VOL. 21 · NO. 2 | May 2015
 
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Frontmatter
Bernoulli 21 (2), (May 2015)
No abstract available
Articles
Martin G. Riedler, Michèle Thieullen
Bernoulli 21 (2), 647-696, (May 2015) DOI: 10.3150/13-BEJ583
KEYWORDS: central limit theorem, global fluctuations, infinite-dimensional stochastic processes, Langevin approximation, Law of Large Numbers, Neural field models, neuronal membrane models, Piecewise deterministic Markov processes, stochastic excitable media
Carsten Jentsch, Markus Pauly
Bernoulli 21 (2), 697-739, (May 2015) DOI: 10.3150/13-BEJ584
KEYWORDS: multivariate time series, nonparametric tests, periodogram matrix, randomization tests, spectral density matrix
Emmanuel Boissard, Thibaut Le Gouic, Jean-Michel Loubes
Bernoulli 21 (2), 740-759, (May 2015) DOI: 10.3150/13-BEJ585
KEYWORDS: Fréchet mean, Template estimation, Wasserstein distance
Raghid Zeineddine
Bernoulli 21 (2), 760-780, (May 2015) DOI: 10.3150/13-BEJ586
KEYWORDS: fractional Brownian motion, Fractional Brownian motion in Brownian time, Hermite polynomials, iterated Brownian motion, limit theorem
Holger Dette, Marc Hallin, Tobias Kley, Stanislav Volgushev
Bernoulli 21 (2), 781-831, (May 2015) DOI: 10.3150/13-BEJ587
KEYWORDS: copulas, periodogram, Quantile regression, ranks, spectral analysis, time reversibility, time series
Yang Feng, Yuguo Chen, Xuming He
Bernoulli 21 (2), 832-850, (May 2015) DOI: 10.3150/13-BEJ589
KEYWORDS: Bayesian inference, linear interpolation, Markov chain Monte Carlo, Quantile regression
Adrian Röllin, Nathan Ross
Bernoulli 21 (2), 851-880, (May 2015) DOI: 10.3150/13-BEJ590
KEYWORDS: Curie–Weiss model, Erdős–Rényi random graph, Kolmogorov metric, Landau–Kolmogorov inequalities, local limit metric, total variation metric, Wasserstein metric
Alessandro Baldi Antognini, Maroussa Zagoraiou
Bernoulli 21 (2), 881-908, (May 2015) DOI: 10.3150/13-BEJ591
KEYWORDS: Biased coin designs, CARA Procedures, minimization methods, response-adaptive designs, sequential allocations
Xianyang Zhang, Xiaofeng Shao
Bernoulli 21 (2), 909-929, (May 2015) DOI: 10.3150/13-BEJ592
KEYWORDS: climate downscaling, Functional data analysis, long run variance matrix, self-normalization, time series, two sample problem
Yuqiang Li, Wensheng Wang, Yimin Xiao
Bernoulli 21 (2), 930-956, (May 2015) DOI: 10.3150/13-BEJ593
KEYWORDS: exact modulus of continuity, Law of the iterated logarithm, operator-scaling Gaussian fields, strong local nondeterminism
Holger Drees, Laurens de Haan
Bernoulli 21 (2), 957-1001, (May 2015) DOI: 10.3150/13-BEJ594
KEYWORDS: asymptotic normality, exceedance probability, failure set, homogeneity, multivariate extremes, out of sample extrapolation, peaks over threshold
A.D. Barbour, H.L. Gan, A. Xia
Bernoulli 21 (2), 1002-1013, (May 2015) DOI: 10.3150/14-BEJ595
KEYWORDS: negative binomial approximation, Stein factors, Stein’s method, Wasserstein distance
Wilfrid S. Kendall
Bernoulli 21 (2), 1014-1046, (May 2015) DOI: 10.3150/14-BEJ596
KEYWORDS: bang-bang control, BKR diffusion, Brownian motion, Co-adapted coupling, equi-filtration coupling, coupling, Excursion theory, filtration, immersed coupling, Lévy transform, Local time, Markovian coupling, maximal coupling, optimal immersed coupling, Reflection coupling, reflection/synchronized coupling, stochastic control; synchronized coupling, Tanaka formula, Tanaka SDE, value function
Qing Huang, Rosemary Renaut
Bernoulli 21 (2), 1047-1066, (May 2015) DOI: 10.3150/14-BEJ597
KEYWORDS: congruent Hilbert space, Covariance operator, Hilbert space indexed process, orthogonal direct sum
Stefan Ankirchner, David Hobson, Philipp Strack
Bernoulli 21 (2), 1067-1088, (May 2015) DOI: 10.3150/14-BEJ598
KEYWORDS: bounded time embedding, Skorokhod’s embedding theorem
Binbin Chen, Guangming Pan
Bernoulli 21 (2), 1089-1133, (May 2015) DOI: 10.3150/14-BEJ599
KEYWORDS: central limit theorem, Empirical spectral distribution, hypothesis test, Linear spectral statistics, Sample covariance matrix
Anatoli Juditsky, Arkadi Nemirovski
Bernoulli 21 (2), 1134-1165, (May 2015) DOI: 10.3150/14-BEJ600
KEYWORDS: detection by convex optimization, detection in the presence of nuisance, harmonic oscillations detection, multiple hypothesis testing
Lucian Maticiuc, Aurel Răşcanu
Bernoulli 21 (2), 1166-1199, (May 2015) DOI: 10.3150/14-BEJ601
KEYWORDS: Backward stochastic differential equations, subdifferential operators, Stochastic variational inequalities, Stochastic partial differential equations
Florentina Bunea, Luo Xiao
Bernoulli 21 (2), 1200-1230, (May 2015) DOI: 10.3150/14-BEJ602
KEYWORDS: Covariance matrix, eigenvalue, eigenvector, fPCA, high dimensions, Minimax rate, Optimal rate of convergence, PCA, scree plot, Sparsity
Vidmantas Kastytis Bentkus, Dainius Dzindzalieta
Bernoulli 21 (2), 1231-1237, (May 2015) DOI: 10.3150/14-BEJ603
KEYWORDS: bounds for tail probabilities, Gaussian, large deviations, optimal constants, random sign, self-normalized sums, Student’s statistic, Symmetric, tail comparison, weighted Rademachers
Alexander Aue, Christopher Dienes, Stefan Fremdt, Josef Steinebach
Bernoulli 21 (2), 1238-1259, (May 2015) DOI: 10.3150/14-BEJ604
KEYWORDS: CUSUM statistic, on-line monitoring, Page’s CUSUM, structural break detection
Rimas Norvaiša
Bernoulli 21 (2), 1260-1288, (May 2015) DOI: 10.3150/14-BEJ606
KEYWORDS: Covariance, double Riemann–Stieltjes integral, Gaussian process, locally stationary increments, Orey index, power variation, $p$-variation, quadratic mean integral
Backmatter
Bernoulli 21 (2), (May 2015)
No abstract available
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