VOL. 17 · NO. 2 | May 2011
Bernoulli 17 (2), (May 2011) Open Access
No abstract available
G. Afendras, N. Papadatos, V. Papathanasiou
Bernoulli 17 (2), 507-529, (May 2011) DOI: 10.3150/10-BEJ282 Open Access
KEYWORDS: completeness, differences and derivatives of higher order, Fourier coefficients, orthogonal polynomials, Parseval identity, “Rodrigues inversion” formula, Rodrigues-type formula, Stein-type identity, Variance bounds
Louis H.Y. Chen, Aihua Xia
Bernoulli 17 (2), 530-544, (May 2011) DOI: 10.3150/10-BEJ290 Open Access
KEYWORDS: dependent superposition of point processes, Poisson process approximation, renewal processes, sparse point processes, Stein’s method, thinned point processes
John H.J. Einmahl, Estáte V. Khmaladze
Bernoulli 17 (2), 545-561, (May 2011) DOI: 10.3150/10-BEJ283 Open Access
KEYWORDS: convex body, differentiation of sets, Gaussian behavior, local empirical process, set boundary, weak convergence
Philipp Arbenz, Paul Embrechts, Giovanni Puccetti
Bernoulli 17 (2), 562-591, (May 2011) DOI: 10.3150/10-BEJ284 Open Access
KEYWORDS: convolution, distribution functions
Larry Goldstein, Yosef Rinott, Marco Scarsini
Bernoulli 17 (2), 592-608, (May 2011) DOI: 10.3150/10-BEJ295 Open Access
KEYWORDS: convex loss, Convex order, majorization, stochastic order, stratified sampling
Pavel Chigansky, Yaacov Ritov
Bernoulli 17 (2), 609-627, (May 2011) DOI: 10.3150/10-BEJ294 Open Access
KEYWORDS: Hidden Markov models, MAP path estimator, Viterbi algorithm
Alessandra Luati
Bernoulli 17 (2), 628-642, (May 2011) DOI: 10.3150/10-BEJ285 Open Access
KEYWORDS: Cramér–Rao-type bounds, Fisher information, Parametric quantum models
José E. Figueroa-López
Bernoulli 17 (2), 643-670, (May 2011) DOI: 10.3150/10-BEJ286 Open Access
KEYWORDS: confidence bands, confidence intervals, Lévy processes, nonparametric estimation, sieve estimators
G. Jogesh Babu, Zhidong Bai, Kwok Pui Choi, Vasudevan Mangalam
Bernoulli 17 (2), 671-686, (May 2011) DOI: 10.3150/10-BEJ287 Open Access
KEYWORDS: central limit theorem, Cramér–Wold device, lost association, quantiles, Strong law of large numbers, weak convergence of a process
Sylvain Arlot, Peter L. Bartlett
Bernoulli 17 (2), 687-713, (May 2011) DOI: 10.3150/10-BEJ288 Open Access
KEYWORDS: Adaptivity, empirical minimization, empirical risk minimization, local Rademacher complexity, margin condition, Model selection, Oracle inequalities, Statistical learning
Eric Cator
Bernoulli 17 (2), 714-735, (May 2011) DOI: 10.3150/10-BEJ289 Open Access
KEYWORDS: Adaptivity, least squares, Monotonicity, optimality
Kyusang Yu, Enno Mammen, Byeong U. Park
Bernoulli 17 (2), 736-748, (May 2011) DOI: 10.3150/10-BEJ296 Open Access
KEYWORDS: partially linear additive models, Profile estimator, semi-parametric efficiency, smooth backfitting
Jean-Marc Bardet, Donatas Surgailis
Bernoulli 17 (2), 749-780, (May 2011) DOI: 10.3150/10-BEJ291 Open Access
KEYWORDS: Diffusion processes, estimation of the local regularity function of stochastic process, fractional Brownian motion, Hölder exponent, Lévy processes, limit theorems, Multifractional Brownian motion, Tangent process, Zero crossings
Rama Cont, Cecilia Mancini
Bernoulli 17 (2), 781-813, (May 2011) DOI: 10.3150/10-BEJ293 Open Access
KEYWORDS: High frequency data, Jump processes, nonparametric tests, Quadratic Variation, realized volatility, Semimartingale
P. Patie
Bernoulli 17 (2), 814-826, (May 2011) DOI: 10.3150/10-BEJ292 Open Access
KEYWORDS: exponential functional, Lévy processes, self-decomposable random variable, Self-similar Markov process, Stieltjes moment sequences, subordinator
Bernoulli 17 (2), (May 2011) Open Access
No abstract available
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