VOL. 11 · NO. 3 | June 2005
Front Matter
Bernoulli 11 (3), (June 2005) Open Access
Bernoulli 11 (3), (June 2005) Open Access
Claudia Klüppelberg, Alexander Lindner
Bernoulli 11 (3), 381-410, (June 2005) DOI: 10.3150/bj/1120591182 Open Access
KEYWORDS: domain of attraction, Extreme value theory, generalized linear model, light-tailed innovations, Moving average process
Cristina Butucea, Michael H. Neumann
Bernoulli 11 (3), 411-444, (June 2005) DOI: 10.3150/bj/1120591183 Open Access
KEYWORDS: Density estimation, dependent data, Diffusion processes, discrete sampling, exact asymptotics, minimax risk, nonparametric estimation
Takaaki Shimura, Toshiro Watanabe
Bernoulli 11 (3), 445-469, (June 2005) DOI: 10.3150/bj/1120591184 Open Access
KEYWORDS: convolution equivalent class, infinitely divisible distribution, O-subexponential distribution, subexponential distribution
Víctor Rivero
Bernoulli 11 (3), 471-509, (June 2005) DOI: 10.3150/bj/1120591185 Open Access
KEYWORDS: description of excursion measures, Lévy processes, Self-similar Markov process, weak duality
Sung Nok Chiu, Chuancun Yin
Bernoulli 11 (3), 511-522, (June 2005) DOI: 10.3150/bj/1120591186 Open Access
KEYWORDS: First passage time, last passage time, spectrally negative Lévy process, Risk theory
Gusztáv Morvai, Benjamin Weiss
Bernoulli 11 (3), 523-532, (June 2005) DOI: 10.3150/bj/1120591187 Open Access
KEYWORDS: Nonparametric classification, stationary and ergodic processes
Bero Roos
Bernoulli 11 (3), 533-557, (June 2005) DOI: 10.3150/bj/1120591188 Open Access
KEYWORDS: compound Poisson approximation, concentration functions, explicit constants, Hipp's method, individual risk model, Kolmogorov distance, Kornya-Presman signed measures, Random sums, stop-loss distance, Sums of independent random variables, Upper bounds
Miguel González, Rodrigo Martínez, Manuel Mota
Bernoulli 11 (3), 559-570, (June 2005) DOI: 10.3150/bj/1120591189 Open Access
KEYWORDS: homogeneous multitype Markov chains, Multitype branching processes, unlimited growth
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