VOL. 15 · NO. 4 | November 2009
 
VIEW ALL ABSTRACTS +
Frontmatter
Bernoulli 15 (4), (November 2009)
No abstract available
Papers
Stefan Geiss, Anni Toivola
Bernoulli 15 (4), 925-954, (November 2009) DOI: 10.3150/09-BEJ197
KEYWORDS: approximation, Besov spaces, stochastic integrals, weak convergence
Song Xi Chen, Ingrid Van Keilegom
Bernoulli 15 (4), 955-976, (November 2009) DOI: 10.3150/09-BEJ208
KEYWORDS: additive regression, bootstrap, empirical likelihood, goodness of fit, infinite-dimensional parameter, Kernel estimation, monotone regression, partially linear regression
Richard A. Davis, Thomas Mikosch
Bernoulli 15 (4), 977-1009, (November 2009) DOI: 10.3150/09-BEJ213
KEYWORDS: GARCH, multivariate regular variation, stationary sequence, stochastic volatility process, tail dependence coefficient
Hanna K. Jankowski, Jon A. Wellner
Bernoulli 15 (4), 1010-1035, (November 2009) DOI: 10.3150/09-BEJ202
KEYWORDS: antimode, Bathtub, consistency, convex, failure rate, force of mortality, hazard rate, invelope process, limit distribution, nonparametric estimation, U-shaped
Holger Dette, Nikolai Leonenko, Andrey Pepelyshev, Anatoly Zhigljavsky
Bernoulli 15 (4), 1036-1056, (November 2009) DOI: 10.3150/09-BEJ185
KEYWORDS: asymptotic optimal designs, Linear regression, long-range dependence
Jan Beran, Martin Schützner
Bernoulli 15 (4), 1057-1081, (November 2009) DOI: 10.3150/09-BEJ189
KEYWORDS: asymptotic distribution, LARCH process, long-range dependence, Parametric estimation, Volatility
Kenji Handa
Bernoulli 15 (4), 1082-1116, (November 2009) DOI: 10.3150/08-BEJ180
KEYWORDS: correlation function, Markov–Krein identity, point process, Poisson–Dirichlet distribution
Bruno Bouchard, Stéphane Menozzi
Bernoulli 15 (4), 1117-1147, (November 2009) DOI: 10.3150/08-BEJ181
KEYWORDS: Backward SDEs, Discrete-time approximation, first boundary value problem
Yingcun Xia
Bernoulli 15 (4), 1148-1153, (November 2009) DOI: 10.3150/09-BEJ183
KEYWORDS: Additive model, backfitting algorithm, convergence of algorithm, kernel smoothing
Philippe Rigollet, Régis Vert
Bernoulli 15 (4), 1154-1178, (November 2009) DOI: 10.3150/09-BEJ184
KEYWORDS: density level sets, kernel density estimators, minimax lower bounds, plug-in estimators, rates of convergence
Dhafer Malouche
Bernoulli 15 (4), 1179-1189, (November 2009) DOI: 10.3150/09-BEJ193
KEYWORDS: Conditional independence, graphical models, Markov properties, separability in graphs, undirected graphs
Efstathios Paparoditis
Bernoulli 15 (4), 1190-1221, (November 2009) DOI: 10.3150/08-BEJ179
KEYWORDS: local periodogram, non-stationary processes, testing, time-varying spectral density
Luigi Ambrosio, Vincenzo Capasso, Elena Villa
Bernoulli 15 (4), 1222-1242, (November 2009) DOI: 10.3150/09-BEJ186
KEYWORDS: mean densities, Random measures, Stochastic geometry
Kei Takeuchi, Masayuki Kumon, Akimichi Takemura
Bernoulli 15 (4), 1243-1258, (November 2009) DOI: 10.3150/08-BEJ188
KEYWORDS: Bayesian strategy, beta-binomial distribution, game-theoretic probability, Hölder exponent, Kullback–Leibler information, modulus of continuity, square root of dt effect
Paul Doukhan, Gabriel Lang
Bernoulli 15 (4), 1259-1286, (November 2009) DOI: 10.3150/09-BEJ190
KEYWORDS: division, ratio, Regression estimation, weighted sums
Peter Olofsson
Bernoulli 15 (4), 1287-1304, (November 2009) DOI: 10.3150/09-BEJ211
KEYWORDS: general branching process, immigration, size-biased measure, xlogx condition
Frank Aurzada, Mikhail Lifshits, Werner Linde
Bernoulli 15 (4), 1305-1334, (November 2009) DOI: 10.3150/09-BEJ212
KEYWORDS: Gaussian processes, Metric entropy, Random operators, Riemann–Liouville processes, Small deviations, Stable processes
Aihua Xia, Mei Zhang
Bernoulli 15 (4), 1335-1350, (November 2009) DOI: 10.3150/09-BEJ194
KEYWORDS: Binomial distribution, coupling, Markov binomial distribution, negative binomial distribution, Stein’s method, total variation distance
Patrizia Berti, Irene Crimaldi, Luca Pratelli, Pietro Rigo
Bernoulli 15 (4), 1351-1367, (November 2009) DOI: 10.3150/09-BEJ191
KEYWORDS: Bayesian predictive inference, central limit theorem, conditional identity in distribution, Empirical distribution, exchangeability, predictive distribution, stable convergence
David Dereudre, Frédéric Lavancier
Bernoulli 15 (4), 1368-1396, (November 2009) DOI: 10.3150/09-BEJ198
KEYWORDS: Campbell measure, consistency, Gibbs point process, non-hereditary interaction, pseudo-likelihood estimator, spatial statistics
Backmatter
Bernoulli 15 (4), 1397-1398, (November 2009)
No abstract available
Bernoulli 15 (4), 1399-1403, (November 2009)
No abstract available
Bernoulli 15 (4), (November 2009)
No abstract available
Back to Top