VOL. 12 · NO. 6 | dec 2006
Front Matter
Bernoulli 12 (6), (dec 2006) Open Access
Bernoulli 12 (6), (dec 2006) Open Access
A.D. Barbour, Aihua Xia
Bernoulli 12 (6), 943-954, (dec 2006) DOI: 10.3150/bj/1165269145 Open Access
KEYWORDS: Poisson approximation, Stein's factors, Stein's method, Wasserstein distance
Jan Obloj
Bernoulli 12 (6), 955-969, (dec 2006) DOI: 10.3150/bj/1165269146 Open Access
KEYWORDS: Azéma-Yor martingales, continuous martingales, maximum process, max-martingales, Motoo's theorem
Sandor Csörgö, Gordon Simons
Bernoulli 12 (6), 971-1002, (dec 2006) DOI: 10.3150/bj/1165269147 Open Access
KEYWORDS: added value, Asymptotic distributions, best admissible pooling strategies, comparison of infinite expectations, several players, St~Petersburg games
Kentaro Tanaka, Akimichi Takemura
Bernoulli 12 (6), 1003-1017, (dec 2006) DOI: 10.3150/bj/1165269148 Open Access
KEYWORDS: consistency, maximum likelihood estimator, mixture distribution
Lan Zhang
Bernoulli 12 (6), 1019-1043, (dec 2006) DOI: 10.3150/bj/1165269149 Open Access
KEYWORDS: consistency, dependent noise, discrete observation, efficiency, It{ô} process, microstructure noise, observation error, rate of convergence, realized volatility
Bernadetta Tarigan, Sara A. Van De Geer
Bernoulli 12 (6), 1045-1076, (dec 2006) DOI: 10.3150/bj/1165269150 Open Access
KEYWORDS: Binary classification, hinge loss, margin, Oracle inequality, penalized classification rule, Sparsity
Alexandros Beskos, Omiros Papaspiliopoulos, Gareth O. Roberts
Bernoulli 12 (6), 1077-1098, (dec 2006) DOI: 10.3150/bj/1165269151 Open Access
KEYWORDS: Conditioned diffusion processes, discretely observed diffusions, exact simulation, Monte Carlo maximum likelihood, rejection sampling
Tina Marquardt
Bernoulli 12 (6), 1099-1126, (dec 2006) DOI: 10.3150/bj/1165269152 Open Access
KEYWORDS: CARMA process, fractional integration, fractional Lévy process, long memory, Lévy process, stochastic integration
Back Matter
Bernoulli 12 (6), (dec 2006) Open Access
Bernoulli 12 (6), (dec 2006) Open Access
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