VOL. 24 · NO. 2 | May 2018
Bernoulli 24 (2), (May 2018) Open Access
No abstract available
Julien Barral, Yueyun Hu, Thomas Madaule
Bernoulli 24 (2), 801-841, (May 2018) DOI: 10.3150/15-BEJ784 Open Access
KEYWORDS: Branching random walk, Minimal position, phase transition
Christophe Andrieu, Anthony Lee, Matti Vihola
Bernoulli 24 (2), 842-872, (May 2018) DOI: 10.3150/15-BEJ785 Open Access
KEYWORDS: geometric ergodicity, iterated conditional sequential Monte Carlo, Metropolis-within-Gibbs, particle Gibbs, uniform ergodicity
Zhiyi Zhang
Bernoulli 24 (2), 873-894, (May 2018) DOI: 10.3150/15-BEJ786 Open Access
KEYWORDS: distributions on alphabets, domains of attraction, tail index, Turing’s formula
Patrice Abry, Gustavo Didier
Bernoulli 24 (2), 895-928, (May 2018) DOI: 10.3150/15-BEJ790 Open Access
KEYWORDS: operator fractional Brownian motion, operator self-similarity, Wavelets
Daniel Bonnéry, F. Jay Breidt, François Coquet
Bernoulli 24 (2), 929-955, (May 2018) DOI: 10.3150/16-BEJ809 Open Access
KEYWORDS: complex survey, pseudo-likelihood, stratified sampling, weighted distribution
Jinniao Qiu
Bernoulli 24 (2), 956-970, (May 2018) DOI: 10.3150/16-BEJ816 Open Access
KEYWORDS: backward stochastic partial differential equation, Hörmander theorem, Itô process, non-Markov
Raphael Hauser, Heinrich Matzinger, Ionel Popescu
Bernoulli 24 (2), 971-992, (May 2018) DOI: 10.3150/16-BEJ823 Open Access
KEYWORDS: convex geometry, large deviations, percolation theory, Sequence alignment
Michael Bate, Stephen Connor
Bernoulli 24 (2), 993-1009, (May 2018) DOI: 10.3150/16-BEJ832 Open Access
KEYWORDS: Cutoff phenomenon, Group Representation Theory, mixing time, pre-cutoff, random number generation, Random walk
Pierre Del Moral, Denis Villemonais
Bernoulli 24 (2), 1010-1032, (May 2018) DOI: 10.3150/16-BEJ845 Open Access
KEYWORDS: process with absorption, time-inhomogeneous diffusion process, uniform mixing property
Koji Tsukuda
Bernoulli 24 (2), 1033-1052, (May 2018) DOI: 10.3150/16-BEJ847 Open Access
KEYWORDS: functional central limit theorem, logarithmic assembly, Poisson approximation, Random mappings, the Ewens sampling formula
Fadoua Balabdaoui, Charles R. Doss
Bernoulli 24 (2), 1053-1071, (May 2018) DOI: 10.3150/16-BEJ864 Open Access
KEYWORDS: Bracketing entropy, consistency, Empirical processes, global rate, Hellinger metric, log-concave, mixture, Symmetric
Sabyasachi Chatterjee, Adityanand Guntuboyina, Bodhisattva Sen
Bernoulli 24 (2), 1072-1100, (May 2018) DOI: 10.3150/16-BEJ865 Open Access
KEYWORDS: Adaptation, bivariate isotonic regression, metric entropy bounds, minimax lower bound, Oracle inequalities, tangent cone, variable adaptation
Li Wang, Guanqun Cao
Bernoulli 24 (2), 1101-1127, (May 2018) DOI: 10.3150/16-BEJ873 Open Access
KEYWORDS: asymptotic normality, generalized linear model, polynomial splines, quasi-likelihood, semi-parametric regression, Single-index model
Liviu I. Nicolaescu
Bernoulli 24 (2), 1128-1170, (May 2018) DOI: 10.3150/16-BEJ874 Open Access
KEYWORDS: central limit theorem, critical points, Gaussian Hilbert spaces, Gaussian random functions, Kac–Rice formula, Wiener Chaos
