VOL. 7 · NO. 6 | December 2001
Front Matter
Bernoulli 7 (6), (December 2001) Open Access
Bernoulli 7 (6), (December 2001) Open Access
Peter Hall, Gavin Melville, Alan H. Welsh
Bernoulli 7 (6), 829-846, (December 2001) Open Access
KEYWORDS: Boundary effect, Confidence interval, edge effect, forestry, intensity estimation, pivotal statistic, Poisson process, T-square sampling, wandering quarter sampling
Milan Borkovec
Bernoulli 7 (6), 847-872, (December 2001) Open Access
KEYWORDS: ARCH model, autoregressive process, extremal index, geometric ergodicity, heavy tails, multivariate regular variation, Point processes, sample autocovariance function, Strong mixing
Vladas Pipiras, Murad S. Taqqu
Bernoulli 7 (6), 873-897, (December 2001) Open Access
KEYWORDS: completeness, fractional Brownian motion, fractional integrals and derivatives, inner-product spaces, integration in the L ²sense
Emmanuel Gobet
Bernoulli 7 (6), 899-912, (December 2001) Open Access
KEYWORDS: conditional expectation, convergence of sums of random variables, diffusion process, local asymptotic mixed normality property, log-likelihood ratios, Malliavin calculus, Parametric estimation
Patrick Cheridito
Bernoulli 7 (6), 913-934, (December 2001) Open Access
KEYWORDS: equivalent measures, mixed fractional Brownian motion, Semimartingale, weak semimartingale
Pablo A. Ferrari, Joel L. Lebowitz, Eugene Speer
Bernoulli 7 (6), 935-950, (December 2001) Open Access
KEYWORDS: asymmetric exclusion processes, coupling, invariant blocking measure
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