VOL. 23 · NO. 4A | November 2017
 
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Frontmatter
Bernoulli 23 (4A), (November 2017)
No abstract available
Articles
Bernard Delyon
Bernoulli 23 (4A), 2129-2180, (November 2017) DOI: 10.3150/15-BEJ778
KEYWORDS: Markov chains
Lili Wang, Alexander Aue, Debashis Paul
Bernoulli 23 (4A), 2181-2209, (November 2017) DOI: 10.3150/16-BEJ807
KEYWORDS: Empirical spectral distribution, High-dimensional statistics, Limiting spectral distribution, Stieltjes transform
Giovanni Luca Torrisi
Bernoulli 23 (4A), 2210-2256, (November 2017) DOI: 10.3150/16-BEJ808
KEYWORDS: Chen–Stein’s method, determinantal point process, Gaussian approximation, Gibbs point process, Ginibre point process, innovation, Papangelou intensity, Poisson approximation, Poisson process, Skorohod integral, Stein’s method
Michael Betancourt, Simon Byrne, Sam Livingstone, Mark Girolami
Bernoulli 23 (4A), 2257-2298, (November 2017) DOI: 10.3150/16-BEJ810
KEYWORDS: Differential geometry, disintegration, fiber bundle, Hamiltonian Monte Carlo, Markov chain Monte Carlo, Riemannian geometry, symplectic geometry, smooth manifold
Ansgar Steland, Rainer von Sachs
Bernoulli 23 (4A), 2299-2329, (November 2017) DOI: 10.3150/16-BEJ811
KEYWORDS: big data, Change-points, data science and analytics, long memory, Multivariate analysis, portfolio analysis, Principal Component Analysis, strong approximation, time series
Panki Kim, Takashi Kumagai, Jian Wang
Bernoulli 23 (4A), 2330-2379, (November 2017) DOI: 10.3150/16-BEJ812
KEYWORDS: Law of the iterated logarithm, Local time, ‎range‎, sample path, stable-like process, Symmetric jump processes
Nicolas Broutin, Minmin Wang
Bernoulli 23 (4A), 2380-2433, (November 2017) DOI: 10.3150/16-BEJ813
KEYWORDS: cut tree, inhomogeneous continuum random trees, $\mathbf{p}$-tree, random cutting
Hongsheng Dai
Bernoulli 23 (4A), 2434-2465, (November 2017) DOI: 10.3150/16-BEJ814
KEYWORDS: Conditioned Brownian motion, Coupling from the past, diffusion bridges, exact Monte Carlo simulation, Langevin diffusion, Mixture models, rejection sampling
Kamil Jurczak, Angelika Rohde
Bernoulli 23 (4A), 2466-2532, (November 2017) DOI: 10.3150/16-BEJ815
KEYWORDS: almost sure convergence of extremal eigenvalues, characterization of positive definiteness, Limiting spectral distribution, sample covariance matrix with missing observations, Stieltjes transform
Arnoud V. den Boer, Michel Mandjes
Bernoulli 23 (4A), 2533-2557, (November 2017) DOI: 10.3150/16-BEJ818
KEYWORDS: decompounding, estimation in queues, Laplace transform
Miklós Csörgő, Masoud M. Nasari, Mohamedou Ould-Haye
Bernoulli 23 (4A), 2558-2586, (November 2017) DOI: 10.3150/16-BEJ819
KEYWORDS: central limit theorem, randomized pivots, short and long memory time-series
R. Höpfner, E. Löcherbach, M. Thieullen
Bernoulli 23 (4A), 2587-2616, (November 2017) DOI: 10.3150/16-BEJ820
KEYWORDS: Degenerate diffusion processes, Hodgkin–Huxley system, local Hörmander condition, Malliavin calculus, Support theorem, Time inhomogeneous diffusion processes
Luc Pronzato, Henry P. Wynn, Anatoly A. Zhigljavsky
Bernoulli 23 (4A), 2617-2642, (November 2017) DOI: 10.3150/16-BEJ821
KEYWORDS: Design of experiments, dispersion, generalised variance, maximum-dispersion measure, optimal design, quadratic entropy
Vincent Lemaire, Gilles Pagès
Bernoulli 23 (4A), 2643-2692, (November 2017) DOI: 10.3150/16-BEJ822
KEYWORDS: Euler scheme, multilevel Monte Carlo estimator, multistep, nested Monte Carlo method, option pricing, Richardson–Romberg extrapolation
Ursula U. Müller, Anton Schick
Bernoulli 23 (4A), 2693-2719, (November 2017) DOI: 10.3150/16-BEJ824
KEYWORDS: Complete case analysis, efficient estimation, efficient influence function, linear and nonlinear regression, Nonparametric regression, partially linear regression, random coefficient model, tangent space, Transfer principle
Yassir Rabhi, Masoud Asgharian
Bernoulli 23 (4A), 2720-2745, (November 2017) DOI: 10.3150/16-BEJ825
KEYWORDS: Biased sampling, change point, informative censoring, jump size, left truncation, prevalent cohort survival data, survival with dementia
Abhik Ghosh, Ian R. Harris, Avijit Maji, Ayanendranath Basu, Leandro Pardo
Bernoulli 23 (4A), 2746-2783, (November 2017) DOI: 10.3150/16-BEJ826
KEYWORDS: Breakdown point, divergence measure, influence function, robust estimation, $S$-divergence
Lasse Leskelä, Matti Vihola
Bernoulli 23 (4A), 2784-2807, (November 2017) DOI: 10.3150/16-BEJ827
KEYWORDS: conditional coupling, convex stochastic order, increasing convex stochastic order, martingale coupling, pointwise coupling, probability kernel
Benedikt Jahnel, Christof Külske
Bernoulli 23 (4A), 2808-2827, (November 2017) DOI: 10.3150/16-BEJ828
KEYWORDS: diluted large deviation principles, fuzzy Kac–Potts model, Gibbs versus non-Gibbs, Kac model, large deviation principles, Potts model
Neelesh S. Upadhye, Vydas Čekanavičius, P. Vellaisamy
Bernoulli 23 (4A), 2828-2859, (November 2017) DOI: 10.3150/16-BEJ829
KEYWORDS: Binomial distribution, compound Poisson distribution, Panjer’s recursion, perturbation, Stein’s method, total variation norm
Vicky Fasen, Sebastian Kimmig
Bernoulli 23 (4A), 2860-2886, (November 2017) DOI: 10.3150/16-BEJ830
KEYWORDS: AIC, BIC, CARMA process, consistency, information criteria, Law of iterated logarithm, Kronecker index, quasi maximum likelihood estimation
Sébastien Bubeck, Ronen Eldan, Elchanan Mossel, Miklós Z. Rácz
Bernoulli 23 (4A), 2887-2916, (November 2017) DOI: 10.3150/16-BEJ831
KEYWORDS: Random trees, seed tree, statistical inference, uniform attachment
Moritz Schauer, Frank van der Meulen, Harry van Zanten
Bernoulli 23 (4A), 2917-2950, (November 2017) DOI: 10.3150/16-BEJ833
KEYWORDS: Change of measure, Data augmentation, linear processes, Multidimensional diffusion bridge
Backmatter
Bernoulli 23 (4A), (November 2017)
No abstract available
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