VOL. 19 · NO. 3 | August 2013
Bernoulli 19 (3), (August 2013) Open Access
No abstract available
Olivier Lopez, Valentin Patilea, Ingrid Van Keilegom
Bernoulli 19 (3), 721-747, (August 2013) DOI: 10.3150/12-BEJ464 Open Access
KEYWORDS: curse-of-dimensionality, Dimension reduction, multivariate distribution, right censoring, semiparametric regression, Survival analysis
Stanislav Volgushev, Holger Dette
Bernoulli 19 (3), 748-779, (August 2013) DOI: 10.3150/12-BEJ462 Open Access
KEYWORDS: Beran estimator, Censored data, crossing quantile curves, monotone rearrangements, Quantile regression, Survival analysis
Serdar Altok
Bernoulli 19 (3), 780-802, (August 2013) DOI: 10.3150/11-BEJ416 Open Access
Ole E. Barndorff-Nielsen, Fred Espen Benth, Almut E. D. Veraart
Bernoulli 19 (3), 803-845, (August 2013) DOI: 10.3150/12-BEJ476 Open Access
KEYWORDS: energy markets, forward price, generalised hyperbolic distribution, Lévy semistationary process, Samuelson effect, spot price, stochastic integration, stochastic volatility, volatility modulated Lévy-driven Volterra process
Zsolt Talata
Bernoulli 19 (3), 846-885, (August 2013) DOI: 10.3150/12-BEJ468 Open Access
KEYWORDS: finite memory estimator, infinite memory, information criteria, Markov approximation, minimum description length, Oracle inequalities, penalized maximum likelihood, rate of convergence
Enkelejd Hashorva
Bernoulli 19 (3), 886-904, (August 2013) DOI: 10.3150/12-BEJ463 Open Access
KEYWORDS: asymptotics of sample maxima, Brown–Resnick copula, Brown–Resnick process, Davis–Resnick tail property, Gaussian process, Penrose–Kabluchko process, Spherical process
Adrian Baddeley, David Dereudre
Bernoulli 19 (3), 905-930, (August 2013) DOI: 10.3150/12-BEJ419 Open Access
KEYWORDS: Campbell measure, Gibbs point process, non-hereditary interaction, pseudolikelihood, spatial statistics, variational estimator
Michael Kohler, Harro Walk
Bernoulli 19 (3), 931-953, (August 2013) DOI: 10.3150/12-BEJ439 Open Access
KEYWORDS: American options, ergodicity, Nonparametric regression, Optimal stopping, prediction, stationarity, universal consistency
Hanxiang Peng, Anton Schick
Bernoulli 19 (3), 954-981, (August 2013) DOI: 10.3150/12-BEJ440 Open Access
KEYWORDS: estimated constraint functions, infinitely many constraints, nuisance parameter, regression model, testing for a parametric model, testing for a specific distribution, Testing for independence, testing for symmetry
Mark S. Veillette, Murad S. Taqqu
Bernoulli 19 (3), 982-1005, (August 2013) DOI: 10.3150/12-BEJ421 Open Access
KEYWORDS: Edgeworth expansions, Long range dependence, Rosenblatt distribution, self-similarity
Weidong Liu, Qi-Man Shao, Qiying Wang
Bernoulli 19 (3), 1006-1027, (August 2013) DOI: 10.3150/12-BEJ415 Open Access
KEYWORDS: Independent random variables, maximum of self-normalized sums
Tiefeng Jiang
Bernoulli 19 (3), 1028-1046, (August 2013) DOI: 10.3150/12-BEJ495 Open Access
KEYWORDS: beta-ensemble, Empirical distribution, Jacobi ensemble, Laguerre ensemble, Largest eigenvalue, Limiting distribution, Random matrix, random operator, smallest eigenvalue
Patrick Cheridito, Mitja Stadje
Bernoulli 19 (3), 1047-1085, (August 2013) DOI: 10.3150/12-BEJ445 Open Access
KEYWORDS: backward stochastic difference equations, Backward stochastic differential equations, Comparison principle, convergence, robustness
Bernoulli 19 (3), (August 2013) Open Access
No abstract available
Back to Top