VOL. 25 · NO. 3 | August 2019
Bernoulli 25 (3), (August 2019) Open Access
No abstract available
Shuheng Zhou
Bernoulli 25 (3), 1603-1639, (August 2019) DOI: 10.3150/17-BEJ978 Open Access
KEYWORDS: Hanson–Wright inequality, sparse quadratic forms, subgaussian concentration
Mathias Beiglböck, Tongseok Lim, Jan Obłój
Bernoulli 25 (3), 1640-1658, (August 2019) DOI: 10.3150/17-BEJ1015 Open Access
KEYWORDS: dual attainment, Kantorovich duality, Martingale optimal transport, robust mathematical finance
Ivan S. Yaroslavtsev
Bernoulli 25 (3), 1659-1689, (August 2019) DOI: 10.3150/18-BEJ1031 Open Access
KEYWORDS: accessible jumps, Brownian representation, Burkholder function, canonical decomposition of martingales, continuous martingales, Differential subordination, Meyer–Yoeurp decomposition, purely discontinuous martingales, quasi-left continuous, stochastic integration, UMD Banach spaces, Weak differential subordination, Yoeurp decomposition
Clément Dombry, Ana Ferreira
Bernoulli 25 (3), 1690-1723, (August 2019) DOI: 10.3150/18-BEJ1032 Open Access
KEYWORDS: asymptotic normality, block maxima method, extreme value index, maximum likelihood estimator, peaks-over-threshold method, probability weighted moment estimator
Arnaud Poinas, Bernard Delyon, Frédéric Lavancier
Bernoulli 25 (3), 1724-1754, (August 2019) DOI: 10.3150/18-BEJ1033 Open Access
KEYWORDS: determinantal point process, negative association, Parametric estimation, positive association, Strong mixing
Franziska Kühn
Bernoulli 25 (3), 1755-1769, (August 2019) DOI: 10.3150/18-BEJ1034 Open Access
KEYWORDS: conservativeness, Feller process, Lévy process, perpetual integral, Random time change
Victor-Emmanuel Brunel
Bernoulli 25 (3), 1770-1793, (August 2019) DOI: 10.3150/18-BEJ1035 Open Access
KEYWORDS: computational geometry, Convex bodies, Convex hull, deviation inequality, Hausdorff metric, high dimension, minimax estimation, random polytope
Adrien Saumard, Jon A. Wellner
Bernoulli 25 (3), 1794-1815, (August 2019) DOI: 10.3150/18-BEJ1036 Open Access
KEYWORDS: Cheeger’s inequality, covariance formula, covariance inequality, isoperimetric constant, moment bounds, Poincaré inequality
Jérémie Kellner, Alain Celisse
Bernoulli 25 (3), 1816-1837, (August 2019) DOI: 10.3150/18-BEJ1037 Open Access
KEYWORDS: kernel methods, maximum mean discrepancy, normality test, Parametric bootstrap, ‎reproducing kernel Hilbert ‎space
Zhidong Bai, Huiqin Li, Guangming Pan
Bernoulli 25 (3), 1838-1869, (August 2019) DOI: 10.3150/18-BEJ1038 Open Access
KEYWORDS: central limit theorem, Linear spectral statistics, Random matrix theory, separable sample covariance matrix
Masaaki Fukasawa, Tetsuya Takabatake
Bernoulli 25 (3), 1870-1900, (August 2019) DOI: 10.3150/18-BEJ1039 Open Access
KEYWORDS: Asymptotic efficiency, fractional Gaussian noises, high frequency observations, local asymptotic normality, Whittle estimation
Denis Belomestny, Mathias Trabs, Alexandre B. Tsybakov
Bernoulli 25 (3), 1901-1938, (August 2019) DOI: 10.3150/18-BEJ1040A Open Access
KEYWORDS: Fourier methods, Minimax convergence rates, severely ill-posed inverse problem, thresholding
Anirvan Chakraborty, Victor M. Panaretos
Bernoulli 25 (3), 1939-1976, (August 2019) DOI: 10.3150/18-BEJ1041 Open Access
KEYWORDS: Admissibility, condition index, Functional data analysis, Ill-posed problem, mean integrated squared error, Principal Component Analysis, rate of convergence, Ridge regression, spectral truncation, Tikhonov regularisation
Jean-Michel Marin, Pierre Pudlo, Mohammed Sedki
Bernoulli 25 (3), 1977-1998, (August 2019) DOI: 10.3150/18-BEJ1042 Open Access
