VOL. 24 · NO. 4A | November 2018
Bernoulli 24 (4A), (November 2018) Open Access
No abstract available
Alexandra Carpentier, Olga Klopp, Matthias Löffler, Richard Nickl
Bernoulli 24 (4A), 2429-2460, (November 2018) DOI: 10.3150/17-BEJ933 Open Access
KEYWORDS: Adaptivity, Confidence sets, low rank recovery, Matrix completion, minimax hypothesis testing, unknown variance
Aurélien Alfonsi, Jacopo Corbetta, Benjamin Jourdain
Bernoulli 24 (4A), 2461-2498, (November 2018) DOI: 10.3150/17-BEJ934 Open Access
KEYWORDS: birth and death processes, Optimal transport, Piecewise deterministic Markov processes, pure jump Markov processes, Wasserstein distance
Walter Schachermayer, Florian Stebegg
Bernoulli 24 (4A), 2499-2530, (November 2018) DOI: 10.3150/17-BEJ935 Open Access
KEYWORDS: BDG inequality, non-smooth pasting, Optimal stopping, ordinary integro-differential equations
Alexander Goldenshluger
Bernoulli 24 (4A), 2531-2568, (November 2018) DOI: 10.3150/17-BEJ936 Open Access
KEYWORDS: $M/G/\infty$ queue, nonparametric estimation, Poisson point process, rates of convergence
Elena Bandini, Francesco Russo
Bernoulli 24 (4A), 2569-2609, (November 2018) DOI: 10.3150/17-BEJ937 Open Access
KEYWORDS: Backward stochastic differential equations, random measure, stochastic integrals for jump processes, weak Dirichlet processes
Daniel Rudolf, Nikolaus Schweizer
Bernoulli 24 (4A), 2610-2639, (November 2018) DOI: 10.3150/17-BEJ938 Open Access
KEYWORDS: big data, Markov chains, MCMC, perturbations, Wasserstein distance
Xianyang Zhang, Guang Cheng
Bernoulli 24 (4A), 2640-2675, (November 2018) DOI: 10.3150/17-BEJ939 Open Access
KEYWORDS: Gaussian approximation, high dimensionality, physical dependence measure, Slepian interpolation, Stein’s method, time series
Christiane Görgen, Jim Q. Smith
Bernoulli 24 (4A), 2676-2692, (November 2018) DOI: 10.3150/17-BEJ940 Open Access
KEYWORDS: Algebraic statistics, Chain Event Graphs, probability trees, Staged trees
Nadine Gissibl, Claudia Klüppelberg
Bernoulli 24 (4A), 2693-2720, (November 2018) DOI: 10.3150/17-BEJ941 Open Access
KEYWORDS: Directed acyclic graph, Graphical model, max-linear model, minimal representation, path analysis, structural equation model
David Coupier, Christian Hirsch
Bernoulli 24 (4A), 2721-2751, (November 2018) DOI: 10.3150/17-BEJ943 Open Access
KEYWORDS: Burton–Keane argument, Coalescence, Delaunay triangulation, First-passage percolation, Poisson point process, relative neighborhood graph, sublinearity
Miklós Rásonyi, Hasanjan Sayit
Bernoulli 24 (4A), 2752-2775, (November 2018) DOI: 10.3150/17-BEJ944 Open Access
KEYWORDS: consistent price systems, illiquid markets, Martingales, processes with jumps, sticky processes
O.V. Lepski
Bernoulli 24 (4A), 2776-2810, (November 2018) DOI: 10.3150/17-BEJ945 Open Access
KEYWORDS: adaptive estimation, density model, generalized deconvolution model, oracle approach, upper function
Julian Grote, Christoph Thäle
Bernoulli 24 (4A), 2811-2841, (November 2018) DOI: 10.3150/17-BEJ946 Open Access
KEYWORDS: Concentration inequalities, convex hulls, Cumulants, deviation probabilities, moderate deviation principles, Poisson hyperplanes, Poisson–Voronoi mosaics, Random polytopes, zero cells
Jie Xiong, Jianliang Zhai
Bernoulli 24 (4A), 2842-2874, (November 2018) DOI: 10.3150/17-BEJ947 Open Access
KEYWORDS: Freidlin–Wentzell type large deviation principle, Levy processes, locally monotone coefficients, Stochastic partial differential equations
Xuefeng Gao, Lingjiong Zhu
Bernoulli 24 (4A), 2875-2905, (November 2018) DOI: 10.3150/17-BEJ948 Open Access
KEYWORDS: Hawkes processes, insurance, large deviations, large initial intensity, queueing systems
Antoine Marchina
Bernoulli 24 (4A), 2906-2933, (November 2018) DOI: 10.3150/17-BEJ949 Open Access
KEYWORDS: Concentration inequalities, Deviation inequalities, Generalized moments, martingale method, suprema of empirical processes
Jakub Chorowski
Bernoulli 24 (4A), 2934-2990, (November 2018) DOI: 10.3150/17-BEJ950 Open Access
KEYWORDS: Diffusion processes, nonparametric estimation, sampling frequency, spectral approximation
Weichi Wu, Zhou Zhou
Bernoulli 24 (4A), 2991-3012, (November 2018) DOI: 10.3150/17-BEJ951 Open Access
KEYWORDS: Heterogeneity, local linear quantile estimation, long memory, simultaneous confidence bands
Hongyuan Cao, Weidong Liu, Zhou Zhou
Bernoulli 24 (4A), 3013-3038, (November 2018) DOI: 10.3150/17-BEJ952 Open Access
KEYWORDS: Local polynomial estimation, maximum deviation, Nonparametric regression, simultaneous confidence band, sparse longitudinal data
Dan Crisan, Joaquín Míguez
Bernoulli 24 (4A), 3039-3086, (November 2018) DOI: 10.3150/17-BEJ954 Open Access
KEYWORDS: error bounds, model inference, Monte Carlo, Parameter estimation, particle filtering, recursive algorithms, state space models
Richard A. Davis, Muneya Matsui, Thomas Mikosch, Phyllis Wan
Bernoulli 24 (4A), 3087-3116, (November 2018) DOI: 10.3150/17-BEJ955 Open Access
KEYWORDS: $U$-statistics, AR process, auto- and cross-distance correlation function, ergodicity, Fourier analysis, residuals, Strong mixing, testing independence, time series
Andreas Basse-O’Connor, Claudio Heinrich, Mark Podolskij
Bernoulli 24 (4A), 3117-3146, (November 2018) DOI: 10.3150/17-BEJ956 Open Access
KEYWORDS: High frequency data, Lévy semi-stationary processes, limit theorems, power variation, stable convergence
Pedro C. Álvarez-Esteban, Eustasio del Barrio, Juan A. Cuesta-Albertos, Carlos Matrán
Bernoulli 24 (4A), 3147-3179, (November 2018) DOI: 10.3150/17-BEJ957 Open Access
KEYWORDS: impartial trimming, parallelized inference, robust aggregation, trimmed barycenter, trimmed distributions, Wasserstein distance, wide consensus
Bernoulli 24 (4A), (November 2018) Open Access
No abstract available
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