Bernoulli

Official Journal of the Bernoulli Society

for Mathematical Statistics and Probability

Contents of past issues

 

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Volume Twelve

Number Six December 2006

Papers

Barbour, A.D. and Xia, A.
On Stein's factors for Poisson approximation in Wasserstein distance
Obłój, J.
A complete characterization of local martingales which are functions of Brownian motion and its maximum
Csörgő, S. and Simons, G.
Pooling strategies for St Petersburg gamblers
Tanaka, K. and Takemura, A.
Strong consistency of the maximum likelihood estimator finite mixtures of location–scale distributions when the scale parameters are exponentially small
Zhang, L.
Efficient estimation of stochastic volatility using noisy observations: a multi-scale approach
Tarigan, B. and van de Geer, S.A.
Classifiers of support vector machine type with l1 complexity regularization
Beskos, A., Papaspiliopoulos, O. and Roberts, G.O.
Retrospective exact simulation of diffusion sample paths with applications
Marquardt, T.
Fractional Lévy processes with an application to long memory moving average processes
 

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Volume Twelve

Number Five October 2006

Papers

Mendelson, S. and Pajor, A.
On singular values of matrices with independent rows
Azaďs, J.-M., Gassiat, E. and Mercadier, C.
Asymptotic distribution and local power of the likelihood ratio test for mixtures: bounded and unbounded cases
Patilea, V. and Rolin, J.-M.
Product-limit estimators of the survival function for two modified forms of current-status data
Hall, P., Tajvidi, N. and Malin, P.E.
Locating lines among scattered points
Wermuth, N., Cox, D.R. and Marchetti, G.M.
Covariance chains
van der Meulen, F.H., van der Vaart, A.W. and van Zanten, J.H.
Convergence rates of posterior distributions for Brownian semimartingale models
Lemor, J.-P., Gobet, E. and Warin, X.
Rate of convergence of an empirical regression method for solving generalized backward stochastic differential equations
Rootzén, H. and Tajvidi, N.
Multivariate generalized Pareto distributions
González, M., Molina, M. and del Puerto, I.M.
Geometric growth for stochastic difference equations with application to branching populations
 

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Volume Twelve

Number Four August 2006

Papers

Kyprianou, A.E. and Palmowski, Z.
Quasi-stationary distributions for Lévy processes
Aue, A., Berkes, I. and Horváth, L.
Strong approximation for the sums of squares of augmented GARCH sequences
Rivoirard, V.
Non linear estimation over weak Besov spaces and minimax Bayes
Reynaud-Bouret, P.
Penalized projection estimators of the Aalen multiplicative intensity
Baldi, P. and Pacchiarotti, B.
Explicit computation of second order moments of importance sampling estimators for fractional Brownian motion
Bertail, P. and Clémençon, S.
Regenerative block-bootstrap for Markov chains
Corcuera, J.M., Nualart, D. and Woerner, J.H.C.
Power variation of some integral fractional processes
Hansen, M.B. and Pitts, S.M.
Nonparametric inference from the M/G/1 workload

 

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Volume Twelve

Number Three June 2006

Papers

Jacod, J.
Parametric inference for discretely observed non-ergodic diffusions
Yao, Q. and Brockwell, P.J.
Gaussian maximum likelihood estimation for ARMA models II: Spatial processes
Buchmann, B. and Klüppelberg, C.
Fractional integral equations and state space transforms
Molina, M., Mota, M. and Ramos, A.
On Lα-convergance (1 ≤ α ≤ 2) for a bisexual branching process with population-size dependent mating
Dette, H., Neumeyer, N. and Pilz, K.F.
A simple nonparametric estimator of a strictly monotone regression function
del Castillo, J. and López, A.
Saddlepoint approximation in exponential models with boundary points
Boutsikas, M.V.
Compound Poisson process approximation for locally dependent real-valued random variables via a new coupling inequality
Girardin, V. and Limnios, N.
Entropy for semi-Markov processes with Borel state spaces: asymptotic equirepartition properties and invariance principles
Tang, Q.
On convolution equivalence with applications
Franke, B.
The scaling limit behaviour of periodic stable-like processes

 

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Volume Twelve

Number Two April 2006

Papers

Klok, M.J.
Asymptotic error rates in third generation wireless systems
Matsuda, Y., Yajima, Y. and Tong, H.
Selecting models with different spectral density matrix structures by the cross-validated log likelihood criterion
Nobel, A.B.
Hypothesis testing for families of ergodic processes
Horowitz, J., Klemelä, J. and Mammen, E.
Optimal estimation in additive regression models
Bertail, P.
Empirical likelihood in some semiparametric models
Kallabis, R.S. and Neumann, M.H.
An exponential inequality under weak dependence
Rigollet, P.
Adaptive density estimation using the blockwise Stein method
Kokonendji, C.C. and Masmoudi, A.
A characterization of Poisson-Gaussian families by generalized varance

Erratum

Coeurjolly, J.-F.
'Identification of multifractional Brownian motion'

 

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Volume Twelve

Number One February 2006

Papers

Barndorff-Nielsen, O.E., Maejima, M. and Sato, K.-I.
Some classes of multivariate infinitely divisible distributions admitting stochastic integral representations
Möhle, M.
On sampling distributions for coalescent processes with simultaneous multiple collisions
Gates, J.
The shape of a sequence of dual random triangles
Lei, L.
Large deviations of kernel density estimator in L1(Rd) for reversible Markov processes
Ferrante, M. and Rovira, C.
Stochastic delay differential equations driven by fractional Brownian motion with Hurst parameter H > ˝
Chen, D., Liu, J. and Zhang, F.
The reversible nearest particle system on a finite interval
DeBlassie, D. and Smits, R.
Brownian motion in self-similar domains
Hult, H. and Lindskog, F.
On Kesten's counterexample to the Cramér–Wold device for regular variation
Carter, A.V.
A continuous Gaussian approximation to a nonparametric regression in two dimensions
Corcuera, J.M. and Giummolč, F.
Multivariate prediction
Bernardoff, P.
Which multivariate gamma distributions are infinitely divisible?

