Bernoulli

Volume 22, Number 2

May 2016

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Frontmatter

Editorial Board
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Articles

The number of accessible paths in the hypercubeJulien Berestycki, Éric Brunet, and Zhan Shi; 653 - 680
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Long time behavior of stochastic hard ball systemsPatrick Cattiaux, Myriam Fradon, Alexei M. Kulik, and Sylvie Roelly; 681 - 710
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Infinite-dimensional statistical manifolds based on a balanced chartNigel J. Newton; 711 - 731
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Upper functions for $\mathbb{L}_{p}$-norms of Gaussian random fieldsOleg Lepski; 732 - 773
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Simulation of volatility modulated Volterra processes using hyperbolic stochastic partial differential equationsFred Espen Benth and Heidar Eyjolfsson; 774 - 793
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On the exact and $\varepsilon$-strong simulation of (jump) diffusionsMurray Pollock, Adam M. Johansen, and Gareth O. Roberts; 794 - 856
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Consistency, efficiency and robustness of conditional disparity methodsGiles Hooker; 857 - 900
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Dynamic density estimation with diffusive Dirichlet mixturesRamsés H. Mena and Matteo Ruggiero; 901 - 926
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A dependent multiplier bootstrap for the sequential empirical copula process under strong mixingAxel Bücher and Ivan Kojadinovic; 927 - 968
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Sharp ellipticity conditions for ballistic behavior of random walks in random environmentÉlodie Bouchet, Alejandro F. Ramírez, and Christophe Sabot; 969 - 994
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$L_{2}$-variation of Lévy driven BSDEs with non-smooth terminal conditionsChristel Geiss and Alexander Steinicke; 995 - 1025
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Asymptotic behavior of the generalized St. Petersburg sum conditioned on its maximumGábor Fukker, László Györfi, and Péter Kevei; 1026 - 1054
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Non-Gaussian semi-stable laws arising in sampling of finite point processesRitwik Chaudhuri and Vladas Pipiras; 1055 - 1092
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Behavior of R-estimators under measurement errorsJana Jurečková, Hira L. Koul, Radim Navrátil, and Jan Picek; 1093 - 1112
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Excursion probability of Gaussian random fields on sphereDan Cheng and Yimin Xiao; 1113 - 1130
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Analysis of the Forward Search using some new results for martingales and empirical processesSøren Johansen and Bent Nielsen; 1131 - 1183
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Adaptive estimation of the copula correlation matrix for semiparametric elliptical copulasMarten Wegkamp and Yue Zhao; 1184 - 1226
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Greedy algorithms for predictionAlessio Sancetta; 1227 - 1277
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Exchangeable exogenous shock modelsJan-Frederik Mai, Steffen Schenk, and Matthias Scherer; 1278 - 1299
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Backmatter

Table of Contents
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