VOL. 27 · NO. 3 | August 2021
 
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Frontmatter
Bernoulli 27 (3), (August 2021)
No abstract available
Articles
Jonas Krampe, Jens-Peter Kreiss, Efstathios Paparoditis
Bernoulli 27 (3), 1441-1466, (August 2021) DOI: 10.3150/20-BEJ1239
KEYWORDS: De-sparsified estimators, testing, vector autoregressive models
Michael Law, Ya’acov Ritov
Bernoulli 27 (3), 1467-1495, (August 2021) DOI: 10.3150/20-BEJ1280
KEYWORDS: Lasso, compatibility condition, exponential weighting, inference
Richard C. Kraaij
Bernoulli 27 (3), 1496-1528, (August 2021) DOI: 10.3150/20-BEJ1281
KEYWORDS: Weakly interacting jump processes, empirical measure and flux, large deviations, Hamilton–Jacobi equation
Volker Betz, Julian Mühlbauer, Helge Schäfer, Dirk Zeindler
Bernoulli 27 (3), 1529-1555, (August 2021) DOI: 10.3150/20-BEJ1282
KEYWORDS: Random permutations, Ewens measure, long cycles, Functional limit theorem, total variation distance, Cycle structure
E. Cator, H. Don
Bernoulli 27 (3), 1556-1582, (August 2021) DOI: 10.3150/20-BEJ1283
KEYWORDS: contact process, critical infection rate, exponential extinction, metastability
Eduardo Abi Jaber
Bernoulli 27 (3), 1583-1615, (August 2021) DOI: 10.3150/20-BEJ1284
KEYWORDS: Stochastic Volterra equations, affine Volterra processes, Riccati–Volterra equations, Superprocesses, Hawkes processes, Rough volatility
Sergios Agapiou, Masoumeh Dashti, Tapio Helin
Bernoulli 27 (3), 1616-1642, (August 2021) DOI: 10.3150/20-BEJ1285
KEYWORDS: Bayesian nonparametric inference, non-Gaussian priors, concentration of measure
Natalia Cardona-Tobón, Sandra Palau
Bernoulli 27 (3), 1643-1665, (August 2021) DOI: 10.3150/20-BEJ1286
KEYWORDS: Galton–Watson processes, varying environment, Yaglom’s limit, spines decompositions
Alexander Kreiß
Bernoulli 27 (3), 1666-1694, (August 2021) DOI: 10.3150/20-BEJ1287
KEYWORDS: Dynamic networks, Dependence, Survival analysis, Nonparametric regression, Hypothesis testing
Johannes Krebs
Bernoulli 27 (3), 1695-1723, (August 2021) DOI: 10.3150/20-BEJ1288
KEYWORDS: Binomial process, Euler characteristic, Law of the iterated logarithm, persistent Betti numbers, Poisson process, Stochastic geometry, Strong invariance principles, strong stabilization, topological data analysis
De Huang, Joel A. Tropp
Bernoulli 27 (3), 1724-1744, (August 2021) DOI: 10.3150/20-BEJ1289
KEYWORDS: concentration inequality, functional inequality, Markov process, matrix concentration, Poincaré inequality, semigroup
Luiz Renato Fontes, Pablo Almeida Gomes, Remy Sanchis
Bernoulli 27 (3), 1745-1763, (August 2021) DOI: 10.3150/20-BEJ1290
KEYWORDS: contact process, percolation, phase transition
Valentin Garino, Ivan Nourdin, David Nualart, Majid Salamat
Bernoulli 27 (3), 1764-1788, (August 2021) DOI: 10.3150/20-BEJ1291
KEYWORDS: Hermite processes, chaotic decomposition, fractional Brownian motion (fBm), multiple Wiener–Itô integrals
Yevgeniy Kovchegov, Ilya Zaliapin
Bernoulli 27 (3), 1789-1823, (August 2021) DOI: 10.3150/20-BEJ1292
KEYWORDS: Galton–Watson processes, self-similar trees, Horton–Strahler order, Invariant measures, attractor
Benjamin Bobbia, Clément Dombry, Davit Varron
Bernoulli 27 (3), 1824-1850, (August 2021) DOI: 10.3150/20-BEJ1293
KEYWORDS: Extreme value theory, Coupling method, Wasserstein distance
Alexander Gnedin, Amirlan Seksenbayev
Bernoulli 27 (3), 1851-1869, (August 2021) DOI: 10.3150/20-BEJ1294
KEYWORDS: online selection, Monotone subsequence, renewal approximation, dynamic programming
Jacek Jakubowski, Maciej Wiśniewolski
Bernoulli 27 (3), 1870-1898, (August 2021) DOI: 10.3150/20-BEJ1295
KEYWORDS: Itô diffusion, Local time, excursions of Markov processes, Stroock–Williams equation
Wai-Tong Louis Fan
Bernoulli 27 (3), 1899-1941, (August 2021) DOI: 10.3150/20-BEJ1296
KEYWORDS: Stochastic partial differential equation, graph, Interacting particle system, Numerical scheme, Duality, Scaling limit, Population dynamics
Yi-An Ma, Niladri S. Chatterji, Xiang Cheng, Nicolas Flammarion, Peter L. Bartlett, Michael I. Jordan
Bernoulli 27 (3), 1942-1992, (August 2021) DOI: 10.3150/20-BEJ1297
KEYWORDS: Markov chain Monte Carlo, Langevin Monte Carlo, accelerated gradient descent, sampling algorithms
Jonas R. Brehmer, Tilmann Gneiting
Bernoulli 27 (3), 1993-2010, (August 2021) DOI: 10.3150/20-BEJ1298
KEYWORDS: elicitability, forecast evaluation, interval forecast, modal interval, predictive performance, scoring function
Peggy Cénac, Brigitte Chauvin, Camille Noûs, Frédéric Paccaut, Nicolas Pouyanne
Bernoulli 27 (3), 2011-2039, (August 2021) DOI: 10.3150/20-BEJ1299
KEYWORDS: Variable Length Memory Chains, stationary probability measure, Longest Internal Suffix, stable context trees, semi-Markov chains
Lu-Jing Huang, Mateusz B. Majka, Jian Wang
Bernoulli 27 (3), 2040-2068, (August 2021) DOI: 10.3150/20-BEJ1300
KEYWORDS: Stochastic differential equations, symmetric α-stable processes, Invariant measures, heavy-tailed distributions, approximate sampling, fractional Langevin Monte Carlo
Yury A. Kutoyants
Bernoulli 27 (3), 2069-2090, (August 2021) DOI: 10.3150/20-BEJ1301
KEYWORDS: one-step MLE, Two-step MLE, One-step MDE, Stochastic Pantograph equation, delay estimation
Federica Nicolussi, Manuela Cazzaro
Bernoulli 27 (3), 2091-2116, (August 2021) DOI: 10.3150/20-BEJ1302
KEYWORDS: graphical models, stratified Markov properties, categorical variables, multivariate regression models, marginal models
Zakhar Kabluchko, Joscha Prochno, Christoph Thäle
Bernoulli 27 (3), 2117-2138, (August 2021) DOI: 10.3150/20-BEJ1303
KEYWORDS: cube, Gaussian random matrices, Gaussian projections, high-dimensional probability, Hausdorff distance, large deviations, Law of Large Numbers, random projections, Stiefel manifold
Sohail Bahmani
Bernoulli 27 (3), 2139-2158, (August 2021) DOI: 10.3150/20-BEJ1304
KEYWORDS: Mean estimation, robust estimation, Characteristic function
Backmatter
Bernoulli 27 (3), (August 2021)
No abstract available
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