Acknowledgement of priority

Johnson, O. and Samworth, R.
'Central limit theorem and convergence to stable laws in Mallows distance'

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Volume Eleven

Number Six December 2005

Papers

Beirlant, J., Dierckx, G. and Guillou, A.
Estimation of the extreme-value index and generalized quantile plots
Vidal-Sanz, J.M.
Pointwise universal consistency of nonparametric density estimators
Coeurjolly, J.-F.
Identification of multifractional Brownian motion
Guo, X. and Hernandez-Lerma, O.
Zero-sum continuous-time Markov games with unbounded transition and discounted payoff rates
Fan, J. and Huang, T.
Profile likelihood inferences on semiparametric varying-coefficient partially linear models
Bai, Z.D. and Yao, J.
On the convergence of the spectral empirical process of Wigner matrices
Hössjer, O.
Spectral decomposition of score functions in linkage analysis
Röllin, A.
Approximation of sums of conditionally independent variables by the translated Poisson distribution

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Volume Eleven

Number Five October 2005

Papers

Jongbloed, G., van der Meulen, F.H. and van der Vaart, A.W.
Nonparametric inference for Lévy-driven Ornstein–Uhlenbeck processes
Takemura, A. and Aoki, S.
Distance-reducing Markov bases for sampling from a discrete sample space
Atchadé, Y.F. and Rosenthal, J.S.
On adaptive Markov chain Monte Carlo algorithms
Johnson, O. and Samworth, R.
Central limit theorem and convergence to stable laws in Mallows distance
Young, J.E.
Binary sequential representations of random partitions
Chang, I.-S., Hsiung, C.A., Wang, M.-C. and Wen, C.-C.
An asymptotic theory for the nonparametric maximum likelihood estimator in the Cox gene model
Pagčs, G. and Pham, H.
Optimal quantization methods for nonlinear filtering with discrete-time observations
Dehay, D.
On invariant distribution function estimation for continuous-time stationary processes

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Volume Eleven

Number Four August 2005

Papers

Evans, S.N., Hansen, B.B. and Stark, P.B.
Minimax expected measure confidence sets for restricted location parameters
Konakov, V. and Mammen, E.
Edgeworth-type expansions for transition densities of Markov chains converging to diffusions
van Zanten, H.
On the rate of convergence of the maximum likelihood estimator in Brownian semimartingale models
Nagaev, A. and Zaigraev, A.
New large-deviation local theorems for sums independent and identically distributed random vectors when the limit distribution is α-stable
Jourdain, B., Méléard, S. and Woyczynski, W.A.
Probabilistic approximation and inviscid limits for one-dimensional fractional conservation laws
Qin, G. and Tsao, M.
Empirical likelihood based inference for the derivative of the nonparametric regression function
Crimaldi, I. and Pratelli, L.
Convergence results for conditional expectations
Fushiki, T.
Bootstrap prediction and Bayesian prediction under misspecified models

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Volume Eleven

Number Three June 2005

Papers

Klüppelberg, C. and Lindner, A.
Extreme value theory for moving average processes with light-tailed innovations
Butucea, C. and Neumann, M.H.
Exact asymptotics for estimating the marginal density of discretely observed diffusion processes
Shimura, T. and Watanabe, T.
Infinite divisibility and generalized subexponentiality
Rivero, V.
Recurrent extensions of self-similar Markov processes and Cramér's condition
Chiu, S.N. and Yin, C.
Passage times for a spectrally negative Lévy process with applications to risk theory
Morvai, G. and Weiss, B.
On classifying processes
Roos, B.
On Hipp's compound Poisson approximations via concentration functions
González, G., Martínez, R. and Mota M.
On the unlimited growth of a class of homogeneous multitype Markov chains

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Volume Eleven

Number Two April 2005

Papers

Bibby, B.M., Skovgaard, I.M. and Sřrensen, M.
Diffusion-type models with given marginal distribution and autocorrelation function
Gamboa, F. and Loubes, J.-M.
Wavelet estimation of a multifractal function
Peszat, S. and Russo, F.
Large-noise asymptotics for one-dimensional diffusions
Lenstra, A.J.
Cramér–Rao revisited
Decreusefond, L. and Savy, N.
Filtered Brownian motions as weak limit of filtered Poisson processes
Fushiki, T., Komaki, F. and Aihara, K.
Nonparametric bootstrap prediction
Butucea, C. and Matias, C.
Minimax estimation of the noise level and of the deconvolution density in a semiparametric convolution model
Cai, T.T. and Low, M.G.
Adaptive estimation of linear functionals under different performance measures
Hayashi, T. and Yoshida, N.
On covariance estimation of nonsynchronously observed diffusion processes

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Volume Eleven

Number One February 2005

Papers

Ghosh, A.K. and Chaudhuri, P.
On data depth and distribution free discriminant analysis using separating surfaces
Dassios, A.
On the quantiles of the Brownian motion and their hitting times
González, M., Molina, M. and del Puerto, I.
On L2-convergence of controlled branching processes with random control function
Adell, J.A. and Lekuona, A.
Sharp estimates in signed Poisson approximation of Poisson mixtures
Reiss, M.
Adaptive estimation for affine stochastic delay differential equations
Vandekerkhove, P.
Consistent and asymptotically normal parameter estimates for hidden Markov mixtures of Markov models
del Barrio, E., Giné, E. and Utzet, F.
Asymptotics for L2 functionals of the empirical quantile process with applications to tests of fit based on weighted Wasserstein distances
 

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Volume Ten

Number Six December 2004

Papers

Editorial: van de Geer, S.A. and van Houwelingen, H.C.
High-dimensional data: p >> n in mathematical statistics and bio-medical applications
Lee, M.-L.T. and Whitmore, G.A.
Intensity-dependent normalization in microarray analysis: a note of concern
Garrett, E.S. and Parmigiani, G.
A nested unsupervised approach to identifying novel molecular subtypes
Greenshtein, E. and Ritov, Y.
Persistency in high-dimensional linear predictor-selection and the virtue of overparametrization
Bickel, P.J. and Levina, E.
Some theory for Fisher's linear discriminant function, 'naive Bayes', and some alternatives when there are many more variables than observations
Keleş, S., van der Laan, M. and Dudoit, S.
Asymptotically optimal model selection method with right censored outcomes
Birgé, L.
Model selection for Gaussian regression with random design
Kerkyacharian, G. and Picard, D.
Regression in random design and warped wavelets

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Volume Ten

Number Five October 2004

Papers

Blower, G.
Transportation of measure, Young diagrams and random matrices
 Denis, L.
Solutions of stochastic partial differential equations considered as Dirichlet processes
 Grossmann, S. and Yakir, B.
Large deviations for global maxima of independent superadditive processes with negatieve drift and an application to optimal sequence alignments
 Fermanian, J.-D., Radulović and Wegkamp, M.
Weak convergence of empirical copula processes
 Eaton, M.L. and Freedman, D.A.
Dutch book against some 'objective' priors
 Bertin, K.
Asymptotically exact minimax estimation in sup-norm for anisotropic Hölder classes
 Schick, A. and Wefelmeyer, W.
Functional convergence and optimality of plug-in estimators for stationary densities of moving average processes
 Hall, P. and Bura, E.
Nonparametric methods of inference for finite-state, inhomogeneous Markov processes

