Bernoulli

Volume 13, Number 3

August 2007

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Frontmatter

Table of Contents
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Editorial Staff
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Papers

Are volatility estimators robust with respect to modeling assumptions?Yingying Li and Per A. Mykland; 601 - 622
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Local mixture models of exponential familiesKarim Anaya-Izquierdo and Paul Marriott; 623 - 640
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When is Eaton’s Markov chain irreducible?James P. Hobert, Aixin Tan, and Ruitao Liu; 641 - 652
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High-resolution product quantization for Gaussian processes under sup-norm distortionHarald Luschgy and Gilles Pagès; 653 - 671
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A kernel type nonparametric density estimator for decompoundingBert van Es, Shota Gugushvili, and Peter Spreij; 672 - 694
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Correcting Newton–Côtes integrals by Lévy areasIvan Nourdin and Thomas Simon; 695 - 711
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Asymptotic expansion and central limit theorem for quadratic variations of Gaussian processesArnaud Begyn; 712 - 753
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Asymptotic normality for the counting process of weak records and δ-records in discrete modelsRaúl Gouet, F. Javier López, and Gerardo Sanz; 754 - 781
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Poisson-type deviation inequalities for curved continuous-time Markov chainsAldéric Joulin; 782 - 798
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Consistency and robustness of kernel-based regression in convex risk minimizationAndreas Christmann and Ingo Steinwart; 799 - 819
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On Itô’s formula for elliptic diffusion processesXavier Bardina and Carles Rovira; 820 - 830
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Computable convergence rates for sub-geometric ergodic Markov chainsRandal Douc, Eric Moulines, and Philippe Soulier; 831 - 848
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Sample path properties of the local time of multifractional Brownian motionBrahim Boufoussi, Marco Dozzi, and Raby Guerbaz; 849 - 867
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Limit theorems for functionals on the facets of stationary random tessellationsLothar Heinrich, Hendrik Schmidt, and Volker Schmidt; 868 - 891
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