Volume 11; Issue 2

Main
Bernoulli
Volume 11; Issue 2

Bernoulli

Volume 11; Issue 2

1

Front Matter

Journal:

Year:

2005

Language:

english

File:

PDF, 1.67 MB

english, 2005

2

Wavelet Estimation of a Multifractal Function

Fabrice Gamboa and Jean-Michel Loubes

Journal:

Year:

2005

Language:

english

File:

PDF, 2.27 MB

english, 2005

3

Large-Noise Asymptotics for One-Dimensional Diffusions

Szymon Peszat and Francesco Russo

Journal:

Year:

2005

Language:

english

File:

PDF, 1.15 MB

english, 2005

4

Cramér-Rao Revisited

Andries J. Lenstra

Journal:

Year:

2005

Language:

english

File:

PDF, 1.75 MB

english, 2005

5

Nonparametric Bootstrap Prediction

Tadayoshi Fushiki, Fumiyasu Komaki and Kazuyuki Aihara

Journal:

Year:

2005

Language:

english

File:

PDF, 1.01 MB

english, 2005

6

Filtered Brownian Motions as Weak Limit of Filtered Poisson Processes

Laurent Decreusefond and Nicolas Savy

Journal:

Year:

2005

Language:

english

File:

PDF, 856 KB

english, 2005

7

Minimax Estimation of the Noise Level and of the Deconvolution Density in a Semiparametric Convolution Model

Cristina Butucea and Catherine Matias

Journal:

Year:

2005

Language:

english

File:

PDF, 2.59 MB

english, 2005

8

Adaptive Estimation of Linear Functionals under Different Performance Measures

T. Tony Cai and Mark G. Low

Journal:

Year:

2005

Language:

english

File:

PDF, 1.36 MB

english, 2005

9

On Covariance Estimation of Non-Synchronously Observed Diffusion Processes

Takaki Hayashi and Nakahiro Yoshida

Journal:

Year:

2005

Language:

english

File:

PDF, 1.74 MB

english, 2005

10

Back Matter

Journal:

Year:

2005

Language:

english

File:

PDF, 294 KB

english, 2005

11

Diffusion-Type Models with Given Marginal Distribution and Autocorrelation Function

Bo Martin Bibby, Ib Michael Skovgaard and Michael Sørensen

Journal:

Year:

2005

Language:

english

File:

PDF, 2.39 MB

english, 2005

12

Wavelet estimation of a multifractal function

Gamboa, Fabrice, Loubes, Jean-Michel

Journal:

Year:

2005

Language:

english

File:

PDF, 490 KB

english, 2005

13

Filtered Brownian motions as weak limit of filtered Poisson processes

Decreusefond, Laurent, Savy, Nicholas

Journal:

Year:

2005

Language:

english

File:

PDF, 115 KB

english, 2005

14

On covariance estimation of non-synchronously observed diffusion processes

Hayashi, Takaki, Yoshida, Nakahiro

Journal:

Year:

2005

Language:

english

File:

PDF, 179 KB

english, 2005

15

Nonparametric bootstrap prediction

Fushiki, Tadayoshi, Komaki, Fumiyasu, Aihara, Kazuyuki

Journal:

Year:

2005

Language:

english

File:

PDF, 126 KB

english, 2005

16

Diffusion-type models with given marginal distribution and autocorrelation function

Martin Bibby, Bo, Michael Skovgaard, Ib, Sørensen, Michael

Journal:

Year:

2005

Language:

english

File:

PDF, 255 KB

english, 2005

17

Cramér-Rao revisited

Lenstra, Andries

Journal:

Year:

2005

Language:

english

File:

PDF, 194 KB

english, 2005

18

Minimax estimation of the noise level and of the deconvolution density in a semiparametric convolution model

Butucea, Cristina, Matias, Catherine

Journal:

Year:

2005

Language:

english

File:

PDF, 237 KB

english, 2005

19

Cramér-Rao revisited

Lenstra, Andries

Journal:

Year:

2005

File:

PDF, 194 KB

2005

20

Minimax estimation of the noise level and of the deconvolution density in a semiparametric convolution model

Butucea, Cristina, Matias, Catherine

Journal:

Year:

2005

File:

PDF, 237 KB

2005