VOL. 12 · NO. 4 | aug 2006
Front Matter
Bernoulli 12 (4), (aug 2006)
Bernoulli 12 (4), (aug 2006)
Andreas E. Kyprianou, Zbigniew Palmowski
Bernoulli 12 (4), 571-581, (aug 2006) DOI: 10.3150/bj/1155735927
KEYWORDS: Conditioning, fluctuation theory, Lévy processes, quasi-stationary distribution
Alexander Aue, István Berkes, Lajos Horváth
Bernoulli 12 (4), 583-608, (aug 2006) DOI: 10.3150/bj/1155735928
KEYWORDS: augmented GARCH processes, moments, partial sums, stationary solutions, strong approximation
Vincent Rivoirard
Bernoulli 12 (4), 609-632, (aug 2006) DOI: 10.3150/bj/1155735929
KEYWORDS: asymptotically least favourable priors, Bayes method, minimax risk, rate of convergence, thresholding rules, weak Besov spaces
Patricia Reynaud-Bouret
Bernoulli 12 (4), 633-661, (aug 2006) DOI: 10.3150/bj/1155735930
KEYWORDS: adaptive estimation, counting processes, Model selection, multiplicative intensity model, penalized projection estimators
Paolo Baldi, Barbara Pacchiarotti
Bernoulli 12 (4), 663-688, (aug 2006) DOI: 10.3150/bj/1155735931
KEYWORDS: Gaussian processes, importance sampling, large deviations, ruin probabilities
Patrice Bertail, Stéphan Clémençon
Bernoulli 12 (4), 689-712, (aug 2006) DOI: 10.3150/bj/1155735932
KEYWORDS: bootstrap, Edgeworth expansion, Markov chain, Nummelin splitting technique, Regenerative process
José Manuel Corcuera, David Nualart, Jeannette H.C. Woerner
Bernoulli 12 (4), 713-735, (aug 2006) DOI: 10.3150/bj/1155735933
KEYWORDS: central and non-central limit theorems, fractional Brownian motion, long memory, p-variation, realized power variation
Martin B. Hansen, Susan M. Pitts
Bernoulli 12 (4), 737-759, (aug 2006) DOI: 10.3150/bj/1155735934
KEYWORDS: asymptotic normality, Empirical processes, functional central limit theorem, infinite-dimensional delta method, M/G/1 queue, regenerative processes, workload
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