Forthcoming Papers in Bernoulli
Adell, J A and Lekuona, A, Sharp estimates in signed Poisson approximation of
Poisson mixtures
Bibby, BM, Skovgaard, IM and Sørensen, M, Diffusion-type models with given
marginal distribution and autocorrelation
function
Butucea, C and Neumann, M H, Exact asymptotics for estimating the marginal
density of discretely observed diffusion
processes
Butucea, C and Matias, C, Minimax estimation of the noise level and of the
deconvolution density in a semiparametric
convolution model Cai, T T and Low, M G, Adaptive estimation of linear functionals under
different performance measures
Chiu, SN and Yin, C, Passage times for a spectrally negative Lévy process with
applications to risk theory Crimaldi, I and Pratelli, L, Convergence results for conditional expectations
Dassios, A, On the quantiles of the Brownian motion and their hitting times
Decreusefond, L and Savy, N, Filtered Brownian motions as weak limit of
filtered Poisson processes del Barrio, E, Giné, E and Utzet, F, Asymptotics for L2 functionals of the
empirical quantile process with
applications to tests of fit based on weighted Wasserstein distances Evans, S N, Hansen, B B and Stark, P B, Minimax expected measure confidence
sets for restricted location parameters Fushiki, T, Komaki, F and Aihara, K, Nonparametric bootstrap prediction Gamboa, F and Loubes, J-M, Wavelet estimation of a multifractal function Ghosh, AK and Chaudhuri, P, On data depth and distribution free discriminant
analysis using separating surfaces González, G, Martínez, R and Mota M, On the unlimited growth of a class of
homogeneous multitype Markov chains González, M, Molina, M and del Puerto, I, On
L2-convergence of controlled
branching processes with random control
function Hayashi, T and Yoshida, N, On covariance estimation of nonsynchronously
observed diffusion processes Klüppelberg, C and Lindner, A, Extreme value theory for moving average
processes with light-tailed innovations Konakov, V and Mammen, E, Edgeworth type expansions for transition densities
of Markov chains convergence to
diffusions Lenstra, A J, Cramér–Rao revisited Morvai, G and Weiss, B, On classifying processes Nagaev, A and Zaigraev, A, New large-deviation local theorems for sums
independent and identically distributed random
vectors when the limit distribution is α-stable Peszat, S and Russo, F, Large-noise asymptotics for one-dimensional diffusions Qin, G and Tsao, M, Empirical likelihood based inference for the derivative of
the nonparametric regression function Reiss, M, Adaptive estimation for affine stochastic delay differential
equations Rivero, V, Recurrent extensions of self-similar Markov processes and Cramér's
condition Roos, B, On Hipp's compound Poisson approximations via concentration functions Shimura, T and Watanabe, T, Infinite divisibility and generalized
subexponentiality Vandekerkhove, P, Consistent and asymptotically normal parameter estimates for
hidden Markov mixtures of Markov model van Zanten, H, On the rate of convergence of the MLE in Brownian
semimartingale models
