VOL. 8 · NO. 1 | February 2002
Front Matter
Bernoulli 8 (1), (February 2002) Open Access
Bernoulli 8 (1), (February 2002) Open Access
Jürgen Franke, Jens-Peter Kreiss, Enno Mammen
Bernoulli 8 (1), 1-37, (February 2002) Open Access
KEYWORDS: Bandwidth selection, bootstrap, Kernel estimates, local polynomial estimates, nonparametric heteroscedastic autoregression, nonparametric time series
David Assaf, Ester Samuel-Cahn
Bernoulli 8 (1), 39-52, (February 2002) Open Access
KEYWORDS: backward solicitation, Optimal stopping, probabilistic recall, prophet inequalities, prophet region, recall
Violet S.F. Lo, Gareth O. Roberts, Henry E. Daniels
Bernoulli 8 (1), 53-80, (February 2002) Open Access
KEYWORDS: boundary crossing probabilities, Brownian motion, method of images
Ludger Rüschendorf, Jeannette H.C. Woerner
Bernoulli 8 (1), 81-96, (February 2002) Open Access
KEYWORDS: Lévy processes, series expansion, Transition density, transition distribution function
Albert Benassi, Serge Cohen, Jacques Istas
Bernoulli 8 (1), 97-115, (February 2002) Open Access
KEYWORDS: Identification, local asymptotic self-similarity, second-order fields, stable fields
K.-S. Chan, H. Tong
Bernoulli 8 (1), 117-122, (February 2002) Open Access
KEYWORDS: ARMA model, equivalence of distribution functions, stationarity, stochastic difference equation, Transition probability
Jean-Pierre Lepeltier, Jaime San Martín
Bernoulli 8 (1), 123-137, (February 2002) Open Access
KEYWORDS: Backward stochastic differential equations, Explosion time, ordinary differential equations
Back to Top