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Volume Ten

Number Four August 2004

Papers

Samarov, A. and Tsybakov, A.
Nonparametric independent component analysis
Cheng, K.F. and Chu, C.K.
Semiparametric density estimation under a two-sample density ratio model
Francq, C. and Zakoďan, J.-M.
Maximum likelihood estimation of pure GARCH and ARMA-GARCH processes
Marriott, P. and Vos, P.
On the global geometry of parametric models and information recovery
Lijoi, A., Prünster, I. and Walker, S.G.
Extending Doob's consistency theorem to nonparametric densities
Čekanavičius, V.
On local estimates and the Stein method
Massam, H. and Wesolowski, J.
The Matsumoto–Yor property on trees
Genon-Catalot, V. and Kessler, M.
Random scale perturbation of an AR(1)-process and its properties as a non linear explicit filter
Giné, E. and Mason, D.M.
The law of the iterated logarithm for the integrated squared deviation of a kernel density estimator
 

Correction

Chan, H.P.
'Upper bounds and importance sampling of p-values for DNA and protein sequence alignments'

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Volume Ten

Number Three June 2004

Papers

van Zwet, E.
Laslett's line segment problem
Massé, J.-C.
Asymptotics for the Tukey depth process, with an application to a multivariate trimmed mean
Severini, T.A.
Likelihood functions based on parameter-dependent functions
Hu, F. and Zhang, L.-X.
Asymptotic normality of urn models for clinical trials with delayed response
Helmers, R., Jing, B.-Y., Qin, G. and Zhou, W.
Saddlepoint approximations to the trimmed mean
Götze, F. and Tikhomirov, A.
Rate of convergence in probability to the Marchenko–Pastur law
Hobert, J.P., Marchev, D. and Schweinsberg, J.
Stability of the tail Markov chain and the evaluation of improper priors for an exponential rate parameter

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Volume Ten

Number Two April 2004

Papers

Juditsky, A. and Lambert-Lacroix, S.
On minimax density estimation on R
Turova, T.S.
Berry–Esseen and central limit theorems for serial rank statistics via graphs
 Draisma, G., Drees, H., Ferreira, A. and de Haan, L.
Bivariate tail estimation: dependence in asymptotic independence
 Milstein, G.N., Schoenmakers, J.G.M. and Spokoiny, V.
Transition density estimation for stochastic differential equations via forward–reverse representations
 Tudor, C.A.
Martingale-type stochastic calculus for anticipating integral processes
 Surgailis, D.
Stable limits of sums of bounded functions of long memory moving averages with finite variance
 Benassi, A., Cohen, S. and Istas, J.
On roughness indices for fractional fields
 Acknowledgement of Priority
Ehm, W., Genton, M.G. and Gneiting, T.
Stationary covariances associated with exponentially convex functions

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Volume Ten

Number One February 2004

Papers

Patil, P.N. and Wood, A.T.A.
Counting process intensity estimation by orthogonal wavelet methods
 Yang, Y.
Aggregating regression procedures to improve performance
 Aneiros-Pérez, G., González-Manteiga, W. and Vieu, P.
Estimation and testing in a partial linear regression model under long-memory dependence
Gnedin, A.V.
The Bernoulli sieve
 Masuda, H.
On multidimensional Ornstein–Uhlenbeck processes driven by a general Lévy process
 Pipiras, V., Taqqu, M.S. and Levy, J.B.
Slow, fast and arbitrary growth conditions for renewal–reward processes when both the renewals and the reward are heavy-tailed
 Quer-Sardanyons, L. and Sanz-Solé, M.
A stochastic wave equation in dimension 3: smoothness of the law

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Volume Nine

Number Six December 2003

Papers

Ben Arous, G. and Sortais, M.
Large deviations in the Langevin dynamics of a short-range spin glass
Bender, C.
An S-transform approach to integration with respect to a fractional Brownian motion
Lanzinger, H. and Stadtmüller, U.
Baum–Katz laws for certain weighted sums of independent and identically distributed random variables
Bally, V. and Pagčs, G.
A quantization algorithm for solving multidimensional discrete-time optimal stopping problems
Sřrensen, M. and Uchida, M.
Small-diffusion asymptotics for discretely sampled stochastic differential equations
Fiocco, M. and van Zwet, W.R.
Parameter estimation for the supercritical contact process
Dobra, A.
Markov bases for decomposable graphical models

Corrections

Barndorff-Nielsen, O.E. and Shephard, N.
Realized power variation and stochastic volatility model

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Volume Nine

Number Five October 2003

Papers

Markussen, B.
Likelihood inference for a discretely observed stochastic partial differential equation
Fiocco, M. and van Zwet, W.R.
Decaying correlations for the supercritical contact process conditioned on survival
Goldenshluger, A. and Pereverzev, S.V.
On adaptive inverse estimation of linear functionals in Hilbert scales
Wu, W.B.
Empirical processes of long-memory sequences
Pipiras, V. and Taqqu, M.S.
Central limit theorems for partial sums of bounded functionals of infinite-variance moving averages
Girardin, V. and Senoussi, R.
Semigroup stationary processes and spectral representation
Bernardoff, P.
Which negative multinomial distributions are infinitely divisible?
Tsai, H. and Chan, K.S.
A note on parameter differentiation of matrix exponentials, with applications to continous-time modelling

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Volume Nine

Number Four August 2003

Papers

Jarner, S.F. and Tweedie, R.L.
Necessary conditions for geometric and polynomial ergodicity of random-walk-type Markov chains
Zhang, J. and Liu, A.
Local polynomial fitting based on empirical likelihood
Ehm, W., Genton, M.G. and Gneiting, T.
Stationary covariances associated with exponentially convex functions
Drees, H.
Extreme quantile estimation for dependent data, with applications to finance
Hinz, J.
Optimizing a portfolio of power-producing plants
Gaigalas, R. and Kaj, I.
Convergence of scaled renewal processes and a packet arrival model
Comets, F., Shiga, T. and Yoshida, N.
Directed polymers in a random environment: path localization and strong disorder
Hansen, N.R.
Geometric ergodicity of discrete-time approximations to multivariate diffusions
Correction to the list of contents for Volume Nine Number Three 2003
By an unfortunate error a wrong title was given for the paper by S. Hamadčne pp. 517-534. The correct title is: Multidimensional backward stochastic differential equations with uniformly continuous coefficients.

