VOL. 13 · NO. 3 | August 2007
Bernoulli 13 (3), (August 2007) Open Access
No abstract available
Bernoulli 13 (3), (August 2007) Open Access
No abstract available
Yingying Li, Per A. Mykland
Bernoulli 13 (3), 601-622, (August 2007) DOI: 10.3150/07-BEJ6067 Open Access
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 Open Access
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 Open Access
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 Open Access
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 Open Access
KEYWORDS: asymptotic normality, consistency, decompounding, Kernel estimation
Ivan Nourdin, Thomas Simon
Bernoulli 13 (3), 695-711, (August 2007) DOI: 10.3150/07-BEJ6015 Open Access
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 Open Access
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 Open Access
KEYWORDS: central limit theorem, martingale, record, weak record
Aldéric Joulin
Bernoulli 13 (3), 782-798, (August 2007) DOI: 10.3150/07-BEJ6039 Open Access
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 Open Access
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 Open Access
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 Open Access
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 Open Access
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 Open Access
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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