781--813.

P. Patie. A refined factorization of the exponential law. 814--826.

Bernoulli, Volume 17, Number 3 (2011)

2011-07-07T12:48:28Z

Contents:

Giovanni M. Marchetti, Monia Lupparelli. Chain graph models of multivariate regression type for categorical data. 827--844.

Nanny Wermuth. Probability distributions with summary graph structure. 845--879.

Paweł Hitczenko, Jacek Wesołowski. Renorming divergent perpetuities. 880--894.

Kjetil Røysland. A martingale approach to continuous-time marginal structural models. 895--915.

Ole E. Barndorff-Nielsen, Andreas Basse-O’Connor. Quasi Ornstein–Uhlenbeck processes. 916--941.

Zakhar Kabluchko. Functional limit theorems for sums of independent geometric Lévy processes. 942--968.

Weidong Liu, Shiqing Ling, Qi-Man Shao. On non-stationary threshold autoregressive models. 969--986.

Christophe Andrieu, Ajay Jasra, Arnaud Doucet, Pierre Del Moral. On nonlinear Markov chain Monte Carlo. 987--1014.

Youri Davydov, Ilya Molchanov, Sergei Zuyev. Stability for random measures, point processes and discrete semigroups. 1015--1043.

Yaming Yu. Some stochastic inequalities for weighted sums. 1044--1053.

Péter Kevei, David M. Mason. A note on a maximal Bernstein inequality. 1054--1062.

Delphine Cassart, Marc Hallin, Davy Paindaveine. A class of optimal tests for symmetry based on local Edgeworth approximations. 1063--1094.

Robert C. Griffiths, Dario Spanò. Multivariate Jacobi and Laguerre polynomials, infinite-dimensional extensions, and their probabilistic connections with multivariate Hahn and Meixner polynomials. 1095--1125.

Bernoulli, Volume 17, Number 4 (2011)

2011-11-04T14:39:12Z

Contents:

Laure Coutin, Diana Dorobantu. First passage time law for some Lévy processes with compound Poisson: Existence of a density. 1127--1135.

Feng-Yu Wang. Coupling for Ornstein–Uhlenbeck processes with jumps. 1136--1158.

Ole E. Barndorff-Nielsen, José Manuel Corcuera, Mark Podolskij. Multipower variation for Brownian semistationary processes. 1159--1194.

Yuqiang Li, Hongshuai Dai. Approximations of fractional Brownian motion. 1195--1216.

Bénédicte Haas, Grégory Miermont. Self-similar scaling limits of non-increasing Markov chains. 1217--1247.

Sébastien Chambeu, Aline Kurtzmann. Some particular self-interacting diffusions: Ergodic behaviour and almost sure convergence. 1248--1267.

Michael H. Neumann. Absolute regularity and ergodicity of Poisson count processes. 1268--1284.

Nelson Antunes, Vladas Pipiras. Probabilistic sampling of finite renewal processes. 1285--1326.

Adam Osȩkowski. Sharp maximal inequalities for the moments of martingales and non-negative submartingales. 1327--1343.

István Berkes, Lajos Horváth, Johannes Schauer. Asymptotics of trimmed CUSUM statistics. 1344--1367.

Marten Wegkamp, Ming Yuan. Support vector machines with a reject option. 1368--1385.

Yonggang Hu, Yong Wang, Yi Wu. Tensor-based projection depth. 1386--1399.

Jianhua Hu, Guohua Yan, Jinhong You. Estimation for an additive growth curve model with orthogonal design matrices. 1400--1419.

Subhajit Dutta, Anil K. Ghosh, Probal Chaudhuri. Some intriguing properties of Tukey’s half-space depth. 1420--1434.

Bernoulli, Volume 18, Number 1 (2012)

2012-01-20T14:11:12Z

Contents:

Bruno Saussereau. Transportation inequalities for stochastic differential equations driven by a fractional Brownian motion. 1--23.