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Volume Nine

Number Three June 2003

Papers

de Gunst, M.C.M. and Schouten, J.G.
Model selection for hidden Markov models of ion channel data by reversible jump Markov chain Monte Carlo
Sahu, S.K. and Zhigljavsky, A.A.
Self-regenerative Markov chain Monte Carlo with adaptation
Dümbgen, L.
Optimal confidence bands for shape-restricted curves
van Es, B., Spreij, P. and van Zanten, H.
Nonparametric volatility density estimation
Klüppelberg, C., Mikosch, T. and Schärf, A.
Regular variation in the mean and stable limits for Poisson shot noise
Bellanger, L. and Perera, G.
Compound Poisson limit theorems for high-level exceedances of some non-stationary processes
Hamadčne, S.
Multidimensional backward stochastic differential equations with uniformly continuous coefficients
Takemura, A. and Kuriki, S.
Tail probability via the tube formula when the critical radius is zero
 

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Volume Nine

Number Two April 2003

Papers

Chan, H.P.
Upper bounds and importance sampling of p-values for DNA and protein sequence alignments
Berkes, I., Horváth, L. and Kokoszka, P.
GARCH processes: structure and estimation
Mitra, S., Gneiting, T. and Sasvári, Z.
Polynomial covariance functions on intervals
Barndorff-Nielsen, O.E. and Shephard, N.
Realized power variation and stochastic volatility models
Einmahl, J.H.J. and McKeague, I.W.
Empirical likelihood based hypothesis testing
Amewou-Atisso, M., Ghosal, S., Ghosh, J.K. and Ramamoorthi, R.V.
Posterior consistency for semi-parametric regression problems
Göing-Jaeschke, A. and Yor, M.
A survey and some generalizations of Bessel processes
Alm, S.E.
Monotonicity of the difference between median and mean of gamma distributions and of a related Ramanujan sequence

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Volume Nine

Number One February 2003

Papers

Pitman, J. and Yor, M.
Hitting, occupation and inverse local times on one dimensional diffusions: Martingale and excursion approaches
Peccati, G.
Explicit formulae for time-space Brownian chaos
Del Moral, P. and Zajic, T.
A note on the Laplace–Varadhan integral lemma
Eichelsbacher, P. and Zajic, T.
Moderate deviations for mean-field Gibbs measures
Resnick, S., Samorodnitsky, G., Gilbert, A. and Willinger, W.
Wavelet analysis of conservative cascades
Hallin, M. and Werker, B.J.M.
Semi-parametric efficiency, distribution-freeness and invariance
Larsen, P.V. and Jupp, P.E.
Parametrization-invariant Wald tests

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Volume Eight

Number Six December 2002

Papers

Houdré, C. and Privault, N.
Concentration and deviation inequalities in infinite dimensions via covariance representations
Léonard, C. and Najim, J.
An extension of Sanov's theorem: application to the Gibbs conditioning principle
Lifshits, M. and Shi, Z.
The first exit time of Brownian motion from a parabolic domain
Palmowski, Z. and Rolski, T.
A technique for exponential change of measure for Markov processes
Hallin, M. and Paindaveine, D.
Optimal procedures based on interdirections and pseudo-Mahalanobis ranks for testing multivariate elliptic white noise against ARMA dependence
Koster, J.T.A.
Marginalizing and conditioning in graphical models

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Volume Eight

Number Five October 2002

Papers

Chaudhuri, P. and Loh, W.-Y.
Nonparametric estimation of conditional quantiles using quantile regression trees
Baraud, Y.
Non-asymptotic minimax rates of testing in signal detection
Van Keilegom, I. and Veraverbeke, N.
Density and hazard estimation in censored regression models
Perera, G.
Irregular sets and central limit theorems
Jacobsen, M.
Optimality and small &Delta-optimality of martingale estimating functions
Kühn, T. and Linde, W.
Optimal series representation of fractional Brownian sheets

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Volume Eight

Number Four August 2002

Papers

Blower, G. and Kelsall, J.E.
Nonlinear kernel density estimation for binned data: convergence in entropy
Philippe, A. and Rousseau, J.
Non-informative priors in the case of Gaussian long-memory processes
Kohler, M., Krzyzak, A. and Schäfer, D.
Application of structural risk minimization to multivariate smoothing spline regression estimates
Sřrensen, H.
Estimation of diffusion parameters for discretely observed diffusion processes
Madan, D.B. and Yor, M.
Making Markov martingales meet marginals: with explicit constructions
Fournier, N. and Méléard, S.
A weak criterion of absolute continuity for jump processes: application to the Boltzmann equation

Acknowledgement of priority

Bradley, R.C.
'On positive spectral density functions'

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Volume Eight

Number Three June 2002

Papers

Häggström, O., Jonasson, J. and Lyons, R.
Coupling and Bernoullicity in random-cluster and Potts models
Banjevic, D., Ishwaran, H. and Zarepour, M.
A recursive method for functionals of Poisson processes
Chen, Z.
Adaptive ranked-set sampling with multiple concomitant variables: an effective way to observational economy
Barndorff-Nielsen, O.E. and Thorbjřrnsen, S.
Self-decomposability and Lévy processes in free probability
Lamberton, D. and Pagčs, G.
Recursive computation of the invariant distribution of a diffusion
Gut, A.
On the moment problem

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Volume Eight

Number Two April 2002

Papers

Delattre, S. and Hoffmann, M.
Asymptotic equivalence for a null recurrent diffusion
Bradley, R.C.
On positive spectral density functions
Bertoin, J. and Caballero, M.-E.
Entrance from 0+ for increasing semi-stable Markov processes
Beghdadi-Sakrani, S.
The uniqueness class of continuous local martingales
Kerkyacharian, G. and Picard, D.
Minimax or maxisets?
El Bantli, F. and Hallin, M.
Estimation of the innovation quantile density fungtion of an AR(p) process based on autoregression quantiles

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Volume Eight

Number One February 2002

Papers

Franke, J., Kreiss, J.-P. and Mammen, E.
Bootstrap of kernel smoothing in nonlinear time series
Assaf, D. and Samuel-Cahn, E.
Prophet inequalities for optimal stopping rules with probabilistic recall
Lo, V.S.F., Roberts, G.O. and Daniels, H.E.
Inverse method of images
Rüschendorf, L. and Woerner, J.H.C.
Expansion of transition distributions of Lévy processes in small time
Benassi, A., Cohen, S. and Istas, J.
Identification and properties of real harmonizable fractional Lévy motions
Chan, K.-S. and Tong, H.
A note on the equivalence of two approaches for specifying a Markov process
Lepeltier, J.-P. and San Martín, J.
On the existence or non-existence of solutions for certain backward stochastic differential equations

