VOL. 22 · NO. 3 | August 2016
Bernoulli 22 (3), (August 2016) Open Access
No abstract available
Ching-Kang Ing, Hai-Tang Chiou, Meihui Guo
Bernoulli 22 (3), 1301-1330, (August 2016) DOI: 10.3150/14-BEJ692 Open Access
KEYWORDS: inverse autocovariance matrix, linear regression model, long memory process, modified Cholesky decomposition
Veronika Gontscharuk, Sandra Landwehr, Helmut Finner
Bernoulli 22 (3), 1331-1363, (August 2016) DOI: 10.3150/14-BEJ694 Open Access
KEYWORDS: higher criticism statistic, Kolmogorov–Smirnov test, local levels, minimum $p$-value test, Normal and Poisson approximation, order statistics
Hansjörg Albrecher, Jevgenijs Ivanovs, Xiaowen Zhou
Bernoulli 22 (3), 1364-1382, (August 2016) DOI: 10.3150/15-BEJ695 Open Access
KEYWORDS: Cramér–Lundberg risk model, dividends, Exit problem, reflection, spectrally negative Levy process
Fred Espen Benth, André Süss
Bernoulli 22 (3), 1383-1430, (August 2016) DOI: 10.3150/15-BEJ696 Open Access
KEYWORDS: Gaussian random fields, Malliavin calculus, stochastic integration, Volterra processes
Marina Santacroce, Paola Siri, Barbara Trivellato
Bernoulli 22 (3), 1431-1447, (August 2016) DOI: 10.3150/15-BEJ698 Open Access
KEYWORDS: exponential model, information geometry, Kullback–Leibler divergence, mixture model, Orlicz space
Anja Janssen, Holger Drees
Bernoulli 22 (3), 1448-1490, (August 2016) DOI: 10.3150/15-BEJ699 Open Access
KEYWORDS: Asymptotic independence, Breiman’s lemma, coefficient of tail dependence, Extremal dependence, financial time series, hidden regular variation, power products, regular variation on cones, stochastic volatility time series
Ron Doney, Claudia Klüppelberg, Ross Maller
Bernoulli 22 (3), 1491-1519, (August 2016) DOI: 10.3150/15-BEJ700 Open Access
KEYWORDS: fluctuation theory, Lévy process, maximum domain of attraction, overshoot, passage time, regular variation, subexponential growth, undershoot
Guillaume Lecué, Shahar Mendelson
Bernoulli 22 (3), 1520-1534, (August 2016) DOI: 10.3150/15-BEJ701 Open Access
KEYWORDS: Aggregation theory, Empirical processes, empirical risk minimization, Learning theory
XuanLong Nguyen
Bernoulli 22 (3), 1535-1571, (August 2016) DOI: 10.3150/15-BEJ703 Open Access
KEYWORDS: Bayesian asymptotics, Dirichlet processes, geometry of support, posterior concentration, Random measures, transportation distances, Wasserstein metrics
Francisco J. Delgado-Vences, Marta Sanz-Solé
Bernoulli 22 (3), 1572-1597, (August 2016) DOI: 10.3150/15-BEJ704 Open Access
KEYWORDS: approximating schemes, Stochastic wave equation, Support theorem
Jian Wang
Bernoulli 22 (3), 1598-1616, (August 2016) DOI: 10.3150/15-BEJ705 Open Access
KEYWORDS: coupling by reflection, exponential contractivity, $L^{p}$-Wasserstein distance, stochastic differential equation driven by Lévy noise, Symmetric stable process
Mathieu Sart
Bernoulli 22 (3), 1617-1670, (August 2016) DOI: 10.3150/15-BEJ706 Open Access
KEYWORDS: Parametric estimation, robust estimation, Robust tests, T-estimator
Mikko S. Pakkanen, Anthony Réveillac
Bernoulli 22 (3), 1671-1708, (August 2016) DOI: 10.3150/15-BEJ707 Open Access
KEYWORDS: central limit theorem, Fractional Brownian sheet, Hermite sheet, Malliavin calculus, Non-central limit theorem, power variation
Christele Bioche, Pierre Druilhet
Bernoulli 22 (3), 1709-1728, (August 2016) DOI: 10.3150/15-BEJ708 Open Access
KEYWORDS: approximation of improper priors, conjugate priors, convergence of prior, Jeffreys–Lindley paradox, non-informative priors, the Jeffreys prior, vague priors
Alexander Meister
Bernoulli 22 (3), 1729-1744, (August 2016) DOI: 10.3150/15-BEJ709 Open Access
KEYWORDS: asymptotic optimality, kernel methods, Minimax convergence rates, nonparametric estimation, topological data
Davy Paindaveine, Thomas Verdebout
Bernoulli 22 (3), 1745-1769, (August 2016) DOI: 10.3150/15-BEJ710 Open Access
KEYWORDS: high-dimensional tests, Portmanteau tests, sign tests, universal asymptotics
Tobias Kley, Stanislav Volgushev, Holger Dette, Marc Hallin
Bernoulli 22 (3), 1770-1807, (August 2016) DOI: 10.3150/15-BEJ711 Open Access
KEYWORDS: Blomqvist, copulas, Gini spectra, periodogram, quantiles, ranks, Spearman, spectral analysis, time series
Yves F. Atchadé
Bernoulli 22 (3), 1808-1838, (August 2016) DOI: 10.3150/15-BEJ712 Open Access
KEYWORDS: Berry–Esseen bounds, Confidence interval, lag-window estimators, Martingale approximation, MCMC, reversible Markov chains
Bharath Sriperumbudur
Bernoulli 22 (3), 1839-1893, (August 2016) DOI: 10.3150/15-BEJ713 Open Access
KEYWORDS: adaptive estimation, Bounded Lipschitz metric, Exponential inequality, kernel density estimator, Rademacher chaos, ‎reproducing kernel Hilbert ‎space, smoothed empirical processes, total variation distance, two-sample test, uniform central limit theorem, U-processes
Yuta Koike
Bernoulli 22 (3), 1894-1936, (August 2016) DOI: 10.3150/15-BEJ714 Open Access
KEYWORDS: jumps, microstructure noise, non-synchronous observations, quadratic covariation, stable limit theorem, time endogeneity
Junlong Zhao, Chenlei Leng
Bernoulli 22 (3), 1937-1961, (August 2016) DOI: 10.3150/15-BEJ715 Open Access
KEYWORDS: convergence rate, hierarchical variable selection, high-dimensionality, interaction models, Lasso, restricted eigenvalue condition
Bernoulli 22 (3), (August 2016) Open Access
No abstract available
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