VOL. 18 · NO. 4 | November 2012
 
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Frontmatter
Bernoulli 18 (4), (November 2012)
No abstract available
Papers
R. Le Guével, J. Lévy Véhel
Bernoulli 18 (4), 1099-1127, (November 2012) DOI: 10.3150/11-BEJ372
KEYWORDS: Ferguson–Klass–LePage series representation, localisable processes, multifractional processes, Stable processes
René L. Schilling, Paweł Sztonyk, Jian Wang
Bernoulli 18 (4), 1128-1149, (November 2012) DOI: 10.3150/11-BEJ375
KEYWORDS: coupling, Gradient estimates, Lévy process, symbol
Alexander Walsh
Bernoulli 18 (4), 1150-1171, (November 2012) DOI: 10.3150/11-BEJ377
KEYWORDS: additive functional, Fukushima decomposition, Itô formula, stochastic calculus, symmetric Markov process, zero energy process
Anita Behme, Makoto Maejima, Muneya Matsui, Noriyoshi Sakuma
Bernoulli 18 (4), 1172-1187, (November 2012) DOI: 10.3150/11-BEJ382
KEYWORDS: exponential integral, Generalized gamma convolutions, Lévy process, selfdecomposable distribution
Assane Diop
Bernoulli 18 (4), 1188-1222, (November 2012) DOI: 10.3150/11-BEJ373
KEYWORDS: contrast functions, limit theorems, power variation, Semimartingale
Alexandros Beskos, Stefano Peluchetti, Gareth Roberts
Bernoulli 18 (4), 1223-1248, (November 2012) DOI: 10.3150/11-BEJ383
KEYWORDS: Brownian bridge, intersection layer, iterative algorithm, option pricing, pathwise convergence, unbiased sampling
Bodhisattva Sen, Michael Woodroofe
Bernoulli 18 (4), 1249-1266, (November 2012) DOI: 10.3150/12-BEJ378
KEYWORDS: asymptotic normality, consistency of bootstrap, globular cluster, nonstandard problem, shape restricted estimation, spherically symmetric distribution
Stefano Favaro, Antonio Lijoi, Igor Prünster
Bernoulli 18 (4), 1267-1283, (November 2012) DOI: 10.3150/11-BEJ371
KEYWORDS: asymptotics, Bayesian nonparametrics, completely random measures, normalized generalized gamma process, polynomially and exponentially tilted random variables, $\sigma$-diversity, species sampling models, two parameter Poisson–Dirichlet process
María V. Fasano, Ricardo A. Maronna, Mariela Sued, Víctor J. Yohai
Bernoulli 18 (4), 1284-1309, (November 2012) DOI: 10.3150/11-BEJ368
KEYWORDS: asymptotic normality, consistency, MM estimates, Nonlinear regression, S estimates
Terrence M. Adams, Andrew B. Nobel
Bernoulli 18 (4), 1310-1319, (November 2012) DOI: 10.3150/11-BEJ379
KEYWORDS: bracketing numbers, finite approximation, uniform law of large numbers, Vapnik–Chervonenkis class, VC graph class, VC major class
Guillaume Chauvet
Bernoulli 18 (4), 1320-1340, (November 2012) DOI: 10.3150/11-BEJ380
KEYWORDS: Balanced sampling, cube method, design effect, sampling algorithm, second order inclusion probabilities, unequal probabilities
Fabrice Gamboa, Thierry Klein, Clémentine Prieur
Bernoulli 18 (4), 1341-1360, (November 2012) DOI: 10.3150/11-BEJ376
KEYWORDS: combinatoric problems, conditional distribution, large and moderate deviation principles
Daniel Bonnéry, F. Jay Breidt, François Coquet
Bernoulli 18 (4), 1361-1385, (November 2012) DOI: 10.3150/11-BEJ369
KEYWORDS: complex survey, cut-off sampling, endogenous stratification, Glivenko–Cantelli, length-biased sampling, superpopulation
Guus Balkema, Paul Embrechts, Natalia Nolde
Bernoulli 18 (4), 1386-1404, (November 2012) DOI: 10.3150/11-BEJ370
KEYWORDS: Extremes, limit set, limit shape, meta distribution, regular partition, Sensitivity
B.B. Chen, G.M. Pan
Bernoulli 18 (4), 1405-1420, (November 2012) DOI: 10.3150/11-BEJ381
KEYWORDS: Empirical distribution, maximum eigenvalue, random matrices
Mathias Vetter, Holger Dette
Bernoulli 18 (4), 1421-1447, (November 2012) DOI: 10.3150/11-BEJ384
KEYWORDS: Goodness-of-fit test, Heteroscedasticity, microstructure noise, Parametric bootstrap, stable convergence
Kung-Sik Chan, Henghsiu Tsai
Bernoulli 18 (4), 1448-1464, (November 2012) DOI: 10.3150/11-BEJ374
KEYWORDS: asymptotic normality, consistency, seasonal auto-regressive fractionally integrated moving-average models, Spectral density, spectral maximum likelihood estimator, Whittle likelihood
Backmatter
Bernoulli 18 (4), 1465-1466, (November 2012) DOI: 10.3150/12-BEJ184ACK
No abstract available
Bernoulli 18 (4), 1467-1471, (November 2012)
No abstract available
Bernoulli 18 (4), (November 2012)
No abstract available
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