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Volume Seven

Number Six December 2001

Papers

Hall, P., Melville, G. and Welsh, A.H.
Bias correction and bootstrap methods for a spatial sampling scheme
Borkovec, M.
Asymptotic behaviour of the sample autocovariance and autocorrelation function of the AR(1) process with ARCH(1) errors
Pipiras, V. and Taqqu, M.S.
Are classes of deterministic integrands for fractional Brownian motion on an interval complete?
Gobet, E.
Local asymptotic mixed normality property for elliptic diffusion: a Malliavin calculus approach
Cheridito, P.
Mixed fractional Brownian motion
Ferrari, P.A., Lebowitz, J.L. and Speer, E.
Blocking measures for asymmetric exclusion processes via coupling

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Volume Seven

Number Five October 2001

Papers

Iouditsky, A., Moulines, E. and Soulier, P.
Adaptive estimation of the fractionnal differencing coefficient
Beran, J. and Feng, Y.
Local polynomial estimation with a FARIMA-GARCH error process
Cheng, S. and Peng, L.
Confidence intervals for the tail index
Nualart, D. and Schoutens, W.
Backward stochastic differential equations and Feynman-Kac formula for Lévy processes, with applications in finance
Cardon-Weber, C.
Cahn-Hilliard stochastic equation: existence of the solution and its density
Lin, G.D. and Hu, C.-Y.
The Riemann zeta distribution

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Volume Seven

Number Four August 2001

Papers

Guglielmi, A. and Tweedie, R.L.
Markov chain Monte Carlo estimation of the law of the mean of a Dirichlet process
Kyprianou, A.E. and Rahimzadeh Sani, A.
Martingale convergence and functional equation in the multi-type branching random walk
Caramellino, L. and Di Vincenzo, V.
Law of the iterated logarithm for random walks on nilpotent groups
Gushchin, A.A. and Küchler, U.
Addendum to 'Asymptotic inference for a linear stochastic differential equation with time delay'
Yang, Y.
Nonparametric regression with dependent errors
Hallin, M., Lu, Z. and Lanh Tat Tran
Density estimation for spatial linear processes
Dette, H. and Von Lieres und Wilkau, C.
Testing additivity by kernel-based methods - what is a reasonable test?

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Volume Seven

Number Three June 2001

Papers

R. Douc and C. Matias
Asymptotics of the maximum likelihood estimator for general hidden Markov models
H. Putter and G.A. Young
On the effect of covariance function estimation on the accuracy of kriging predictors
S.G. Bobkov, F. Götze and C. Houdré
On Gaussian and Bernoulli covariance representations
G.O. Roberts and J.S. Rosenthal
Infinite hierarchies and prior distributions
P.A. Mykland
Likelihood computations without Bartlett identities
D. Ferger
Analysis of change-point estimators under the null hypothesis
G. Gayraud
Minimax hypothesis testing about the density support
E. Lungu and B. Řksendal
Optimal harvesting from interacting populations in a stochastic environment
A. Gut
Mixed shock models
L. Alili and L. Chaumont
A new fluctuation identity for Lévy processes and some applications

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Volume Seven

Number Two April 2001

Papers

S. Resnick and G. Samorodnitsky
Steady-state distribution of the buffer for M/G/indefinite input fluid queues
W.J. Runggaldier and F. Spizzichino
Sufficient conditions for finite dimensionality of filters in discrete time: a Laplace transform-based approach
H. Haario, E. Saksman and J. Tamminen
An adaptive Metropolis algorithm
M. Kessler, A. Schick and W. Wefelmeyer
The information in the marginal law of a Markov chain
F. Comte
Adaptive estimation of the spectrum of a stationary Gaussian sequence
B. Bercu
On large deviations in the Gaussian autoregressive process: stable, unstable and explosive cases
P. Hall and S. Penev
Cross-validation for choosing resolution level for nonlinear wavelet curve estimators
A. Dembo, A. Kagan and L.A. Shepp
Remarks on the maximum correlation coefficient
M. Yor and M. Zani
Large deviations for the Bessel clock
F. Russo, P. Vallois and J. Wolf
A generalized class of Lyons-Zheng processes

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Volume Seven

Number One February 2001

Papers

M.A. Jonker and A.W. van der Vaart
A semi-parametric model for censored and passively registered data
A. Schick
Sample splitting with Markov chains
L. Cavalier
On the problem of local adaptive estimation in tomography
J. Cvitanic and I. Karatzas
Generalized Neyman-Pearson lemma via convex duality
M. Schlather
On the second-order characteristics of marked point processes
V. Belitsky, P.A. Ferrari, M.V. Menshikov and S.YU. Popov
A mixture of the exclusion process and the voter model
A. Alabert and I. Gyöngy
On stochastic reaction-diffusion equations with singular force term
N. Fournier
Support theorem for the solution of a white-noise-driven parabolic stochastic partial differential equation with temporal Poissonian jumps

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Volume Six

Number Six December 2000

Papers

Endre Csaki, Pal Révész and Zhan Shi
Favourite sites, favourite values and jump sizes for random walk and Brownian motion
Mohamed Mellouk
A large deviation principle for random evolution equations
Guillermo Ferreyra and Padamanbhan Sundar
Comparison of stochastic Volterra equations
Jean-Claude Gruet
A note on hyperbolic von Mises distributions
Ayalvadi J. Ganesh and Neil O'Connell
A large-deviation principle for Dirichlet posteriors
Nobuaki Hoshino and Akimichi Takemura
On reduction of finite-sample variance by extended Latin hypercube sampling
Valentine Genon-Catalot, Thierry Jeantheau and Catherine Larédo
Stochastic volatility models as hidden Markov models and statistical applications
Damir Filipovic
Exponential-polynomial families and the term structure of interest rates
Michael G. Akritas
The central limit theorem under censoring
Lutz Mattner
Minimal sufficient statistics in location-scale parameter models

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Volume Six

Number Five October 2000

Papers

Eva B. Vedel Jensen and Linda Stougaard Nielsen
Inhomogeneous Markov point processes by transformation
A.J. Baddeley
Time-invariance estimating equations
Andrew T.A. Wood
Bootstrap relative errors and sub-exponential distributions
Peter Hall and Nader Tajvidi
Distribution and dependence-function estimation for bivariate extreme-value distributions
Marc Lavielle and Carenne Ludeńa
The multiple change-points problem for the spectral distribution
Nathalie Eisenbaum
On local times of a symmetric stable process as a doubly-indexed process
Annie Millet and Marta Sanz-Solé
Approximation and support theorem for a wave equation in two space-dimensions
Vladimir V. Anisimov and Georg Ch. Pflug
Z-theorems: limits of stochastic equations
Jordan Stoyanov
Krein condition in probabilistic moment problems

