Table of contents, Bernoulli Journal, vol. 11, no. 2 (2005)

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Table of contents, Bernoulli Journal, vol. 11, no. 2 (2005)

Diffusion-type models with given marginal distribution and autocorrelation function; Authors: Bo Martin Bibby, Ib Michael Skovgaard, Michael Sørensen

Wavelet estimation of a multifractal function; Authors: Fabrice Gamboa, Jean-Michel Loubes

Large-noise asymptotics for one-dimensional diffusions; Authors: Szymon Peszat, Francesco Russo

Cramér-Rao revisited; Authors: Andries Lenstra

Filtered Brownian motions as weak limit of filtered Poisson processes; Authors: Laurent Decreusefond, Nicholas Savy

Nonparametric bootstrap prediction; Authors: Tadayoshi Fushiki, Fumiyasu Komaki, Kazuyuki Aihara

Minimax estimation of the noise level and of the deconvolution density in a semiparametric convolution model; Authors: Cristina Butucea, Catherine Matias

Adaptive estimation of linear functionals under different performance measures; Authors: T. Tony Cai, Mark G. Low

On covariance estimation of non-synchronously observed diffusion processes; Authors: Takaki Hayashi, Nakahiro Yoshida

Article information

Bernoulli, Volume 11, Number 2 (2005).

First available in Project Euclid: 17 May 2005

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