VOL. 19 · NO. 5A | November 2013
Bernoulli 19 (5A), (November 2013) Open Access
No abstract available
Alexandros Beskos, Natesh Pillai, Gareth Roberts, Jesus-Maria Sanz-Serna, Andrew Stuart
Bernoulli 19 (5A), 1501-1534, (November 2013) DOI: 10.3150/12-BEJ414 Open Access
KEYWORDS: Hamiltonian dynamics, high dimensions, optimal acceptance probability, leapfrog scheme, squared jumping distance
Siegfried Hörmann, Piotr Kokoszka
Bernoulli 19 (5A), 1535-1558, (November 2013) DOI: 10.3150/12-BEJ418 Open Access
KEYWORDS: consistency, estimation, functional data, functional principal components, spatial dependence, spatial sampling design
Gerardo Hernandez-del-Valle
Bernoulli 19 (5A), 1559-1575, (November 2013) DOI: 10.3150/12-BEJ420 Open Access
KEYWORDS: Bessel bridge, fundamental solution, heat equation, hitting times, Schrödinger’s equation
Jan Johannes, Maik Schwarz
Bernoulli 19 (5A), 1576-1611, (November 2013) DOI: 10.3150/12-BEJ422 Open Access
KEYWORDS: Adaptive density estimation, circular deconvolution, minimax theory, Model selection, orthogonal series estimation, spectral cut-off
Gert Nieuwenhuis
Bernoulli 19 (5A), 1612-1636, (November 2013) DOI: 10.3150/12-BEJ423 Open Access
KEYWORDS: point process, Palm distributions, stationarity, nonstationarity, asymptotic mean stationarity, Absolute continuity, Radon–Nikodym approach, inversion formulae
Tomasz Schreiber, Christoph Thäle
Bernoulli 19 (5A), 1637-1654, (November 2013) DOI: 10.3150/12-BEJ424 Open Access
KEYWORDS: Infinite divisibility, iteration/nesting, Markov process, Martingale theory, Piecewise deterministic Markov process, random tessellation, Stochastic geometry, Stochastic stability
Axel Bücher, Holger Dette
Bernoulli 19 (5A), 1655-1687, (November 2013) DOI: 10.3150/12-BEJ425 Open Access
KEYWORDS: comparison of tail copulas, Goodness-of-fit, minimum distance estimation, multiplier bootstrap, stable tail dependence function, tail copula
Thomas Mikosch, Mohsen Rezapour
Bernoulli 19 (5A), 1688-1713, (November 2013) DOI: 10.3150/12-BEJ426 Open Access
KEYWORDS: EGARCH, exponential $\operatorname{AR}(1)$, extremal clustering, extremal index, $\operatorname{GARCH}$, multivariate regular variation, point process, stationary sequence, stochastic volatility process
Jiti Gao, Qiying Wang, Jiying Yin
Bernoulli 19 (5A), 1714-1749, (November 2013) DOI: 10.3150/12-BEJ427 Open Access
KEYWORDS: central limit theorem, Gaussian process, linear process, long-range dependence, parametric time series regression, specification testing
Weronika Łaukajtys, Leszek Słomiński
Bernoulli 19 (5A), 1750-1775, (November 2013) DOI: 10.3150/12-BEJ428 Open Access
KEYWORDS: penalization methods, Reflecting stochastic differential equation, $S$-topology, Skorokhod problem
Xiaoqing Pan, Maochao Xu, Taizhong Hu
Bernoulli 19 (5A), 1776-1789, (November 2013) DOI: 10.3150/12-BEJ429 Open Access
KEYWORDS: likelihood ratio order, Log-concavity, majorization, Schur-concavity, usual stochastic order
Jingchen Liu, Gongjun Xu, Zhiliang Ying
Bernoulli 19 (5A), 1790-1817, (November 2013) DOI: 10.3150/12-BEJ430 Open Access
KEYWORDS: classification model, cognitive assessment, consistency, diagnostic, $Q$-matrix, self-learning
Wissem Jedidi, Thomas Simon
