VOL. 1 · NO. 3 | September 1995
Front Matter
Bernoulli 1 (3), (September 1995)
Bernoulli 1 (3), (September 1995)
Renata Cioczek-Georges, Benoit B. Mandelbrot, Gennady Samorodnitsky, Murad S. Taqqu
Bernoulli 1 (3), 201-216, (September 1995) DOI: 10.3150/bj/1193667815
KEYWORDS: measures of dependence, path behaviour, Poisson random measure, self-affinity, self-similarity, Stable processes, stationarity of increments
Kevin Hestir, Stanley C. Williams
Bernoulli 1 (3), 217-243, (September 1995) DOI: 10.3150/bj/1193667816
KEYWORDS: extreme point, Sets of uniqueness
S.N. Joshi, H.N. Nagaraja
Bernoulli 1 (3), 245-255, (September 1995) DOI: 10.3150/bj/1193667817
KEYWORDS: Bivariate normal distribution, concomitants of order statistics, Convergence in distribution, extreme values maximum
Asger Roer Pedersen
Bernoulli 1 (3), 257-279, (September 1995) DOI: 10.3150/bj/1193667818
KEYWORDS: approximate inference, approximate likelihood, approximate transition density, Discrete observations, Euler-Maruyama, Ornstein-Uhlenbeck, Stochastic differential equation
Ernst Eberlein, Ulrich Keller
Bernoulli 1 (3), 281-299, (September 1995) DOI: 10.3150/bj/1193667819
KEYWORDS: absolute continuous change of measure, hyperbolic distributions, hyperbolic Lévy motion, option pricing, statistical analysis of stock price data
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