VOL. 12 · NO. 3 | June 2006
Front Matter
Bernoulli 12 (3), (June 2006) Open Access
Bernoulli 12 (3), (June 2006) Open Access
Jean Jacod
Bernoulli 12 (3), 383-401, (June 2006) DOI: 10.3150/bj/1151525127 Open Access
KEYWORDS: non-ergodic diffusion processes, parametric inference for diffusions
Qiwei Yao, Peter J. Brockwell
Bernoulli 12 (3), 403-429, (June 2006) DOI: 10.3150/bj/1151525128 Open Access
KEYWORDS: ARMA spatial process, asymptotic normality, Gaussian maximum likelihood estimator, martingale difference
Boris Buchmann, Claudia Klüppelberg
Bernoulli 12 (3), 431-456, (June 2006) DOI: 10.3150/bj/1151525129 Open Access
KEYWORDS: fractional Brownian motion, fractional integral, fractional Ornstein-Uhlenbeck process, fractional Vasicek model, Langevin equation, long-range dependence, Riemann-Stieltjes integrals, state space transform, stochastic calculus, Stochastic differential equations
Manuel Molina, Manuel Mota, Alfonso Ramos
Bernoulli 12 (3), 457-468, (June 2006) DOI: 10.3150/bj/1151525130 Open Access
KEYWORDS: bisexual processes, branching processes, population-size dependent processes
Holger Dette, Natalie Neumeyer, Kay F. Pilz
Bernoulli 12 (3), 469-490, (June 2006) DOI: 10.3150/bj/1151525131 Open Access
KEYWORDS: isotone regression, local linear regression, Nadaraya-Watson estimator, order-restricted inference
Joan Del Castillo, Anna López-Ratera
Bernoulli 12 (3), 491-500, (June 2006) DOI: 10.3150/bj/1151525132 Open Access
KEYWORDS: higher-order asymptotics, likelihood ratio test, reliability theory, survival analysis models
Michael V. Boutsikas
Bernoulli 12 (3), 501-514, (June 2006) DOI: 10.3150/bj/1151525133 Open Access
KEYWORDS: compound Poisson process approximation, coupling inequality, law of small numbers, locally dependent variables, moving sums, rate of convergence, success runs, total variation distance
Valerie Girardin, Nikolaos Limnios
Bernoulli 12 (3), 515-533, (June 2006) DOI: 10.3150/bj/1151525134 Open Access
KEYWORDS: asymptotic equirepartition property, entropy rate, functional central limit theorem, Functional law of the iterated logarithm, invariance principle, Relative entropy, Semi-Markov processes, Shannon-McMillan theorem, Shannon-McMillan-Breiman theorem
Qihe Tang
Bernoulli 12 (3), 535-549, (June 2006) DOI: 10.3150/bj/1151525135 Open Access
KEYWORDS: asymptotics, class \mathcal{S}(γ), endpoint, Poisson shot noise, rapid variation, Stochastic equation, uniformity
Rice Franke
Bernoulli 12 (3), 551-570, (June 2006) DOI: 10.3150/bj/1151525136 Open Access
KEYWORDS: functional non-central limit theorem, Homogenization‎, stable-like process, large deviations, heavy-tail increment
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