VOL. 20 · NO. 2 | May 2014
 
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Frontmatter
Bernoulli 20 (2), (May 2014)
No abstract available
Articles
Marek Arendarczyk, Krzysztof Dȩbicki, Michel Mandjes
Bernoulli 20 (2), 395-415, (May 2014) DOI: 10.3150/12-BEJ491
KEYWORDS: area, Laplace transform, large deviations, queues, workload process
Jose Blanchet, Jingchen Liu
Bernoulli 20 (2), 416-456, (May 2014) DOI: 10.3150/12-BEJ492
KEYWORDS: conditional distribution, Heavy-tail, multivariate regularly variation, Random walk
G. Fort, E. Moulines, P. Priouret, P. Vandekerkhove
Bernoulli 20 (2), 457-485, (May 2014) DOI: 10.3150/12-BEJ493
KEYWORDS: interacting MCMC, limit theorems, MCMC
Günter Last
Bernoulli 20 (2), 486-513, (May 2014) DOI: 10.3150/12-BEJ494
KEYWORDS: Fock space representation, Lévy process, Margulis–Russo type formula, perturbation, Poisson process, variational calculus
Nathalie Akakpo, Fadoua Balabdaoui, Cécile Durot
Bernoulli 20 (2), 514-544, (May 2014) DOI: 10.3150/12-BEJ496
KEYWORDS: Adaptivity, least concave majorant, Monotonicity, multiple test, non-parametric, uniform separation rate
Christophe Andrieu, Matti Vihola
Bernoulli 20 (2), 545-585, (May 2014) DOI: 10.3150/12-BEJ497
KEYWORDS: expectation maximisation, independent Metropolis–Hastings, particle Markov chain Monte Carlo, stability, stochastic approximation
Aurélien Deya, Ivan Nourdin
Bernoulli 20 (2), 586-603, (May 2014) DOI: 10.3150/12-BEJ498
KEYWORDS: central limit theorems, chaos, free Brownian motion, Free probability, homogeneous sums, Lindeberg principle, Universality, Wigner chaos
Peter D. Hoff, Xiaoyue Niu, Jon A. Wellner
Bernoulli 20 (2), 604-622, (May 2014) DOI: 10.3150/12-BEJ499
KEYWORDS: copula model, local asymptotic normality, marginal likelihood, multivariate rank statistics, rank likelihood, transformation model
Valentin Konakov, Enno Mammen, Jeannette Woerner
Bernoulli 20 (2), 623-644, (May 2014) DOI: 10.3150/12-BEJ500
KEYWORDS: deficiency distance, Diffusion processes, Euler approximations, high frequency time series, Markov chains
Mogens Bladt, Michael Sørensen
Bernoulli 20 (2), 645-675, (May 2014) DOI: 10.3150/12-BEJ501
KEYWORDS: Bayesian inference, diffusion bridge, discretely sampled diffusions, EM-algorithm, likelihood inference, Milstein scheme, pseudo-marginal MCMC, time-reversion
Kayvan Sadeghi, Steffen Lauritzen
Bernoulli 20 (2), 676-696, (May 2014) DOI: 10.3150/12-BEJ502
KEYWORDS: composition property, global Markov property, graphoid, independence model, $m$-separation, maximality, pairwise Markov property
Giovanni Peccati, Cengbo Zheng
Bernoulli 20 (2), 697-715, (May 2014) DOI: 10.3150/12-BEJ503
KEYWORDS: central limit theorems, contractions, discrete Poisson chaos, Universality
Sylvain Corlay
Bernoulli 20 (2), 716-746, (May 2014) DOI: 10.3150/12-BEJ504
KEYWORDS: Brownian bridge, Brownian motion, Cameron–Martin space, filtration enlargement, Functional quantization, Gaussian process, Gaussian semimartingale, Karhunen–Loève, Ornstein–Uhlenbeck, stratification, Vector quantization, Wiener integral
Till Sabel, Johannes Schmidt-Hieber
Bernoulli 20 (2), 747-774, (May 2014) DOI: 10.3150/12-BEJ505
KEYWORDS: efficient estimation, fractional Brownian motion, Fisher information, regular variation, slowly varying function, Spectral density
Mitia Duerinckx, Christophe Ley, Yvik Swan
Bernoulli 20 (2), 775-802, (May 2014) DOI: 10.3150/13-BEJ506
KEYWORDS: location parameter, maximum likelihood estimator, minimal necessary sample size, one-parameter group family, scale parameter, score function
Thomas Mikosch, Yuwei Zhao
Bernoulli 20 (2), 803-845, (May 2014) DOI: 10.3150/13-BEJ507
KEYWORDS: ARMA, Asymptotic theory, extremogram, GARCH, multivariatiate regular variation, periodogram, Spectral density, stationary sequence, stochastic volatility process, Strong mixing
Eric Beutner, Henryk Zähle
Bernoulli 20 (2), 846-877, (May 2014) DOI: 10.3150/13-BEJ508
KEYWORDS: Appell polynomials, central and non-central weak limit theorems, empirical process, Hoeffding decomposition, non-degenerate and degenerate $U$- and $V$-statistics, strong limit theorems, strongly dependent data, von Mises decomposition, weakly dependent data
Bruno Saussereau
Bernoulli 20 (2), 878-918, (May 2014) DOI: 10.3150/13-BEJ509
KEYWORDS: fractional Brownian motion, non-parametric fractional diffusion model, statistical inference, Stochastic differential equation
Hilmar Mai
Bernoulli 20 (2), 919-957, (May 2014) DOI: 10.3150/13-BEJ510
KEYWORDS: discrete time observations, efficient drift estimation, jump filtering, Lévy process, maximum likelihood estimation, Ornstein–Uhlenbeck process
Daniel J. Nordman, Soumendra N. Lahiri
Bernoulli 20 (2), 958-978, (May 2014) DOI: 10.3150/13-BEJ511
KEYWORDS: jackknife-after-bootstrap, Moving block bootstrap, optimal block size, plug-in methods, subsampling
S.Y. Novak
Bernoulli 20 (2), 979-989, (May 2014) DOI: 10.3150/13-BEJ512
KEYWORDS: heavy-tailed distribution, lower bounds
Torkel Erhardsson
Bernoulli 20 (2), 990-1005, (May 2014) DOI: 10.3150/13-BEJ513
KEYWORDS: $\mathrm{AR}(1)$ process, convergence, higher dimensions, matrix norm, matrix product, perpetuity, random coefficient, random difference equation, Random matrix, $\mathrm{RCA}(1)$ process
Wicher Bergsma, Angelos Dassios
Bernoulli 20 (2), 1006-1028, (May 2014) DOI: 10.3150/13-BEJ514
KEYWORDS: concordance, copula, discordance, Measure of association, ordinal data, Permutation test, Sign test
Backmatter
Bernoulli 20 (2), (May 2014)
No abstract available
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