Bernoulli 19 (5A), 1818-1838, (November 2013) DOI: 10.3150/12-BEJ431 Open Access
KEYWORDS: generalized gamma convolution, hyperbolically completely monotone, hyperbolically monotone, positive stable density
Tiejun Tong, Yanyuan Ma, Yuedong Wang
Bernoulli 19 (5A), 1839-1854, (November 2013) DOI: 10.3150/12-BEJ432 Open Access
KEYWORDS: asymptotic normality, Difference-based estimator, generalized least squares, Nonparametric regression, optimal bound, residual variance
Djalil Chafaï, Aldéric Joulin
Bernoulli 19 (5A), 1855-1879, (November 2013) DOI: 10.3150/12-BEJ433 Open Access
KEYWORDS: Birth–death process, discrete gradients, Feynman–Kac semigroup, functional inequalities, intertwining relation
Jean Picard, Catherine Savona
Bernoulli 19 (5A), 1880-1919, (November 2013) DOI: 10.3150/12-BEJ434 Open Access
KEYWORDS: Lie groups and homogeneous spaces, Malliavin calculus, manifold-valued processes, processes with jumps
Elena Stanghellini, Barbara Vantaggi
Bernoulli 19 (5A), 1920-1937, (November 2013) DOI: 10.3150/12-BEJ435 Open Access
KEYWORDS: Conditional independence, Contingency tables, finite mixtures, hidden variables, Identifiability, latent class, latent structure, log linear models
J.C. Pardo, V. Rivero, K. van Schaik
Bernoulli 19 (5A), 1938-1964, (November 2013) DOI: 10.3150/12-BEJ436 Open Access
KEYWORDS: exponential functional, Lévy processes, Self-similar Markov processes, Subordinators
Piet Groeneboom, Geurt Jongbloed
Bernoulli 19 (5A), 1965-1999, (November 2013) DOI: 10.3150/12-BEJ437 Open Access
KEYWORDS: convex minorant, failure rate, global asymptotics, Hungarian embedding
Stavros Vakeroudis, Marc Yor
Bernoulli 19 (5A), 2000-2009, (November 2013) DOI: 10.3150/12-BEJ438 Open Access
KEYWORDS: Bougerol’s identity, exit time from a cone, Planar Brownian motion, skew-product representation
Alexander Schnurr
Bernoulli 19 (5A), 2010-2032, (November 2013) DOI: 10.3150/12-BEJ441 Open Access
KEYWORDS: COGARCH process, Feller process, fine continuity, fine properties, generalized indices, Itô process, Semimartingale, symbol
Krzysztof Łatuszyński, Błażej Miasojedow, Wojciech Niemiro
Bernoulli 19 (5A), 2033-2066, (November 2013) DOI: 10.3150/12-BEJ442 Open Access
KEYWORDS: asymptotic variance, computable bounds, Confidence estimation, drift conditions, geometric ergodicity, Mean square error, polynomial ergodicity, regeneration
Hervé Cardot, David Degras, Etienne Josserand
Bernoulli 19 (5A), 2067-2097, (November 2013) DOI: 10.3150/12-BEJ443 Open Access
KEYWORDS: CLT, functional data, local polynomial smoothing, Maximal inequalities, space of continuous functions, suprema of Gaussian processes, survey sampling, weighted cross-validation
Ngai Hang Chan, Rongmao Zhang
Bernoulli 19 (5A), 2098-2119, (November 2013) DOI: 10.3150/12-BEJ444 Open Access
KEYWORDS: Goodness-of-fit, long-memory, Marked empirical process, Quantile regression, unit root
Lajos Horváth, Ron Reeder
Bernoulli 19 (5A), 2120-2151, (November 2013) DOI: 10.3150/12-BEJ446 Open Access
KEYWORDS: absorption spectra, asymptotics, Functional data analysis, polynomial regression, prediction, Principal Component Analysis
Bernoulli 19 (5A), (November 2013) Open Access
No abstract available
Back to Top