VOL. 25 · NO. 2 | May 2019
Bernoulli 25 (2), (May 2019) Open Access
No abstract available
Enno Mammen, Ingrid Van Keilegom, Kyusang Yu
Bernoulli 25 (2), 793-827, (May 2019) DOI: 10.3150/17-BEJ986 Open Access
KEYWORDS: Bahadur expansions, Goodness-of-fit tests, kernel smoothing, Nonparametric regression, Nonparametric testing, quantiles
Piotr Graczyk, Jacek Małecki
Bernoulli 25 (2), 828-847, (May 2019) DOI: 10.3150/17-BEJ997 Open Access
KEYWORDS: non-colliding solution, Particle system, squared Bessel process, Stochastic differential equation, Wishart process
Robin J. Evans, Thomas S. Richardson
Bernoulli 25 (2), 848-876, (May 2019) DOI: 10.3150/17-BEJ1005 Open Access
KEYWORDS: Bayesian network, DAG, nested Markov model, parameterization
Minwoo Chae, Stephen G. Walker
Bernoulli 25 (2), 877-901, (May 2019) DOI: 10.3150/17-BEJ1007 Open Access
KEYWORDS: Kullback–Leibler support, mixtures, nonparametric Markov model, posterior consistency, Wasserstein metric
Denis Belomestny, Vladimir Panov, Jeannette H.C. Woerner
Bernoulli 25 (2), 902-931, (May 2019) DOI: 10.3150/17-BEJ1008 Open Access
KEYWORDS: low-frequency estimation, Mellin transform, moving average
Yoav Zemel, Victor M. Panaretos
Bernoulli 25 (2), 932-976, (May 2019) DOI: 10.3150/17-BEJ1009 Open Access
KEYWORDS: Functional data analysis, manifold statistics, Monge–Kantorovich problem, multimarginal transportation, Optimal transportation, phase variation, point process, random measure, registration, Shape theory, warping
Rui M. Castro, Ervin Tánczos
Bernoulli 25 (2), 977-1012, (May 2019) DOI: 10.3150/17-BEJ1010 Open Access
KEYWORDS: adaptive sensing, dynamically evolving signals, sequential experimental design, sparse signals
Rainer Dahlhaus, Stefan Richter, Wei Biao Wu
Bernoulli 25 (2), 1013-1044, (May 2019) DOI: 10.3150/17-BEJ1011 Open Access
KEYWORDS: derivative processes, non-stationary processes
Xiaoshan Chen, Zhen-Qing Chen, Ky Tran, George Yin
Bernoulli 25 (2), 1045-1075, (May 2019) DOI: 10.3150/17-BEJ1012 Open Access
KEYWORDS: Harnack inequality, jump diffusion, maximum principle, regime switching
A.D. Barbour, Adrian Röllin, Nathan Ross
Bernoulli 25 (2), 1076-1104, (May 2019) DOI: 10.3150/17-BEJ1013 Open Access
KEYWORDS: Approximation error, Curie–Weiss model, Erdős–Rényi random graph, Hoeffding combinatorial statistic, local limit theorem
Dirk Becherer, Todor Bilarev, Peter Frentrup
Bernoulli 25 (2), 1105-1140, (May 2019) DOI: 10.3150/17-BEJ1014 Open Access
KEYWORDS: continuity of proceeds, illiquid markets, no-arbitrage, optimal liquidation, Skorokhod space, Skorokhod topologies, stability, Stochastic differential equation, transient price impact
Chris J. Oates, Jon Cockayne, François-Xavier Briol, Mark Girolami
Bernoulli 25 (2), 1141-1159, (May 2019) DOI: 10.3150/17-BEJ1016 Open Access
KEYWORDS: asymptotics, control functionals, reproducing kernel, scattered data, variance reduction
Ekhine Irurozki, Borja Calvo, Jose A. Lozano
Bernoulli 25 (2), 1160-1188, (May 2019) DOI: 10.3150/17-BEJ1017 Open Access
KEYWORDS: Generalized Mallows Model, Hamming, learning, Mallows model, Matching, sampling
Ji Hyung Lee, Kyungchul Song