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Volume Six

Number Four August 2000

Papers

Henry E. Daniels
The first crossing-time density for Brownian motion with a perturbed linear boundary
A.D. Barbour and Aihua Xia
Estimating Stein's constants for compound Poisson approximation
Vydas Cekanavicus and Julius Kruopis
Signed Poisson approximation: a possible alternative to normal and Poisson laws
Vladas Pipiras and Murad S. Taqqu
The limit of a renewal reward process with heavy-tailed rewards is not a linear fractional stable motion
Svend Erik Graversen and Albert N. Shiryaev
An extension of P. Lévy's distributional properties to the case of a Brownian motion with drift
Sergey G. Bobkov and Christian Houdré
Weak dimension-free concentration of measure
Nicholas Privault, Josep Luis Solé and J. Vives
Chaotic Kabanov formula for the Azéma martingales
Xavier Bardina and Maria Jolis
Weak approximation of the Brownian sheet from a Poisson process in the plane
Bent Jesper Christensen and Nicholas M. Kiefer
Panel data, local cuts and orthogeodesic models
Eitan Greenshtein and Ya'acov Ritov
Sampling from a stationary process and detecting a change in the mean of a stationary distribution
Sam Efromovich
Can adaptive estimators for Fourier series be of interest to wavelets?
Carenne Ludeńa
Parametric estimation for Gaussian long-range dependent processes based on the log-periodogram
Mindaugas Bloznelis and Friedrich Götze
An Edgeworth expansion for finite-population U-statistics

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Volume Six

Number Three June 2000

Papers

Colleen D. Cutler
Computing pointwise fractal dimension by conditioning in multivariate distributions and time series
Thomas Mikosch and Rimas Norvaisa
Stochastic integral equations without probability
Tsung-Ming Chao and Ching-Sung Chou
On some inequalities of local times for Azéma Martingales
Norman E. Breslow, James M. Robins and Jon A. Wellner
On the semi-parametric efficiency of logistic regression under case-control sampling
Sřren Feodor Nielsen
The stochastic EM algorithm: Estimation and asymptotic results
Biao Zhang
Quantile estimation under a two-sample semi-parametric model
Piotr Kokoszka and Remigijus Leipus
Change-point estimation in ARCH models
Erich Haeusler, David M. Mason and Tatyana S. Turova
A study of serial ranks via random graphs

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Volume Six

Number Two April 2000

Papers

David Siegmund and Benjamin Yakir
Tail probabilities for the null distribution of scanning statistics
Steven T. Garren and Richard L. Smith
Estimating the second largest eigenvalue of a Markov transition matrix
Andrea Rotnitzky, D.R. Cox, Matteo Bottai and James Robins
Likelihood-based inference with singular information matrix
Peter McCullagh
Resampling and exchangeable arrays
Sřren Asmussen, Klemens Binswanger and Bjarne Hřjgaard
Rare events simulation for heavy-tailed distributions
Krishna B. Athreya
Change of measures for Markov chains and the Llogl theorem for branching processes
David Nualart and Carles Rovira
Large deviations for stochastic Volterra equations
José R. León and Gonzalo Perera
Approximation of the Ornstein-Uhlenbeck local time by harmonic oscillators

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Volume Six

Number One February 2000

Papers

Gregory A. Burd, Edward C. Waymire and Ronald D. Winn
A Self-similar invariance of critical binary Galton-Watson trees
Joshua B. Levy and Murad S. Taqqu
Renewal reward processes with heavy-tailed interrenewal times and heavy-tailed rewards
Hartmut Lanzinger and Ulrich Stadtmüller
Weighted sums for i.i.d. random variables with relatively thin tails
C. Donati-Martin and Marc Yor
Some measure valued Markov processes attached to occupation times of Brownian motion
Xuerong Mao, Alexander Matasov and Aleksey B. Piunovskiy
Stochastic differential delay equations with Markovian switching
Begońa Fernández and Sylvie Méléard
Asymptotic behaviour for interacting diffusion processes with space-time random birth
Vladimir Koltchinskii and Evarist Giné
Random matrix approximation of spectra of integral operators
Ming-Yen Cheng, Edwin Choi, Jianqing Fan and Peter Hall
Skewing-methods for two-parameter locally parametric density estimation
Paola Bortot and Stuart Coles
A sufficiency property arising from the characterization of extremes of Markov chains

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Volume Five

Number Six December 1999

Papers

August A. Balkema, Claudia Klüppelberg and Sidney I. Resnick
Limit laws for exponential families
Anthony G. Pakes
Revisiting conditional limit theorems for the mortal simple branching process
Hanspeter Schmidli
Compund sums and subexponentiality
Abram Kagan, Colin L. Mallows, Larry A. Shepp, Robert J. Vanderbei and Yehuda Vardi
Symmetrization of binary random variables
Bero Roos
Asymptotics and sharp bounds in the Poisson approximation to the Poisson-binomial distribution
Miklos Csörgö, Zhan Shi and Marc Yor
Some asymptotic properties of the local time of the uniform empirical process
Alexander A. Gushchin and Uwe Küchler
Asymptotic inference for a linear stochastic differential equation with time delay
Alexander Korostelev and Michael Nussbaum
The asymptotic minimax constant for sup-norm loss in nonparametric density estimation
Juha Heikkinen and Antti Penttinen
Bayesian smoothing in the estimation of the pair potential function of Gibbs point processes

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Volume Five

Number Five October 1999

Papers

Martin Möhle
The concept of duality and applications to Markov processes arising in neutral population genetics models
David G. Hobson, David Williams and Andrew T.A. Wood
Taylor expansions of curve-crossing probabilities
Hermann Thorisson
Point-stationarity in d dimensions and Palm theory
Morris L. Eaton and William D. Sudderth
Consistency and strong inconsistency of group-invariant predictive inferences
Valentine Genon-Catalot, Thierry Jeantheau and Catherine Larédo
Parameter estimation for discretely observed stochastic volatility models
Rainer Dahlhaus, Michael H. Neumann and Rainer von Sachs
Nonlinear wavelet estimation of time-varying autoregressive processes
Alexander Goldenshluger
On pointwise adaptive nonparametric deconvolution
Li-Shan Huang and Jianqing Fan
Nonparametric estimation of quadratic regression functionals

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Volume Five

Number Four August 1999

Papers

Ilkka Norros, Esko Valkeila and Jorma Virtamo
An elementary approach to a Girsanov formula and other analytical results on fractional Brownian motions
Richard Dante DeBlassie
Scale invariant diffusions: transience and non-polar points
François Coquet and Leszek Slominski
On the convergence of Dirichlet processes
Olle Häggström, Marie-Colette N.M. van Lieshout and Jesper Mřller
Characterization results and Markov chain Monte Carlo algorithms including exact simulation for some spatial point processes
Jana Jurecková
Regression rank-scores tests against heavy-tailed alternatives
Stephen Raymond Chamberlin
Self-similarity of mathematical likelihood
Biman Chakraborty
On multivariate median regression
Mohamed Lemdani and Odile Pons
Likelihood ratio tests in contamination models
Giovanni Pistone and Maria Piera Rogantin
The exponential statistical manifold: mean parameters, orthogonality and space transformations

