VOL. 15 · NO. 2 | May 2009
 
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Frontmatter
Bernoulli 15 (2), (May 2009)
No abstract available
Papers
Feike C. Drost, Ramon van den Akker, Bas J.M. Werker
Bernoulli 15 (2), 297-324, (May 2009) DOI: 10.3150/08-BEJ153
KEYWORDS: branching process with immigration, integer-valued time series, local-to-unity asymptotics, near unit root, Poisson limit experiment
Moosup Kim, Sangyeol Lee
Bernoulli 15 (2), 325-356, (May 2009) DOI: 10.3150/08-BEJ157
KEYWORDS: autoregressive process, change point test, CUSUM test, Extreme value theory, Hill’s estimator, mixing condition, tail index, tail sequential process
Zhengxiao Wu
Bernoulli 15 (2), 357-379, (May 2009) DOI: 10.3150/08-BEJ159
KEYWORDS: earthquakes, Filtering, Kushner–Stratonovich equations, marked point process, Zakai equations
Peter Hall, Young K. Lee, Byeong U. Park, Debashis Paul
Bernoulli 15 (2), 380-401, (May 2009) DOI: 10.3150/08-BEJ154
KEYWORDS: adaptive inference, bootstrap diagnostic, Confidence interval, confidence region, Functional data analysis, Multivariate analysis, percentile bootstrap, Principal Component Analysis, spectral decomposition
Ching-Kang Ing, Jin-Lung Lin, Shu-Hui Yu
Bernoulli 15 (2), 402-437, (May 2009) DOI: 10.3150/08-BEJ165
KEYWORDS: Accumulated prediction error, direct prediction, mean squared prediction error, Model selection, plug-in method
P. Baldi, G. Kerkyacharian, D. Marinucci, D. Picard
Bernoulli 15 (2), 438-463, (May 2009) DOI: 10.3150/08-BEJ164
KEYWORDS: Random fields, spherical wavelets, subsampling, Voronoi cells
Carl Lindberg
Bernoulli 15 (2), 464-474, (May 2009) DOI: 10.3150/08-BEJ163
KEYWORDS: 1/n strategy, Black–Scholes model, expected stock returns, Markowitz’ problem, Portfolio optimization, ranks
C. Durot, E. Lebarbier, A.-S. Tocquet
Bernoulli 15 (2), 475-507, (May 2009) DOI: 10.3150/08-BEJ155
KEYWORDS: Adaptive estimator, categorical variable, least-squares estimator, Model selection, multinomial variable, penalized minimum contrast estimator, ‎wavelet
Vo V. Anh, Nikolai N. Leonenko, Narn-Rueih Shieh
Bernoulli 15 (2), 508-531, (May 2009) DOI: 10.3150/08-BEJ156
KEYWORDS: geometric birth–death processes, log-binomial scenario, log-Pascal scenario, log-Poisson scenario, multifractal products
Aldéric Joulin
Bernoulli 15 (2), 532-549, (May 2009) DOI: 10.3150/08-BEJ158
KEYWORDS: Birth–death process, deviation inequality, empirical mean, Markov jump process, Wasserstein curvature
Dominic Schuhmacher
Bernoulli 15 (2), 550-568, (May 2009) DOI: 10.3150/08-BEJ161
KEYWORDS: Barbour-Brown metric, distributional approximation, L_p-Wasserstein metric, Poisson point process, Stein’s method
Larry Goldstein, Haimeng Zhang
Bernoulli 15 (2), 569-597, (May 2009) DOI: 10.3150/08-BEJ162
KEYWORDS: highly stratified, information bound, semi-parametric models
Backmatter
Bernoulli 15 (2), (May 2009)
No abstract available
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