VOL. 5 · NO. 3 | June 1999
Front Matter
Bernoulli 5 (3), (June 1999) Open Access
Bernoulli 5 (3), (June 1999) Open Access
Susan A. Murphy, Aad W. Van Der Vaart
Bernoulli 5 (3), 381-412, (June 1999) Open Access
KEYWORDS: least favourable submodel, profile likelihood, standard errors
Peter J. Bickel, Peter Bühlmann
Bernoulli 5 (3), 413-446, (June 1999) Open Access
KEYWORDS: AR(∞), ARMA, autoregressive approximation, bracketing, convex sets, linear process, MA(∞), smooth bootstrap, stationary process, strong-mixing
Marc Hofmann
Bernoulli 5 (3), 447-481, (June 1999) Open Access
KEYWORDS: Besov spaces, Diffusion processes, Local time, minimax estimation, Nonparametric regression, wavelets on the internal, wavelet orthonormal bases
Uwe Küchler, Michael Sørensen
Bernoulli 5 (3), 483-493, (June 1999) Open Access
KEYWORDS: central limit theorem, likelihood inference, multivariate Gaussian diffusions, stochastic delay equations, Weak law of large numbers
Damiano Brigo, Bernard Hanzon, François Le Gland
Bernoulli 5 (3), 495-534, (June 1999) Open Access
KEYWORDS: assumed density filter, differential geometry and statistics, exponential family, finite-dimensional filter, Fisher metric, Hellinger metric, Nonlinear filtering, projection filter, Stratonovich stochastic differential equations
Sanjar Aspandiiarov, Roudolf Iasnogorodski
Bernoulli 5 (3), 535-569, (June 1999) Open Access
KEYWORDS: occupation time, recurrent Markov chain, reflected random walk, stationary measure, submartingale, supermartingale
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