VOL. 2 · NO. 4 | December 1996
Front Matter
Bernoulli 2 (4), (December 1996) Open Access
Jan Beirlant, Petra Vynckier, Josef L. Teugels
Bernoulli 2 (4), 293-318, (December 1996) Open Access
KEYWORDS: extreme-value theory, Parameter estimation, weighted least squares
O.E. Barndorff-Nielsen, David R. Cox
Bernoulli 2 (4), 319-340, (December 1996) Open Access
KEYWORDS: Autoregression, invariant expansion, Conditioning, Prediction sufficiency, predictive density, predictive limits
Gareth O. Roberts, Richard L. Tweedie
Bernoulli 2 (4), 341-363, (December 1996) Open Access
KEYWORDS: Diffusions, discrete approximations, geometric ergodicity, Hastings algorithms, irreducible Markov processes, Langevin models, Markov chain Monte Carlo, Metropolis algorithms, posterior distributions
Jan Rosinski, Gennady Samorodnitsky
Bernoulli 2 (4), 365-377, (December 1996) Open Access
KEYWORDS: asymptotic singularity, Dissipative and conservative flows, ergodicity, expected return time, Mixing, non-singular flow, positive and null recurrence, ‎spectral representation, Stable processes, Stationary processes
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