VOL. 10 · NO. 2 | April 2004
 
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Front Matter
Bernoulli 10 (2), (April 2004)
Bernoulli 10 (2), (April 2004)
Articles
Anatoli Juditsky, Sophie Lambert-Lacroix
Bernoulli 10 (2), 187-220, (April 2004) DOI: 10.3150/bj/1082380217
KEYWORDS: adaptive estimation, minimax estimation, Nonparametric density estimation
Tatyana S. Turova
Bernoulli 10 (2), 221-250, (April 2004) DOI: 10.3150/bj/1082380218
KEYWORDS: Graphs, rank statistics, serial ranks
Gerrit Draisma, Holger Drees, Ana Ferreira, Laurens De Haan
Bernoulli 10 (2), 251-280, (April 2004) DOI: 10.3150/bj/1082380219
KEYWORDS: asymptotic normality, bivariate extreme value distribution, coefficient of tail dependence, copula, failure probability, Hill estimator, moment estimator
Grigori N. Milstein, John G.M. Schoenmakers, Vladimir Spokoiny
Bernoulli 10 (2), 281-312, (April 2004) DOI: 10.3150/bj/1082380220
KEYWORDS: forward and reverse diffusion, Monte Carlo simulation, statistical estimation, Transition density
Ciprian A. Tudor
Bernoulli 10 (2), 313-325, (April 2004) DOI: 10.3150/bj/1082380221
KEYWORDS: Malliavin calculus, stochastic integrals
Donatas Surgailis
Bernoulli 10 (2), 327-355, (April 2004) DOI: 10.3150/bj/1082380222
KEYWORDS: Appell rank, fractional derivative, Hermite process, long memory, moving-average process, partial sums process, Stable Lévy process
Albert Benassi, Serge Cohen, Jacques Istas
Bernoulli 10 (2), 357-373, (April 2004) DOI: 10.3150/bj/1082380223
KEYWORDS: Identification, local asymptotic self-similarity, second-order fields, stable fields
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