Jesper Møller, Morten Nielsen, Emilio Porcu, Ege Rubak
Bernoulli 24 (2), 1171-1201, (May 2018) DOI: 10.3150/16-BEJ896 Open Access
KEYWORDS: isotropic covariance function, joint intensities, quantifying repulsiveness, Schoenberg representation, spatial point process density, ‎spectral representation
Akihiko Inoue, Yukio Kasahara, Mohsen Pourahmadi
Bernoulli 24 (2), 1202-1232, (May 2018) DOI: 10.3150/16-BEJ897 Open Access
KEYWORDS: Baxter’s inequality, long memory, multivariate stationary processes, partial autocorrelation functions, phase functions, Predictor coefficients
Kyunghee Han, Hans-Georg Müller, Byeong U. Park
Bernoulli 24 (2), 1233-1265, (May 2018) DOI: 10.3150/16-BEJ898 Open Access
KEYWORDS: errors in predictors, functional additive model, Functional data analysis, functional principal component, kernel smoothing, smooth backfitting
Farida Enikeeva, Axel Munk, Frank Werner
Bernoulli 24 (2), 1266-1306, (May 2018) DOI: 10.3150/16-BEJ899 Open Access
KEYWORDS: change point detection, heterogeneous Gaussian regression, minimax testing theory
David Barrera
Bernoulli 24 (2), 1307-1350, (May 2018) DOI: 10.3150/16-BEJ900 Open Access
KEYWORDS: central limit theorem, discrete Fourier transform, invariance principle, Martingale approximation, quenched convergence
Anja Janssen, Thomas Mikosch, Mohsen Rezapour, Xiaolei Xie
Bernoulli 24 (2), 1351-1393, (May 2018) DOI: 10.3150/16-BEJ901 Open Access
KEYWORDS: dependent entries, eigenvectors, largest eigenvalues, regular variation, Sample covariance matrix, stochastic volatility
Neda Esmaeeli, Peter Imkeller
Bernoulli 24 (2), 1394-1426, (May 2018) DOI: 10.3150/16-BEJ902 Open Access
KEYWORDS: American contingent claims, asymmetric information, cost of information, initial enlargement of filtrations, Reflected BSDE
Axel Bücher, Johan Segers
Bernoulli 24 (2), 1427-1462, (May 2018) DOI: 10.3150/16-BEJ903 Open Access
KEYWORDS: asymptotic normality, block maxima method, heavy tails, maximum likelihood estimation, stationary time series, triangular arrays
Seiichiro Kusuoka, Ciprian A. Tudor
Bernoulli 24 (2), 1463-1496, (May 2018) DOI: 10.3150/16-BEJ904 Open Access
KEYWORDS: Convergence in total variation, Diffusions, Fourth moment theorem, invariant measure, Malliavin calculus, multiple stochastic integrals, Stein’s method, weak convergence
Marco Oesting, Martin Schlather, Chen Zhou
Bernoulli 24 (2), 1497-1530, (May 2018) DOI: 10.3150/16-BEJ905 Open Access
KEYWORDS: importance sampling, mixed moving maxima, optimal simulation
François Bachoc
Bernoulli 24 (2), 1531-1575, (May 2018) DOI: 10.3150/16-BEJ906 Open Access
KEYWORDS: covariance parameter estimation, Cross validation, Gaussian processes, increasing-domain asymptotics, integrated square prediction error, Kullback–Leibler divergence, maximum likelihood
Airam Blancas, Víctor Rivero
Bernoulli 24 (2), 1576-1612, (May 2018) DOI: 10.3150/16-BEJ907 Open Access
KEYWORDS: branching process, domain of attraction of $\alpha$-stable laws, neutral mutations, Q-processes, regular variation
Bernoulli 24 (2), (May 2018) Open Access
No abstract available
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