VOL. 30 · NO. 2 | May 2024
Bernoulli 30 (2), (May 2024)
No abstract available
Hongjian Shi, Mathias Drton, Fang Han
Bernoulli 30 (2), 851-877, (May 2024) DOI: 10.3150/22-BEJ1529
KEYWORDS: Conditional independence, Graph-based test, rank-based test, Nearest neighbor graphs, local power analysis
Sergios Agapiou, Sven Wang
Bernoulli 30 (2), 878-910, (May 2024) DOI: 10.3150/22-BEJ1563
KEYWORDS: Bayesian nonparametric inference, frequentist consistency, Inverse problems, Laplace prior, spatially inhomogeneous functions
Yazid Janati El Idrissi, Sylvain Le Corff, Yohan Petetin
Bernoulli 30 (2), 911-935, (May 2024) DOI: 10.3150/23-BEJ1586
KEYWORDS: asymptotic variance, central limit theorem, particle filtering, particle smoothing, Sequential Monte Carlo methods
Kosuke Yamato, Kouji Yano
Bernoulli 30 (2), 936-960, (May 2024) DOI: 10.3150/23-BEJ1619
KEYWORDS: Birth-and-death processes, First hitting time
Christophe Profeta
Bernoulli 30 (2), 961-982, (May 2024) DOI: 10.3150/23-BEJ1620
KEYWORDS: branching process, Extreme values, spectrally negative Lévy process
Masaaki Fukasawa, Teppei Ogihara
Bernoulli 30 (2), 983-1006, (May 2024) DOI: 10.3150/23-BEJ1621 Open Access
KEYWORDS: Hypoelliptic diffusion processes, integrated diffusion processes, local asymptotic mixed normality, L2 regularity condition, Malliavin calculus, partial observations
Marc Arnaudon, Koléhè Coulibaly-Pasquier, Laurent Miclo
Bernoulli 30 (2), 1007-1028, (May 2024) DOI: 10.3150/23-BEJ1622
KEYWORDS: hitting times, separation discrepancy, small noise one-dimensional diffusions, spherical Brownian motions, strong stationary times
Nicholas Chee, Franz Rembart, Matthias Winkel
Bernoulli 30 (2), 1029-1054, (May 2024) DOI: 10.3150/23-BEJ1623 Open Access
KEYWORDS: Gromov–Hausdorff distance, recursive distributional equation, R-tree, stable tree
Christopher Strothmann, Holger Dette, Karl Friedrich Siburg
Bernoulli 30 (2), 1055-1078, (May 2024) DOI: 10.3150/23-BEJ1624
KEYWORDS: coefficient of correlation, copula, decreasing rearrangement, measure of dependence
Huiling Le, Alexander Lewis, Karthik Bharath, Christopher Fallaize
Bernoulli 30 (2), 1079-1104, (May 2024) DOI: 10.3150/23-BEJ1625 Open Access
KEYWORDS: coupling, integral metrics, Stein equation, stochastic flow, Wasserstein distance
Zao-Li Chen, Gennady Samrodnitsky
Bernoulli 30 (2), 1105-1153, (May 2024) DOI: 10.3150/23-BEJ1626
KEYWORDS: Extreme value theory, Long range dependence, random sup-measure, stable regenerative set, Subexponential distributions, semi-exponential distributions, Gumbel maximum domain of attraction
Antoine Ayache, Ciprian A. Tudor
Bernoulli 30 (2), 1154-1176, (May 2024) DOI: 10.3150/23-BEJ1627
KEYWORDS: asymptotic normality, fractional Brownian motion, Hermite process, Hurst index estimation, multiple Wiener-Itô integrals, Ornstein-Uhlenbeck process, Stein-Malliavin calculus, strong consistency
Jonas Krampe, Suhasini Subba Rao
Bernoulli 30 (2), 1177-1196, (May 2024) DOI: 10.3150/23-BEJ1628
KEYWORDS: Autoregressive parameters, Baxter’s inequality, High dimensional time series, local stationarity, partial covariance
Alberto Ohashi, Francesco Russo
Bernoulli 30 (2), 1197-1230, (May 2024) DOI: 10.3150/23-BEJ1629
KEYWORDS: Rough paths, Stratonovich integrals
Hon Kiu To, Kin Wai Chan
Bernoulli 30 (2), 1231-1256, (May 2024) DOI: 10.3150/23-BEJ1630 Open Access
KEYWORDS: Difference variate, mean stationarity, non-linear time series, relative variability, signal variance, super-efficiency
Déborah Sulem, Vincent Rivoirard, Judith Rousseau
Bernoulli 30 (2), 1257-1286, (May 2024) DOI: 10.3150/23-BEJ1631
KEYWORDS: nonlinear Hawkes processes, nonparametric Bayesian inference, Granger-causal Graph
Abdelaati Daouia, Simone A. Padoan, Gilles Stupfler
