VOL. 16 · NO. 1 | February 2010
Bernoulli 16 (1), (February 2010) Open Access
No abstract available
Allan Gut, Fredrik Jonsson, Ulrich Stadtmüller
Bernoulli 16 (1), 1-22, (February 2010) DOI: 10.3150/09-BEJ195 Open Access
KEYWORDS: delayed sums, Law of the iterated logarithm, law of the single logarithm, slowly varying function, sums of i.i.d. random variables, window
Bero Roos
Bernoulli 16 (1), 23-50, (February 2010) DOI: 10.3150/08-BEJ171 Open Access
KEYWORDS: Convolutions, explicit constants, generalized multinomial distribution, magic factor, multinomial approximation, multivariate Krawtchouk polynomials, signed measures, total variation distance
Vicky Fasen
Bernoulli 16 (1), 51-79, (February 2010) DOI: 10.3150/08-BEJ174 Open Access
KEYWORDS: continuous-time GARCH process, Extreme value theory, generalized Ornstein–Uhlenbeck process, integrated generalized Ornstein–Uhlenbeck process, Mixing, point process, regular variation, sample autocovariance function, stochastic recurrence equation
Robert Stelzer
Bernoulli 16 (1), 80-115, (February 2010) DOI: 10.3150/09-BEJ196 Open Access
KEYWORDS: COGARCH, Lévy process, multivariate GARCH, positive definite random matrix process, second-order moment structure, stationarity, Stochastic differential equations, stochastic volatility, variance mixture model
Yves Atchadé, Gersende Fort
Bernoulli 16 (1), 116-154, (February 2010) DOI: 10.3150/09-BEJ199 Open Access
KEYWORDS: Adaptive Markov chain Monte Carlo, Markov chain, Subgeometric ergodicity
Lancelot F. James, Antonio Lijoi, Igor Prünster
Bernoulli 16 (1), 155-180, (February 2010) DOI: 10.3150/09-BEJ200 Open Access
KEYWORDS: Bayesian nonparametrics, completely random measures, means of random probability measures, normalized random measures, Poisson–Dirichlet process, posterior distribution, species sampling models
Sayan Mukherjee, Qiang Wu, Ding-Xuan Zhou
Bernoulli 16 (1), 181-207, (February 2010) DOI: 10.3150/09-BEJ206 Open Access
KEYWORDS: ‎classification‎, Feature selection, manifold learning, regression, shrinkage estimator, Tikhonov regularization
Hisayuki Hara, Satoshi Aoki, Akimichi Takemura
Bernoulli 16 (1), 208-233, (February 2010) DOI: 10.3150/09-BEJ207 Open Access
KEYWORDS: chordal graph, Gröbner bases, independence graph, Invariance, minimality, Symmetric group
Amarjit Budhiraja, Paul Dupuis, Vasileios Maroulas
Bernoulli 16 (1), 234-257, (February 2010) DOI: 10.3150/09-BEJ203 Open Access
KEYWORDS: deformable templates, diffeomorphisms, image matching, Infinite-dimensional Brownian motion, infinite-dimensional SDEs, large deviations, semimartingales with a spatial parameter, small noise asymptotics, Stochastic flows
Lucian Maticiuc, Etienne Pardoux, Aurel Răşcanu, Adrian Zălinescu
Bernoulli 16 (1), 258-273, (February 2010) DOI: 10.3150/09-BEJ204 Open Access
KEYWORDS: Feynman–Kac formula, systems of variational inequalities, viscosity solutions
Yanyuan Ma, Runze Li
Bernoulli 16 (1), 274-300, (February 2010) DOI: 10.3150/09-BEJ205 Open Access
KEYWORDS: errors in variables, estimating equations, measurement error models, non-concave penalty function, SCAD, semi-parametric methods
Bernoulli 16 (1), (February 2010) Open Access
No abstract available
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