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Volume Five

Number Three June 1999

Papers

Susan A. Murphy and Aad W. van der Vaart
Observed information in semi-parametric models
Peter J. Bickel and Peter Bühlmann
A new mixing notion and functional central limit theorems for a sieve bootstrap in time series
Marc Hoffmann
Lp estimation of the diffusion coefficient
Uwe Küchler and Michael Sřrensen
A note on limit theorems for multivariate martingales
Damiano Brigo, Bernard Hanzon and François Le Gland
Approximate nonlinear filtering by projection on exponential manifolds of densities
Sanjar Aspandiiarov and Roudolf Iasnogorodski
Asymptotic behaviour of stationary distributions for countable Markov chains, with some applications

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Volume Five

Number Two April 1999

Papers

Brent M. Troutman and Aldo V. Vecchia
Estimation of Rényi exponents in random cascades
Sándor Csörgö and Jan Mielniczuk
Random-design regression under long-range dependent errors
Peter Grandits
The p-optimal martingale measure and its asymptotic relation with the minimal entropy martingale measure
Jim Pitman and Marc Yor
Laplace transforms related to excursions of a one-dimensional diffusion
David Márquez-Carreras and Marta Sanz-Solé
Expansion of the density: a Wiener-chaos approach
Pierre-Luc Morien
The Hölder and the Besov regularity of the density for the solution of a parabolic stochastic partial differential equation
Mathieu Kessler and Michael Sřrensen
Estimating equations based on eigenfunctions for a discretely observed diffusion process
Subhashis Ghosal
Asymptotic normality of posterior distributions in high-dimensional linear models
Oleg V. Lepski and Vladimir G. Spokoiny
Minimax nonparametric hypothesis testing: the case of an imhomogeneous alternative
Felix Abramovich and Vadim Grinshtein
Derivation of equivalent kernel for general spline smoothing: a systematic approach

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Volume Five

Number One February 1999

Papers

David J. Aldous
Deterministic and stochastic models for coalescence (aggregation and coagulation): a review of the mean-field theory for probabilists
Nathalie Eisenbaum and Z.han Shi
Uniform oscillations of the local time of iterated Brownian motion
Richard C. Bradley
On the growth of variances in a central limit theorem for strongly mixing sequences
Patrick Cattiaux and Fabrice Gamboa
Large deviations and variational theorems for marginal problems
Priscilla E. Greenwood and Wolfgang Wefelmeyer
Reversible Markov chains and optimality of symmetrized empirical estimators
A.Philip Dawid and Vladimir G. Vovk
Prequential probability: Principles and properties
José M. Corcuera and Frederica Gummolč
On the relationship between alpha-connections and the asymptotic properties of predictive distributions
Peter Hall and Julian Z. Wang
Estimating the end-point of a probability distribution using minimum-distance methods

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Volume Four

Number Four December 1998

Papers

Persi W. Diaconis and David Freedman
Consistency of Bayes estimates for nonparametric regression: normal theory
Samy Tindel
Quasilinear stochastic elliptic equations with reflection: the existence of a density
Eugene A. Dorofeev
Upper functions for plane Brownian windings
Nanny Wermuth and D.R. Cox
On association models defined over independence graphs
Ronald W. Butler and Marc S. Paolella
Approximate distributions for the various serial correlograms
Eduard Belitser
Efficient estimation of analytic density under random censorship

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Volume Four

Number Three September 1998

Papers

V. Genon-Catalot, T. Jeantheau and C. Larédo
Limit theorems for discretely observed stochastic volatility models
E. Carlstein, K.-A. Do, P. Hall, T. Hesterberg and H.R. Künsch
Matched-block bootstrap for dependent data
L. Birgé and P. Massart
Minimum contrast estimators on sieves: exponential bounds and rates of convergence
G. Koshevoy and K. Mosler
Lift zonoids, random convex hulls and the variability of random vectors
I.H. Dinwoodie
The Diaconis-Sturmfels algorithm and rules of succession

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Volume Four

Number Two June 1998

Papers

A.S. Kozek, J.R. Leslie and E.F. Schuster
On a universal strong law of large numbers for conditional expectations
Y. Ogata, A. Kobayashi, N. Mikami, Y. Murata and K. Katasura
Correction of earthquake location estimation in a small-seismic-array-system
J. Istas and H. Stryhn
Discretely observing a white noise change-point model in the presence of blur
A. Puhalskii and V. Spokoiny
On large-deviation efficiency in statistical inference
S. Efromovich
On global and pointwise adaptive estimation

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Volume Four

Number One March 1998

Papers

Cheng, M-Y., Hall, P. and Titterington, D.M.
Optimal design for curve estimation by local linear smoothing
Oudshoorn, C.G.M.
Asymptotically minimax estimation of a function with jumps
Barndorff-Nielsen, O.E. and Wood, T.A.
On large deviations and choice for ancillary for p* and r*
Greenwood, P.E. and Wefelmeyer, W.
Cox's factoring of regression model likelihoods for continuous-time processes
Ma, J., Protter, P. and San Martin, J.
Anticipating integrals for a class of martingales
N'zi, M., Rémillard, B. and Theodorescu, R.
Between Strassen and Chung normalizations for Lévy's area process
Samorodnitsky, G.
Lower tails of self-similar stable processes

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Volume Three

Number Four December 1997

Papers

Ferrante, M. and Nualart, D.
An example on a non-Markovian stochastic two-point boundary value problem
Hu, Y. and Shi, Z.
Extreme lengths in Brownian and Bessel excursions
Petterson, R.
Penalization schemes for reflecting stochastic differential equations
Dorea, C.C.Y.
Stationary distribution of Markov chains in Rd with application to global random optimization
Wang, H.
Generalized zero-one laws for large order statistics
Kutoyants, Y.A.
Efficiency of the empirical distribution for ergodic diffusion
Beibel, M.
Sequential change-point detection in continuous time when the post-change drift is unknown
Hooghiemstra, G. and Greenwood, P.E.
The domain of attraction of the α-sun operator for type II and type III distribution
 
