VOL. 13 · NO. 1 | February 2007
Front Matter
Bernoulli 13 (1), (February 2007)
No abstract available
Bernoulli 13 (1), (February 2007)
No abstract available
T. Tony Cai, Mark G. Low, Linda H. Zhao
Bernoulli 13 (1), 1-19, (February 2007) DOI: 10.3150/07-BEJ5001
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
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
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
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
KEYWORDS: backward stochatic differential equations, monotonic non-Lipschitz coefficient
Odile Pons
Bernoulli 13 (1), 92-113, (February 2007) DOI: 10.3150/07-BEJ5047
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
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
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
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
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
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
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
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
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
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
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
KEYWORDS: binary decision tree, Change-point, cube root, misspecified model, proportional hazards, split point
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