VOL. 14 · NO. 1 | February 2008
 
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Frontmatter
Bernoulli 14 (1), (February 2008)
No abstract available
Papers
Josep Lluís Solé, Frederic Utzet
Bernoulli 14 (1), 1-13, (February 2008) DOI: 10.3150/07-BEJ6173
KEYWORDS: Cumulants, Lévy processes, Teugels martingales, time–space harmonic polynomials
Michael H. Neumann, Efstathios Paparoditis
Bernoulli 14 (1), 14-46, (February 2008) DOI: 10.3150/07-BEJ6055
KEYWORDS: ARCH processes, autoregressive processes, bootstrap, central limit theorem, Goodness-of-fit test, Weak dependence
Evarist Giné, Richard Nickl
Bernoulli 14 (1), 47-61, (February 2008) DOI: 10.3150/07-BEJ110
KEYWORDS: adaptive estimation, kernel density estimator, quadratic functional
Kristjana Ýr Jónsdóttir, Jürgen Schmiegel, Eva B. Vedel Jensen
Bernoulli 14 (1), 62-90, (February 2008) DOI: 10.3150/07-BEJ6130
KEYWORDS: growth models, Lévy basis, spatio-temporal modelling, tumour growth
Giovanni Peccati
Bernoulli 14 (1), 91-124, (February 2008) DOI: 10.3150/07-BEJ5169
KEYWORDS: Bayesian statistics, Dirichlet process, exchangeability, Hoeffding–ANOVA decompositions, Jacobi polynomials, multiple integrals, orthogonality, U-statistics, urn sequences, Wright–Fisher model
Alexander Aue, István Berkes, Lajos Horváth
Bernoulli 14 (1), 125-139, (February 2008) DOI: 10.3150/07-BEJ6014
KEYWORDS: CUSUM, Functional limit theorems, order statistics, permutation principle, Stable distributions
Ronald W. Butler, Marc S. Paolella
Bernoulli 14 (1), 140-154, (February 2008) DOI: 10.3150/07-BEJ6169
KEYWORDS: ratios of quadratic forms, saddlepoint approximations, serial correlations
Jimmy Olsson, Olivier Cappé, Randal Douc, Éric Moulines
Bernoulli 14 (1), 155-179, (February 2008) DOI: 10.3150/07-BEJ6150
KEYWORDS: EM algorithm, exponential family, Particle filters, Sequential Monte Carlo methods, state space models, stochastic volatility model
Jüri Lember, Alexey Koloydenko
Bernoulli 14 (1), 180-206, (February 2008) DOI: 10.3150/07-BEJ105
KEYWORDS: Baum–Welch, bias, computational efficiency, consistency, EM, Hidden Markov models, maximum likelihood, Parameter estimation, Viterbi extraction, Viterbi training
John H.J. Einmahl, Amélie Fils-Villetard, Armelle Guillou
Bernoulli 14 (1), 207-227, (February 2008) DOI: 10.3150/07-BEJ104
KEYWORDS: asymptotic normality, extreme quantiles, extreme value index, random censoring
Bo Li, Marc G. Genton, Michael Sherman
Bernoulli 14 (1), 228-248, (February 2008) DOI: 10.3150/07-BEJ6196
KEYWORDS: asymptotic normality, Covariance, increasing domain asymptotics, Mixing, Random field
Allan Gut, Ulrich Stadtmüller
Bernoulli 14 (1), 249-276, (February 2008) DOI: 10.3150/07-BEJ103
KEYWORDS: delayed sums, Law of the iterated logarithm, law of the single logarithm, multidimensional indices, Random fields, sums of i.i.d. random variables, window
Peter Mörters, Marcel Ortgiese
Bernoulli 14 (1), 277-299, (February 2008) DOI: 10.3150/07-BEJ107
KEYWORDS: branching process, Brownian motion, embedded random walk, embedded tree, Intersection local time, intersection of Brownian motions, Local time, lower tail, martingale limit, Random tree, Self-intersection local time, small ball problem, small deviation, supercritical Galton–Watson process
Backmatter
Bernoulli 14 (1), (February 2008)
No abstract available
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