Bernoulli 30 (2), 1287-1312, (May 2024) DOI: 10.3150/23-BEJ1632
KEYWORDS: Extreme values, heavy tails, inference, pooling, testing
Ruodu Wang
Bernoulli 30 (2), 1313-1346, (May 2024) DOI: 10.3150/23-BEJ1633
KEYWORDS: arbitrary dependence, average of p-values, mid p-values, posterior predictive p-values, test martingale
Philippe Casgrain, Martin Larsson, Johanna Ziegel
Bernoulli 30 (2), 1347-1374, (May 2024) DOI: 10.3150/23-BEJ1634 Open Access
KEYWORDS: Anytime valid testing, elicitable functionals, identifiable functionals, online optimization, sequential statistics
Yongjin Wang, Chengxin Yan, Xiaowen Zhou
Bernoulli 30 (2), 1375-1400, (May 2024) DOI: 10.3150/23-BEJ1635
KEYWORDS: α-stable white noises, Comparison principle, non-negative solutions, Stochastic heat equations, truncated α-stable white noises
Thi Thuy Bui, Ion Grama, Quansheng Liu
Bernoulli 30 (2), 1401-1415, (May 2024) DOI: 10.3150/23-BEJ1636
KEYWORDS: Branching random walk, central limit theorem, Berry-Esseen bound, large and moderate deviations, branching processes, Random walks
Takeru Matsuda
Bernoulli 30 (2), 1416-1440, (May 2024) DOI: 10.3150/23-BEJ1638 Open Access
KEYWORDS: Admissibility, Akaike information criterion, corrected Akaike information criterion, Kullback–Leibler discrepancy, loss estimation
Johanna Ziegel, David Ginsbourger, Lutz Dümbgen
Bernoulli 30 (2), 1441-1457, (May 2024) DOI: 10.3150/23-BEJ1639
KEYWORDS: Characteristic kernel, integrally strictly positive definite kernel, kernel on Hilbert space, kernel on Banach space, kernel on measures
Jiancheng Jiang, Xuejun Jiang, Haofeng Wang
Bernoulli 30 (2), 1458-1481, (May 2024) DOI: 10.3150/23-BEJ1640
KEYWORDS: cross-validation, nonparametric smoothing, scalable distributed test
Anna Gusakova, Zakhar Kabluchko, Christoph Thäle
Bernoulli 30 (2), 1482-1501, (May 2024) DOI: 10.3150/23-BEJ1641
KEYWORDS: Beta-Voronoi tessellation, Gaussian-Voronoi tessellation, high-dimensional limit, Laguerre tessellation, Poisson point process, Poisson-Voronoi tessellation, sectional tessellation, Stochastic geometry, typical cell
Joffrey Derchu, Thibaut Mastrolia
Bernoulli 30 (2), 1502-1524, (May 2024) DOI: 10.3150/23-BEJ1642
KEYWORDS: Constrained BSDEs, Malliavin calculus
Bo Y.-C. Ning, Ismaël Castillo
Bernoulli 30 (2), 1525-1554, (May 2024) DOI: 10.3150/23-BEJ1643
KEYWORDS: Bayesian Cox model, Frequentist analysis of Bayesian procedures, piecewise constant prior, parametric and nonparametric Bernstein–von Mises theorems, Survival analysis, supremum-norm contraction rate
Vincent Bansaye
Bernoulli 30 (2), 1555-1585, (May 2024) DOI: 10.3150/23-BEJ1645
KEYWORDS: interactions, jump Markov process, Martingales, populations, Positive semigroup, Random tree, Spine
Mengyu Cheng, Zimo Hao, Michael Röckner
Bernoulli 30 (2), 1586-1610, (May 2024) DOI: 10.3150/23-BEJ1646
KEYWORDS: averaging principle, distribution dependent SDE, heat kernel
David Bolin, Alexandre B. Simas, Jonas Wallin
Bernoulli 30 (2), 1611-1639, (May 2024) DOI: 10.3150/23-BEJ1647
KEYWORDS: Gaussian processes, networks, quantum graphs, Stochastic partial differential equations
Arnab Auddy, Nabarun Deb, Sagnik Nandy
Bernoulli 30 (2), 1640-1668, (May 2024) DOI: 10.3150/23-BEJ1648
KEYWORDS: Independence testing, Kantorovic-Wasserstein distance, Le Cam’s two-point method, local power, Stein’s method for locally dependent structures
Juntong Chen
Bernoulli 30 (2), 1669-1693, (May 2024) DOI: 10.3150/23-BEJ1649
KEYWORDS: Generalized additive structure, Model selection, multiple index structure, ReLU neural networks, regression in exponential family, Variable selection
Bernoulli 30 (2), (May 2024)
No abstract available
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