Table of contents, Bernoulli Journal, vol. 6, no. 4 (2000)

Abstract

Table of contents, Bernoulli Journal, vol. 6, no. 4 (2000)

The first crossing-time density for Brownian motion with a perturbed linear boundary; Authors: Henry E. Daniels

Estimating Stein's constants for compound Poisson approximation; Authors: A. D. Barbour, Aihua Xia

Signed Poisson approximation: a possible alternative to normal and Poisson laws; Authors: Vydas Cekanavicius, Julius Kruopis

The limit of a renewal reward process with heavy-tailed rewards is not a linear fractional stable motion; Authors: Vladas Pipiras, Murad S. Taqqu

An extension of P. Lévy's distributional; Authors: Svend Erik Graversen, Albert N. Shiryaev

Weak dimension-free concentration of measure; Authors: Sergey G. Bobkov, Christian Houdré

Chaotic Kabanov formula for the Azéma martingales; Authors: Nicolas Privault, Josep Lluís Solé, Josep Vives

Weak approximation of the Brownian sheet from a Poisson process in the plane; Authors: Xavier Bardina, Maria Jolis

Panel data, local cuts and orthogeodesic models; Authors: Bent Jesper Christensen, Nicholas M. Kiefer

Sampling from a stationary process and detecting a change in the mean of a stationary distribution; Authors: Eitan Greenshtein, Ya'Acov Ritov

Can adaptive estimators for Fourier series be of interest to wavelets?; Authors: Sam Efromovich

Parametric estimation for Gaussian long-range dependent processes based on the log-periodogram; Authors: Carenne Ludeña

An Edgeworth expansion for finite-population U-statistics; Authors: Mindaugas Bloznelis, Friedrich Götze