VOL. 7 · NO. 5 | October 2001
 
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Front Matter
Bernoulli 7 (5), (October 2001)
Bernoulli 7 (5), (October 2001)
Articles
Anatoli Iouditsky, Eric Moulines, Philippe Soulier
Bernoulli 7 (5), 699-731, (October 2001)
KEYWORDS: fractional differencing, Gaussian processes, log-periodogram regression, minimax and adaptive estimation
Jan Beran, Yuanhua Feng
Bernoulli 7 (5), 733-750, (October 2001)
KEYWORDS: asymptotic normality, FARIMA-GARCH process, Local polynomial estimation, long memory, Martingales, semi-parametric models
Shihong Cheng, Liang Peng
Bernoulli 7 (5), 751-760, (October 2001)
KEYWORDS: Confidence interval, coverage accuracy, Hill estimator, tail index
David Nualart, Wim Schoutens
Bernoulli 7 (5), 761-776, (October 2001)
KEYWORDS: Backward stochastic differential equations, Lévy processes, option pricing, orthogonal polynomials
Caroline Cardon-Weber
Bernoulli 7 (5), 777-816, (October 2001)
KEYWORDS: Cahn-Hilliard equation, Green function, Malliavin calculus, Stochastic partial differential equations
Gwo Dong Lin, Chin-Yuan Hu
Bernoulli 7 (5), 817-828, (October 2001)
KEYWORDS: completely multiplicative function, Dirichlet series, geometric distribution, Infinite divisibility, Jordan totient function, Liouville function, Mangoldt function, Möbius function, Poisson distribution, Riemann zeta distribution, Riemann zeta function
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