VOL. 13 · NO. 1 | February 2007
Front Matter
Bernoulli 13 (1), (February 2007) Open Access
No abstract available
Bernoulli 13 (1), (February 2007) Open Access
No abstract available
T. Tony Cai, Mark G. Low, Linda H. Zhao
Bernoulli 13 (1), 1-19, (February 2007) DOI: 10.3150/07-BEJ5001 Open Access
KEYWORDS: Besov class, Constrained risk inequality, loss adaptation, normal location–scale model, nonparametric function estimation, Nonparametric regression, superefficiency, Wavelets, White noise
Tomasz Bojdecki, Luis G. Gorostiza, Anna Talarczyk
Bernoulli 13 (1), 20-39, (February 2007) DOI: 10.3150/07-BEJ5170 Open Access
KEYWORDS: Branching particle system, critical and large dimensions, limit theorem, occupation time, Fluctuation, Stable process
Martynas Manstavičius
Bernoulli 13 (1), 40-53, (February 2007) DOI: 10.3150/07-BEJ5121 Open Access
KEYWORDS: Blumenthal–Getoor indices, Carr–Geman–Madan–Yor process, generalized hyperbolic process, generalized z-process, graph, Hausdorff–Besicovitch dimension, Lévy process, Meixner process, Normal Inverse Gaussian process, p-variation
Adam Osękowski
Bernoulli 13 (1), 54-79, (February 2007) DOI: 10.3150/07-BEJ5151 Open Access
KEYWORDS: Martingales, Orlicz space, subordinated martingales
Philippe Briand, Jean-Pier Relepeltier, Jaime San Martín
Bernoulli 13 (1), 80-91, (February 2007) DOI: 10.3150/07-BEJ5004 Open Access
KEYWORDS: backward stochatic differential equations, monotonic non-Lipschitz coefficient
Odile Pons
Bernoulli 13 (1), 92-113, (February 2007) DOI: 10.3150/07-BEJ5047 Open Access
KEYWORDS: absolutely continuous distributions, Censoring, efficiency, nonparametric estimation
A.M.G. Cox, D.G. Hobson
Bernoulli 13 (1), 114-130, (February 2007) DOI: 10.3150/07-BEJ5071 Open Access
KEYWORDS: Azéma–Yor embedding, Brownian motion, ‎embedding‎, stopping time, variably skewed, Brownian motion
Sami Mustapha
Bernoulli 13 (1), 131-147, (February 2007) DOI: 10.3150/07-BEJ5135 Open Access
KEYWORDS: discrete potential theory, Gaussian estimates, Markov chains, transition kernels
Takahiro Aoyama, Makoto Maejima
Bernoulli 13 (1), 148-160, (February 2007) DOI: 10.3150/07-BEJ5136 Open Access
KEYWORDS: infinitely divisible distribution on $ℝ^d$, Lévy process, stochastic integral representation, type G distribution
Shiqing Ling, Howell Tong, Dong Li
Bernoulli 13 (1), 161-168, (February 2007) DOI: 10.3150/07-BEJ5147 Open Access
KEYWORDS: ergodicity, invertibility, strict stationarity, threshold moving-average model
Adelchi Azzalini, Marc G. Genton
Bernoulli 13 (1), 169-174, (February 2007) DOI: 10.3150/07-BEJ5166 Open Access
KEYWORDS: characterization property, Cauchy functional equation, location family, maximum likelihood, normal distribution, sample mean vector
Erich Haeusler, Johan Segers
Bernoulli 13 (1), 175-194, (February 2007) DOI: 10.3150/07-BEJ5175 Open Access
KEYWORDS: asymptotic normality, confidence intervals, Edgeworth expansions, extreme value index, Hill estimator, regular variation, tail index
Serge Cohen, Jan Rosinski
Bernoulli 13 (1), 195-210, (February 2007) DOI: 10.3150/07-BEJ6011 Open Access
KEYWORDS: Gaussian approximation, Lévy processes, shot noise series expansions, simulation, tempered stable processes
Romain Abraham, Jean-François Delmas
Bernoulli 13 (1), 211-228, (February 2007) DOI: 10.3150/07-BEJ6045 Open Access
KEYWORDS: Continuous random tree, fragmentation, Lévy snake, Local time, small fragments
Claudia Klüppelberg, Gabriel Kuhn, Liang Peng
Bernoulli 13 (1), 229-251, (February 2007) DOI: 10.3150/07-BEJ6047 Open Access
KEYWORDS: asymptotic normality, elliptical distribution, regular variation, tail dependence function
Christian Houdré, Reiichiro Kawai
Bernoulli 13 (1), 252-278, (February 2007) DOI: 10.3150/07-BEJ5034 Open Access
KEYWORDS: layered stable distributions and processes, Lévy processes, stable distributions and processes
Moulinath Banerjee, Ian W. McKeague
Bernoulli 13 (1), 279-299, (February 2007) DOI: 10.3150/07-BEJ6068 Open Access
KEYWORDS: binary decision tree, Change-point, cube root, misspecified model, proportional hazards, split point
Back to Top