VOL. 17 · NO. 3 | August 2011
Bernoulli 17 (3), (August 2011) Open Access
No abstract available
Giovanni M. Marchetti, Monia Lupparelli
Bernoulli 17 (3), 827-844, (August 2011) DOI: 10.3150/10-BEJ300 Open Access
KEYWORDS: block-recursive Markov property, discrete chain graph models of type IV, Graphical Markov models, marginal log-linear models, multivariate logistic regression models
Nanny Wermuth
Bernoulli 17 (3), 845-879, (August 2011) DOI: 10.3150/10-BEJ309 Open Access
KEYWORDS: concentration graph, Directed acyclic graph, endogenous variables, graphical Markov model, independence graph, multivariate regression chain, partial closure, partial inversion, triangular system
Paweł Hitczenko, Jacek Wesołowski
Bernoulli 17 (3), 880-894, (August 2011) DOI: 10.3150/10-BEJ297 Open Access
KEYWORDS: Convergence in distribution, perpetuity, stochastic difference equation
Kjetil Røysland
Bernoulli 17 (3), 895-915, (August 2011) DOI: 10.3150/10-BEJ303 Open Access
KEYWORDS: counting processes, Marginal Structural Models, martingale measures, event history analysis, Aalen’s additive hazard model
Ole E. Barndorff-Nielsen, Andreas Basse-O’Connor
Bernoulli 17 (3), 916-941, (August 2011) DOI: 10.3150/10-BEJ311 Open Access
KEYWORDS: fractional Ornstein–Uhlenbeck processes, Fubini theorem for Lévy bases, Langevin equations, Stationary processes
Zakhar Kabluchko
Bernoulli 17 (3), 942-968, (August 2011) DOI: 10.3150/10-BEJ299 Open Access
KEYWORDS: $α$-stable processes, Functional limit theorem, Geometric Brownian motion, random energy model
Weidong Liu, Shiqing Ling, Qi-Man Shao
Bernoulli 17 (3), 969-986, (August 2011) DOI: 10.3150/10-BEJ306 Open Access
KEYWORDS: explosive TAR(1) model, least-squares estimator, unit root TAR(1) model
Christophe Andrieu, Ajay Jasra, Arnaud Doucet, Pierre Del Moral
Bernoulli 17 (3), 987-1014, (August 2011) DOI: 10.3150/10-BEJ307 Open Access
KEYWORDS: Foster–Lyapunov condition, interacting Markov chains, nonlinear Markov kernels, Poisson equation
Youri Davydov, Ilya Molchanov, Sergei Zuyev
Bernoulli 17 (3), 1015-1043, (August 2011) DOI: 10.3150/10-BEJ301 Open Access
KEYWORDS: cluster process, Cox process, discrete semigroup, discrete stability, random measure, Sibuya distribution, spectral measure, strict stability, thinning
Yaming Yu
Bernoulli 17 (3), 1044-1053, (August 2011) DOI: 10.3150/10-BEJ302 Open Access
KEYWORDS: gamma distribution, Log-concavity, majorization, Prékopa–Leindler inequality, Rayleigh distribution, tail probability, usual stochastic order, Weibull distribution, weighted sum
Péter Kevei, David M. Mason
Bernoulli 17 (3), 1054-1062, (August 2011) DOI: 10.3150/10-BEJ304 Open Access
KEYWORDS: Bernstein inequality, dependent sums, maximal inequality, Mixing, partial sums
Delphine Cassart, Marc Hallin, Davy Paindaveine
Bernoulli 17 (3), 1063-1094, (August 2011) DOI: 10.3150/10-BEJ298 Open Access
KEYWORDS: Edgeworth expansion, local asymptotic normality, locally asymptotically most powerful tests, skewed densities, tests for symmetry
Robert C. Griffiths, Dario Spanò
Bernoulli 17 (3), 1095-1125, (August 2011) DOI: 10.3150/10-BEJ305 Open Access
KEYWORDS: beta-Stacy, Dirichlet distribution, Hahn polynomials, Jacobi polynomials, Laguerre polynomials, Meixner polynomials, multivariate orthogonal polynomials, size-biased random discrete distributions
Bernoulli 17 (3), (August 2011) Open Access
No abstract available
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