Acknowledgements
 
Indexes
 

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Volume Three

Number Three September 1997

Papers

Koul, H.L. and Schick, A.
Efficient estimation in nonlinear autoregressive time-series models
Dacunha-Castelle, D. and Gassiat, E.
The estimation of the order of a mixture model
Chandler, R.E.
A spectral method for estimating parameters in rainfall models
Van den Heuvel, E.R. and Klaassen, C.A.J.
Spread, estimators and nuisance parameters
Bentkus, V., Götze, F. and Tikhomirov, A.
Berry-Esseen bounds for statistics of weakly dependent samples
Csörgö, S. and Viharos, L.
Asymptotic normality of least-squares estimators of tail indices

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Volume Three

Number Two June 1997

Papers

Bühlmann, P.
Sieve bootstrap for time series
Bertail, P.
Second-order properties of an extrapolated bootstrap without replacement under weak assumptions
Laurent, B.
Estimation of integral functionals of a density and its derivatives
Jřrgensen, B. and Martínez, J.R.
Tauber theory for infinitely divisible variance functions
Hirth, U.M.
A Poisson approximation for the Dirichlet law, the Ewens sampling formula and the Griffiths-Engen-McCloskey law by the Stein-Chen coupling method
Kohatsu-Higa, A., León, J.A. and Nualart, D.
Stochastic differential equations with random coefficients

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Volume Three

Number One March 1997

Papers

Delattre, S. and Jacod, J.
A central limit theorem for normalized functions of the increments of a diffusion process, in the presence of round-off errors
Amari, S.-I. and Kawanabe, M.
Information geometry of estimating functions in semi-parametric statistical models
Klaassen, C.A.J. and Wellner, J.A.
Efficient estimation in the bivariate normal copula model: normal margins are least favourable
Pitman, J.
Partition structures derived from Brownian motion and stable subordinators
Balaji, S. and Ramasubramanian, S.
Recurrence and transience of diffusions in a half-space

Obituary

Kendall, D.G. and Suhov, Y.M.
Boris Vladimirovitch Gnedenko (1912 - 1995)

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Volume Two

Number Four December 1996

Papers

Beirland, J., Vynckier, P. and Teugels, J.L.
Excess functions and estimation of the extreme-value index
Barndorff-Nielsen, O.E. and Cox, D.R.
Prediction and asymptotics
Roberts, G.O. and Tweedie, R.L.
Exponential convergence of Langevin distributions and their discrete approximations
Rosinski, J. and Samorodnitsky, G.
Classes of mixing stable processes

Amendments and corrections

Delbaen, F. and Schachermayer, W.
`The variance-optimal martingale measure for continuous processes'
Acknowledgements
 
Indexes
 

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Volume Two

Number Three September 1996

Papers

Bickel, P.J. and Ritov, Y.
Inference in hidden Markov models I: Local asymptotic normality in the stationary case
Kerkkyacharian, G., Picard, D. and Tribouley, K.
LP adaptive density estimation
Bobkov, S.G. and Houdré, C.
Variance of Lipschitz functions and an isoperimetric problem for a class of product measures
Azaďs, J.-M. and Wschebor, M.
Almost sure oscillation of certain random processes
Jacobsen, M.
Laplace and the origin of the Ornstein-Uhlenbeck process
Dufresne, D.
On the stochastic equation L(X) = L[B(X+C)] and a property of gamma distributions

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Volume Two

Number Two June 1996

Papers

Gorostiza, L.G.
Asymptotic fluctuations and critical dimension for a two-level branching system
Daniels, H.E.
Approximating the first crossing-time density for a curved boundary
Skovgaard, I.M.
An explicit large-deviation approximation to one-parameter tests
Golubev, Y.K., Levit, B.Y. and Tsybakov, A.B.
Asymptotically efficient estimation of analytic functions in Gaussian noise
Zhang, B.
Some asymptotic results for kernel density estimation under random censorship

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Volume Two

Number One March 1996

Papers

Giné, E.
Empirical processes and applications: an overview
Wellner, J.A.
Discussion
Giné, E.
Rejoinder
Donoho, D.L. and Johnstone, I.M.
Neo-classical minimax problems, thresholding and adaptive function
Révész, P.
Distribution of the particles of a critical branching Wiener process
Delbaen, F. and Schachermayer, W.
The variance-optimal martingale measure for continuous processes

Amendments and corrections

Bhattacharya, R.N. and Götze, F.
Time-scales for Gaussian approximation and its breakdown under a hierarchy of periodic spatial heterogeneities
Jagers, P.
Branching processes as Population Dynamics

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Volume One

Number Four December 1995

Papers

Lindgren, G. and Rychlik, I.
How reliable are contour curves? Confidence sets for level contours
Cohen, A., Sackrowitz, H.B. and Samuel-Cahn, E.
Constructing tests for normal order restricted inference
Van der Laan, M.J.
An identity for nonparametric maximum likelihood estimator in missing data and biased sampling models
Cox, J.T. and Durrett, R.
Hybrid zones and voter model interfaces
Werner, W.
On Brownian disconnection exponents
Letac, G. and Seshadri, V.
A random continued fraction in $R^{d+1}$d+1 with an inverse Gaussian distribution
Acknowledgements
 
Index
 

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Volume One

Number Three September 1995

Papers

Cioczek-Georges, R., Mandelbrot, B.B., Samorodnitsky, G. and Taqqu, M.S.
Stable fractal sums of pulses: the cylindrical case
Hestir, K. and Williams, S.C.
Supports of doubly stochastic measures
Joshi, S.N. and Nagaraja, H.N.
Joint distribution of maxima of concomitants of subsets of order statistics
Pedersen, A.R.
Consistency and asymptotic normality of an approximate maximum likelihood estimator for discretely observed diffusion processes
Eberlein, E. and Keller, U.
Hyperbolic distributions in finance

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Volume One

Numbers One/Two March/June 1995

Papers

Kendall, D.G.
The foundation of the Bernoulli Society
Kelsall, J.E. and Diggle, P.J.
Kernel estimation of relative risk
Bibby, B.M. and Sřrensen, M.
Martingale estimation functions for discretely observed diffusion processes
Hall, P. and Patil, P.
On wavelet methods for estimating smooth functions
Gill, R.D. and Levit, B.Y.
Applications of the van Trees inequality: a Bayesian Cramér-Rao bound
Bhattacharya, R.N. and Götze, F.
Time-scales for Gaussian approximation and its breakdown under a hierarchy of periodic spatial heterogeneities
Klüppelberg, C. and Mikosch, T.
Explosive Poisson shot noise processes with applications to risk reserves
Föllmer, H., Protter, P. and Shiryayev, A.N.
Quadratic covariation and an extension of Itô's formula
Wakolbinger, A.
Limits of spatial branching populations (with Discussion)
Jagers, P.
Branching processes as population Dynamics

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