Mireia Besalú, Carles Rovira. Stochastic delay equations with non-negativity constraints driven by fractional Brownian motion. 24--45.

Eckhard Schlemm, Robert Stelzer. Multivariate CARMA processes, continuous-time state space models and complete regularity of the innovations of the sampled processes. 46--63.

Boris Buchmann, Gernot Müller. Limit experiments of GARCH. 64--99.

Alexander Bulinski, Evgeny Spodarev, Florian Timmermann. Central limit theorems for the excursion set volumes of weakly dependent random fields. 100--118.

A.E. Koudou, P. Vallois. Independence properties of the Matsumoto–Yor type. 119--136.

Jan Beran, Yevgen Shumeyko. On asymptotically optimal wavelet estimation of trend functions under long-range dependence. 137--176.

Young K. Lee, Enno Mammen, Byeong U. Park. Projection-type estimation for varying coefficient regression models. 177--205.

Ping Wu, Winfried Stute, Li-Xing Zhu. Efficient estimation of moments in linear mixed models. 206--228.

Jana Jurečková, Jan Kalina. Nonparametric multivariate rank tests and their unbiasedness. 229--251.

Pierre Del Moral, Arnaud Doucet, Ajay Jasra. On adaptive resampling strategies for sequential Monte Carlo methods. 252--278.

Yaming Yu. On the inclusion probabilities in some unequal probability sampling plans without replacement. 279--289.

Piotr Zwiernik, Jim Q. Smith. Tree cumulants and the geometry of binary tree models. 290--321.

Zongming Ma. Accuracy of the Tracy–Widom limits for the extreme eigenvalues in white Wishart matrices. 322--359.

Gilles Pagès, Abass Sagna. Asymptotics of the maximal radius of an L r -optimal sequence of quantizers. 360--389.

Bernoulli, Volume 18, Number 2 (2012)

2012-04-16T12:52:46Z

Contents:

Gérard Kerkyacharian, Erwan Le Pennec, Dominique Picard. Radon needlet thresholding. 391--433.

Andreas Maurer. Thermodynamics and concentration. 434--454.

Stefan Aulbach, Verena Bayer, Michael Falk. A multivariate piecing-together approach with an application to operational loss data. 455--475.

Makoto Maejima, Víctor Pérez-Abreu, Ken-iti Sato. A class of multivariate infinitely divisible distributions related to arcsine density. 476--495.

Simon Guillotte, François Perron. Bayesian estimation of a bivariate copula using the Jeffreys prior. 496--519.

Eric A. Cator, Hendrik P. Lopuhaä. Central limit theorem and influence function for the MCD estimators at general multivariate distributions. 520--551.

Anne Leucht. Degenerate U - and V -statistics under weak dependence: Asymptotic theory and bootstrap consistency. 552--585.

Yuichi Hirose, Alan Lee. Reparametrization of the least favorable submodel in semi-parametric multisample models. 586--605.

Pedro C. Álvarez-Esteban, Eustasio del Barrio, Juan A. Cuesta-Albertos, Carlos Matrán. Similarity of samples and trimming. 606--634.

Éric Marchand, William E. Strawderman. A unified minimax result for restricted parameter spaces. 635--643.

Peter M. Robinson. Inference on power law spatial trends. 644--677.

Jia Chen, Jiti Gao, Degui Li. Estimation in semi-parametric regression with non-stationary regressors. 678--702.

Loïc Hervé, James Ledoux, Valentin Patilea. A uniform Berry–Esseen theorem on M -estimators for geometrically ergodic Markov chains. 703--734.

Dong Li, Shiqing Ling, Howell Tong. On moving-average models with feedback. 735--745.

Holger Dette, Nikolai Leonenko, Andrey Pepelyshev, Anatoly Zhigljavsky. Correction to “Asymptotic optimal designs under long-range dependence error structure” Bernoulli 15 (2009) 1036–1056. 746--746.