VOL. 9 · NO. 2 | April 2003
Front Matter
Bernoulli 9 (2), (April 2003) Open Access
Bernoulli 9 (2), (April 2003) Open Access
Hock Peng Chan
Bernoulli 9 (2), 183-199, (April 2003) DOI: 10.3150/bj/1068128974 Open Access
KEYWORDS: exponential tilting, importance sampling, $p$-value, sequence alignments
Istv\'an Berkes, Lajos Horv\'ath, Piotr Kokoszka
Bernoulli 9 (2), 201-227, (April 2003) DOI: 10.3150/bj/1068128975 Open Access
KEYWORDS: asymptotic normality, consistency, GARCH$(p,q)$ sequence, Martingales, quasi-maximum likelihood
Sinjini Mitra, Tilmann Gneiting, Zolt\'an Sasv\'ari
Bernoulli 9 (2), 229-241, (April 2003) DOI: 10.3150/bj/1068128976 Open Access
KEYWORDS: accelerant, correlation function, Covariance matrix, Krein-Langer theory, locally polynomial, positive definite, turning bands
Ole E. Barndorff-Nielsen, Neil Shephard
Bernoulli 9 (2), 243-265, (April 2003) DOI: 10.3150/bj/1068128977 Open Access
KEYWORDS: absolute returns, mixed asymptotic normality, $p$-variation, Quadratic Variation, realized volatility, Semimartingale
John H.J. Einmahl, Ian W. Mckeague
Bernoulli 9 (2), 267-290, (April 2003) DOI: 10.3150/bj/1068128978 Open Access
KEYWORDS: change point, distribution-free, exponentiality, independence, nonparametric likelihood ratio, symmetry, two-sample problem
Messan Amewou-Atisso, Subhashis Ghosal, Jayanta K. Ghosh, R.V. Ramamoorthi
Bernoulli 9 (2), 291-312, (April 2003) DOI: 10.3150/bj/1068128979 Open Access
KEYWORDS: consistency, Dirichlet mixtures, exponentially consistent test, Kullback-Leibler number, Linear regression, Polya tree, posterior distribution
Anja Göing-Jaeschke, Marc Yor
Bernoulli 9 (2), 313-349, (April 2003) DOI: 10.3150/bj/1068128980 Open Access
KEYWORDS: first hitting times, Cox-Ingersoll-Ross Ornstein-Uhlenbeck processes, Bessel processes with negative dimension
Sven Erick Alm
Bernoulli 9 (2), 351-371, (April 2003) DOI: 10.3150/bj/1068128981 Open Access
KEYWORDS: gamma distribution, ‎mean‎, median, Poisson distribution, Ramanujan
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