VOL. 13 · NO. 3 | August 2007
Bernoulli 13 (3), (August 2007)
No abstract available
Bernoulli 13 (3), (August 2007)
No abstract available
Yingying Li, Per A. Mykland
Bernoulli 13 (3), 601-622, (August 2007) DOI: 10.3150/07-BEJ6067
KEYWORDS: bias correction, Local time, market microstructure, martingale, measurement error, realized volatility, robustness, subsampling, two scales realized volatility (TSRV)
Karim Anaya-Izquierdo, Paul Marriott
Bernoulli 13 (3), 623-640, (August 2007) DOI: 10.3150/07-BEJ6170
KEYWORDS: affine geometry, convex geometry, Differential geometry, dispersion model, exponential families, mixture model, statistical manifold
James P. Hobert, Aixin Tan, Ruitao Liu
Bernoulli 13 (3), 641-652, (August 2007) DOI: 10.3150/07-BEJ6191
KEYWORDS: Improper prior distribution, local recurrence, reversible Markov chain, Strong admissibility
Harald Luschgy, Gilles Pagès
Bernoulli 13 (3), 653-671, (August 2007) DOI: 10.3150/07-BEJ6025
KEYWORDS: Gaussian process, High-resolution quantization, product quantization, series expansion
Bert van Es, Shota Gugushvili, Peter Spreij
Bernoulli 13 (3), 672-694, (August 2007) DOI: 10.3150/07-BEJ6091
KEYWORDS: asymptotic normality, consistency, decompounding, Kernel estimation
Ivan Nourdin, Thomas Simon
Bernoulli 13 (3), 695-711, (August 2007) DOI: 10.3150/07-BEJ6015
KEYWORDS: fractional Brownian motion, Lévy area, Newton–Côtes integral, rough differential equation, symmetric stochastic integral
Arnaud Begyn
Bernoulli 13 (3), 712-753, (August 2007) DOI: 10.3150/07-BEJ5112
KEYWORDS: Almost sure convergence, central limit theorem, fractional processes, Gaussian processes, generalized quadratic variations
Raúl Gouet, F. Javier López, Gerardo Sanz
Bernoulli 13 (3), 754-781, (August 2007) DOI: 10.3150/07-BEJ6027
KEYWORDS: central limit theorem, martingale, record, weak record
Aldéric Joulin
Bernoulli 13 (3), 782-798, (August 2007) DOI: 10.3150/07-BEJ6039
KEYWORDS: Birth–death process, continuous-time Markov chain, deviation inequality, semigroup, Γ-curvature, Wasserstein curvature
Andreas Christmann, Ingo Steinwart
Bernoulli 13 (3), 799-819, (August 2007) DOI: 10.3150/07-BEJ5102
KEYWORDS: consistency, convex risk minimization, influence function, Nonparametric regression, robustness, sensitivity curve, Support vector regression
Xavier Bardina, Carles Rovira
Bernoulli 13 (3), 820-830, (August 2007) DOI: 10.3150/07-BEJ6049
KEYWORDS: Diffusion processes, integration with respect to local time, Itô’s formula, Local time
Randal Douc, Eric Moulines, Philippe Soulier
Bernoulli 13 (3), 831-848, (August 2007) DOI: 10.3150/07-BEJ5162
KEYWORDS: Markov chains, rates of convergence, Stochastic monotonicity
Brahim Boufoussi, Marco Dozzi, Raby Guerbaz
Bernoulli 13 (3), 849-867, (August 2007) DOI: 10.3150/07-BEJ6140
KEYWORDS: Chung-type law of iterated logarithm, local asymptotic self-similarity, Multifractional Brownian motion, Local times
Lothar Heinrich, Hendrik Schmidt, Volker Schmidt
Bernoulli 13 (3), 868-891, (August 2007) DOI: 10.3150/07-BEJ6131
KEYWORDS: asymptotic variance, β-mixing, central limit theorem, k-facet process, nesting of tessellation, Poisson hyperplane process, Poisson–Voronoi tessellation, weakly dependent tessellation
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