KEYWORDS: adaptive algorithms, importance sampling, Monte Carlo methods, population Monte Carlo, sequential Monte Carlo, triangular arrays
Cheng Li, Lizhen Lin, David B. Dunson
Bernoulli 25 (3), 1999-2028, (August 2019) DOI: 10.3150/18-BEJ1043 Open Access
KEYWORDS: heavy tailed distribution, kernel mixture model, normalized random measures, posterior consistency, tail index
Danijel Grahovac, Nikolai N. Leonenko, Alla Sikorskii, Murad S. Taqqu
Bernoulli 25 (3), 2029-2050, (August 2019) DOI: 10.3150/18-BEJ1044 Open Access
KEYWORDS: Cumulants, Intermittency, moments, Ornstein–Uhlenbeck process, self-similarity, supOU processes
Florian Henning, Richard C. Kraaij, Christof Külske
Bernoulli 25 (3), 2051-2074, (August 2019) DOI: 10.3150/18-BEJ1045 Open Access
KEYWORDS: diluted large deviation principle, fuzzy Kac–Potts model, Gibbs versus non-Gibbs, Kac model, large deviation principles, Potts model
Gábor Lugosi, Shahar Mendelson
Bernoulli 25 (3), 2075-2106, (August 2019) DOI: 10.3150/18-BEJ1046 Open Access
KEYWORDS: Lasso, median-of-means tournament, regularized risk minimization, robust regression, slope
Lionel Truquet
Bernoulli 25 (3), 2107-2136, (August 2019) DOI: 10.3150/18-BEJ1047 Open Access
KEYWORDS: kernel density estimation, nonlinear time series
Aurélien Deya, René Schott
Bernoulli 25 (3), 2137-2162, (August 2019) DOI: 10.3150/18-BEJ1048 Open Access
KEYWORDS: integration theory, non-commutative fractional Brownian motion, non-commutative stochastic calculus
Yuanzhen He, C. Devon Lin, Fasheng Sun
Bernoulli 25 (3), 2163-2182, (August 2019) DOI: 10.3150/18-BEJ1049 Open Access
KEYWORDS: Cascading Latin hypercube, computer experiment, Latin hypercube, lower-dimensional projection, orthogonal array
Jere Koskela, Dario Spanò, Paul A. Jenkins
Bernoulli 25 (3), 2183-2205, (August 2019) DOI: 10.3150/18-BEJ1050 Open Access
KEYWORDS: Bayesian statistics, Dirichlet mixture model prior, discrete net prior, jump diffusion, nonparametric inference, posterior consistency
Billy Fang, Adityanand Guntuboyina
Bernoulli 25 (3), 2206-2244, (August 2019) DOI: 10.3150/18-BEJ1051 Open Access
KEYWORDS: convex constraint, isotonic regression, least squares, misspecification, statistical dimension
Andrea Granelli, Almut E.D. Veraart
Bernoulli 25 (3), 2245-2278, (August 2019) DOI: 10.3150/18-BEJ1052 Open Access
KEYWORDS: bivariate Brownian semistationary process, central limit theorem, Fourth moment theorem, High frequency data, Moving average process, multivariate setting, stable convergence
Longmin Wang, KaiNan Xiang, Lang Zou
Bernoulli 25 (3), 2279-2300, (August 2019) DOI: 10.3150/18-BEJ1054 Open Access
KEYWORDS: discrete harmonic measure, first order correction, harmonic measure, Random walk
Hui He, Matthias Winkel
Bernoulli 25 (3), 2301-2329, (August 2019) DOI: 10.3150/18-BEJ1055 Open Access
KEYWORDS: Continuum random tree, Cut-tree, fragmentation at nodes, Galton–Watson tree, Gromov–Hausdorff–Prokhorov topology, invariance principle, $\mathbb{R}$-tree, stable tree
William Weimin Yoo, Subhashis Ghosal
Bernoulli 25 (3), 2330-2358, (August 2019) DOI: 10.3150/18-BEJ1056 Open Access
KEYWORDS: anisotropic Hölder space, Credible set, maximum value, Mode, Nonparametric regression, posterior contraction, sequential, tensor-product B-splines, two-stage
Carsten Jentsch, Christian H. Weiß
Bernoulli 25 (3), 2359-2408, (August 2019) DOI: 10.3150/18-BEJ1057 Open Access
KEYWORDS: Bootstrap consistency, functions of generalized means, INAR residuals, Parametric bootstrap, semi-parametric bootstrap, semi-parametric estimation, time series of counts
Bernoulli 25 (3), (August 2019) Open Access
No abstract available
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