VOL. 9 · NO. 4 | August 2003
Front Matter
Bernoulli 9 (4), (August 2003) Open Access
No abstract available
Søren F. Jarner, Richard L. Tweedie
Bernoulli 9 (4), 559-578, (August 2003) DOI: 10.3150/bj/1066223269 Open Access
KEYWORDS: geometric and polynomial moments, Markov chains, Metropolis algorithms
Jian Zhang, Anna Liu
Bernoulli 9 (4), 579-605, (August 2003) DOI: 10.3150/bj/1066223270 Open Access
KEYWORDS: empirical likelihood, local polynomial, Nonparametric regression
Werner Ehm, Marc G. Genton, Tilmann Gneiting
Bernoulli 9 (4), 607-615, (August 2003) DOI: 10.3150/bj/1066223271 Open Access
KEYWORDS: Characteristic function, exponential family, exponentially convex, Laplace transform, Locally stationary, positive definite, Random field
Holger Drees
Bernoulli 9 (4), 617-657, (August 2003) DOI: 10.3150/bj/1066223272 Open Access
KEYWORDS: ARMA model, β-mixing, Confidence interval, extreme quantiles, GARCH model, tail empirical quantile function, time series
Juri Hinz
Bernoulli 9 (4), 659-669, (August 2003) DOI: 10.3150/bj/1066223273 Open Access
KEYWORDS: auction, electricity risk, equilibrium model
Raimundas Gaigalas, Ingemar Kaj
Bernoulli 9 (4), 671-703, (August 2003) DOI: 10.3150/bj/1066223274 Open Access
KEYWORDS: fractional Brownian motion, heavy tails, long-range dependence, renewal processes, weak convergence
Francis Comets, Tokuzo Shiga, Nobuo Yoshida
Bernoulli 9 (4), 705-723, (August 2003) DOI: 10.3150/bj/1066223275 Open Access
KEYWORDS: Directed polymers, Martingales, random environment
Niels Richard Hansen
Bernoulli 9 (4), 725-743, (August 2003) DOI: 10.3150/bj/1066223276 Open Access
KEYWORDS: geometric drift, geometric ergodicity, Langevin diffusions, Markov chains, Markov chain Monte Carlo, Stochastic differential equations
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