Bernoulli 25 (2), 1189-1224, (May 2019) DOI: 10.3150/17-BEJ1018 Open Access
KEYWORDS: conditional neighborhood dependence, dependency graphs, Empirical processes, Markov random fields, Maximal inequalities, stable central limit theorem
Johannes Lederer, Lu Yu, Irina Gaynanova
Bernoulli 25 (2), 1225-1255, (May 2019) DOI: 10.3150/18-BEJ1019 Open Access
KEYWORDS: high-dimensional regression, Oracle inequalities, prediction
Trevor Campbell, Jonathan H. Huggins, Jonathan P. How, Tamara Broderick
Bernoulli 25 (2), 1256-1288, (May 2019) DOI: 10.3150/18-BEJ1020 Open Access
KEYWORDS: Bayesian nonparametrics, completely random measure, normalized completely random measure, Poisson point process, truncation
Zhuqing Yu, Michael Levine, Guang Cheng
Bernoulli 25 (2), 1289-1325, (May 2019) DOI: 10.3150/18-BEJ1021 Open Access
KEYWORDS: high dimension, minimax optimal, partial linear additive model, semiparametric
Friedrich Liese, Alexander Meister, Johanna Kappus
Bernoulli 25 (2), 1326-1354, (May 2019) DOI: 10.3150/18-BEJ1022 Open Access
KEYWORDS: asymptotic equivalence of statistical experiments, High-dimensional central limit theorem, item response model, Le Cam distance, psychometrics
François Roueff, Rainer von Sachs
Bernoulli 25 (2), 1355-1385, (May 2019) DOI: 10.3150/18-BEJ1023 Open Access
KEYWORDS: high frequency financial data, locally stationary time series, non-parametric kernel estimation, self-exciting point processes, time frequency analysis
Sung Won Ahn, Jonathon Peterson
Bernoulli 25 (2), 1386-1411, (May 2019) DOI: 10.3150/18-BEJ1024 Open Access
KEYWORDS: Quenched central limit theorem, rates of convergence
Olivier Durieu, Yizao Wang
Bernoulli 25 (2), 1412-1450, (May 2019) DOI: 10.3150/18-BEJ1025 Open Access
KEYWORDS: fractional Brownian motion, Fractional Brownian sheet, invariance principle, long-range dependence, Random field, random partition, regular variation
Andreas Maurer
Bernoulli 25 (2), 1451-1471, (May 2019) DOI: 10.3150/18-BEJ1026 Open Access
KEYWORDS: Bernstein inequality, Concentration, U-statistics
Cheng Zhou, Fang Han, Xin-Sheng Zhang, Han Liu
Bernoulli 25 (2), 1472-1503, (May 2019) DOI: 10.3150/18-BEJ1027 Open Access
KEYWORDS: extreme value type I distribution, Hypothesis testing, Jackknife variance estimator, Kendall’s tau, U-statistics
Jimmy Olsson, Randal Douc
Bernoulli 25 (2), 1504-1535, (May 2019) DOI: 10.3150/18-BEJ1028 Open Access
KEYWORDS: asymptotic variance, Feynman–Kac models, Hidden Markov models, Particle filters, Sequential Monte Carlo methods, state-space models, variance estimation
Amir Sepehri
Bernoulli 25 (2), 1536-1567, (May 2019) DOI: 10.3150/18-BEJ1029 Open Access
KEYWORDS: Cauchy identity, Goodness-of-fit, mixing-diagnostics for Markov Chains, non-parametric hypothesis testing, random rotation generators, representation theory of compact groups, spectral analysis
Jean-Christophe Breton, Adrien Clarenne, Renan Gobard
Bernoulli 25 (2), 1568-1601, (May 2019) DOI: 10.3150/18-BEJ1030 Open Access
KEYWORDS: Determinantal point processes, Generalized random fields, limit theorem, Point processes, stable fields
Bernoulli 25 (2), (May 2019) Open Access
No abstract available
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