VOL. 14 · NO. 2 | May 2008
Bernoulli 14 (2), (May 2008) Open Access
No abstract available
Tsung-Lin Cheng, Hwai-Chung Ho
Bernoulli 14 (2), 301-321, (May 2008) DOI: 10.3150/07-BEJ112 Open Access
KEYWORDS: Berry–Esseen bounds, linear processes, long memory, long-range dependence, non-instantaneous filters, rate of convergence
Hanno Gottschalk, Boubaker Smii, Horst Thaler
Bernoulli 14 (2), 322-351, (May 2008) DOI: 10.3150/07-BEJ106 Open Access
KEYWORDS: Borel summability, convolution semigroups, Feynman graphs and rules, Lévy distributions, maximum likelihood principle
István Gyöngy, David Šiška
Bernoulli 14 (2), 352-361, (May 2008) DOI: 10.3150/07-BEJ108 Open Access
KEYWORDS: controlled diffusion processes, Optimal stopping
Alexey Koloydenko
Bernoulli 14 (2), 362-390, (May 2008) DOI: 10.3150/07-BEJ6144 Open Access
KEYWORDS: Algebraic statistics, determinate measures, finite groups, linear transformations, log-linear models, maximum entropy, Polynomial invariants, symmetry, toric models
Denis Denisov, Serguei Foss, Dmitry Korshunov
Bernoulli 14 (2), 391-404, (May 2008) DOI: 10.3150/07-BEJ111 Open Access
KEYWORDS: Convolution tail, convolution equivalence, lower limit, randomly stopped sums, subexponential distribution
Lajos Horváth, Piotr Kokoszka
Bernoulli 14 (2), 405-418, (May 2008) DOI: 10.3150/07-BEJ113 Open Access
KEYWORDS: limit distribution, long-range dependence, sample autocovariances
Pavle Mladenović
Bernoulli 14 (2), 419-439, (May 2008) DOI: 10.3150/07-BEJ114 Open Access
KEYWORDS: Chebyshev polynomials, Extreme values, limit theorems, mixing conditions, order statistics, urn models, waiting time
Elvira Di Nardo, Giuseppe Guarino, Domenico Senato
Bernoulli 14 (2), 440-468, (May 2008) DOI: 10.3150/07-BEJ6163 Open Access
KEYWORDS: Cumulants, k-statistics, polykays, symmetric polynomials, Umbral calculus
Jean Jacod, Antoine Lejay, Denis Talay
Bernoulli 14 (2), 469-498, (May 2008) DOI: 10.3150/07-BEJ6190 Open Access
KEYWORDS: asymptotic testing, Brownian dimension, Discrete observations, Itô processes
Christian Bender, Tina Marquardt
Bernoulli 14 (2), 499-518, (May 2008) DOI: 10.3150/07-BEJ115 Open Access
KEYWORDS: convoluted Lévy process, fractional Lévy process, Itô formula, Skorokhod integration
Ross A. Maller, Gernot Müller, Alex Szimayer
Bernoulli 14 (2), 519-542, (May 2008) DOI: 10.3150/07-BEJ6189 Open Access
KEYWORDS: COGARCH process, continuous-time GARCH process, Lévy process, pseudo-maximum likelihood estimation, Skorokhod distance, stochastic volatility
Siegfried Hörmann
Bernoulli 14 (2), 543-561, (May 2008) DOI: 10.3150/07-BEJ120 Open Access
KEYWORDS: Berry–Esseen bounds, empirical process, GARCH, strong approximation, weak invariance principles
Aurore Delaigle, Alexander Meister
Bernoulli 14 (2), 562-579, (May 2008) DOI: 10.3150/08-BEJ121 Open Access
KEYWORDS: bandwidth, density deconvolution, errors-in-variables, heteroscedastic contamination, Inverse problems, plug-in
Ignacio Cascos, Miguel López-Díaz
Bernoulli 14 (2), 580-592, (May 2008) DOI: 10.3150/07-BEJ109 Open Access
KEYWORDS: α-trimming of a probability, depth-trimmed regions, integral trimmed regions, weak topology
Bernoulli 14 (2), (May 2008) Open Access
No abstract available
Back to Top