Table of contents for issues of Bernoulli

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Volume 1, Number 1--2, March, 1995
Volume 1, Number 3, September, 1995
Volume 1, Number 4, December, 1995
Volume 2, Number 1, March, 1996
Volume 2, Number 2, June, 1996
Volume 2, Number 3, September, 1996
Volume 2, Number 4, December, 1996
Volume 3, Number 1, February, 1997
Volume 3, Number 2, June, 1997
Volume 3, Number 3, September, 1997
Volume 3, Number 4, December, 1997
Volume 4, Number 1, March, 1998
Volume 4, Number 2, June, 1998
Volume 4, Number 3, September, 1998
Volume 4, Number 4, December, 1998
Volume 5, Number 1, February, 1999
Volume 5, Number 2, April, 1999
Volume 5, Number 3, June, 1999
Volume 5, Number 4, August, 1999
Volume 5, Number 5, October, 1999
Volume 5, Number 6, December, 1999
Volume 6, Number 1, February, 2000
Volume 6, Number 2, April, 2000
Volume 6, Number 3, June, 2000
Volume 6, Number 4, August, 2000
Volume 6, Number 5, October, 2000
Volume 6, Number 6, December, 2000
Volume 7, Number 1, February, 2001
Volume 7, Number 2, April, 2001
Volume 7, Number 3, June, 2001
Volume 7, Number 4, August, 2001
Volume 7, Number 5, October, 2001
Volume 7, Number 6, December, 2001
Volume 8, Number 1, February, 2002
Volume 8, Number 2, April, 2002
Volume 8, Number 3, April, 2002
Volume 8, Number 4, August, 2002
Volume 8, Number 5, October, 2002
Volume 8, Number 6, December, 2002
Volume 9, Number 1, February, 2003
Volume 9, Number 2, April, 2003
Volume 9, Number 3, June, 2003
Volume 9, Number 4, August, 2003
Volume 9, Number 5, October, 2003
Volume 9, Number 6, December, 2003
Volume 10, Number 1, February, 2004
Volume 10, Number 2, April, 2004
Volume 10, Number 3, June, 2004
Volume 10, Number 4, August, 2004
Volume 10, Number 5, October, 2004
Volume 10, Number 6, December, 2004
Volume 11, Number 1, January, 2005
Volume 11, Number 2, April, 2005
Volume 11, Number 3, June, 2005
Volume 11, Number 4, August, 2005
Volume 11, Number 5, October, 2005
Volume 11, Number 6, December, 2005
Volume 12, Number 1, February, 2006
Volume 12, Number 2, April, 2006
Volume 12, Number 3, June, 2006
Volume 12, Number 4, August, 2006
Volume 12, Number 5, October, 2006
Volume 12, Number 6, December, 2006
Volume 13, Number 1, February, 2007
Volume 13, Number 2, May, 2007
Volume 13, Number 3, August, 2007
Volume 13, Number 4, November, 2007
Volume 14, Number 1, February, 2008
Volume 14, Number 2, May, 2008
Volume 14, Number 3, August, 2008
Volume 14, Number 4, November, 2008
Volume 15, Number 1, February, 2009
Volume 15, Number 2, May, 2009
Volume 15, Number 3, August, 2009
Volume 15, Number 4, November, 2009
Volume 16, Number 1, February, 2010
Volume 16, Number 2, May, 2010
Volume 16, Number 3, August, 2010
Volume 16, Number 4, November, 2010
Volume 17, Number 1, February, 2011
Volume 17, Number 2, May, 2011
Volume 17, Number 3, August, 2011
Volume 17, Number 4, November, 2011
Volume 18, Number 1, February, 2012
Volume 18, Number 2, May, 2012
Volume 18, Number 3, August, 2012
Volume 18, Number 4, November, 2012
Volume 19, Number 1, February, 2013
Volume 19, Number 2, May, 2013
Volume 19, Number 3, August, 2013
Volume 19, Number 4, September, 2013
Volume 19, Number 5A, November, 2013
Volume 19, Number 5B, November, 2013
Volume 20, Number 1, February, 2014
Volume 20, Number 2, May, 2014
Volume 20, Number 3, August, 2014
Volume 20, Number 4, November, 2014
Volume 21, Number 1, February, 2015
Volume 21, Number 2, May, 2015
Volume 21, Number 3, August, 2015
Volume 21, Number 4, November, 2015
Volume 22, Number 1, February, 2016
Volume 22, Number 2, May, 2016
Volume 22, Number 3, August, 2016
Volume 22, Number 4, November, 2016
Volume 23, Number 1, February, 2017
Volume 23, Number 2, May, 2017
Volume 23, Number 3, August, 2017
Volume 23, Number 4A, November, 2017
Volume 23, Number 4B, November, 2017
Volume 24, Number 1, February, 2018
Volume 24, Number 2, May, 2018
Volume 24, Number 3, August, 2018
Volume 24, Number 4A, November, 2018
Volume 24, Number 4B, November, 2018
Volume 25, Number 1, February, 2019
Volume 25, Number 2, May, 2019
Volume 25, Number 3, August, 2019
Volume 25, Number 4A, November, 2019
Volume 25, Number 4B, November, 2019
Volume 26, Number 1, February, 2020
Volume 26, Number 2, May, 2020
Volume 26, Number 3, August, 2020
Volume 26, Number 4, November, 2020
Volume 27, Number 1, February, 2021
Volume 27, Number 2, May, 2021
Volume 27, Number 3, August, 2021
Volume 27, Number 4, November, 2021
Volume 28, Number 1, February, 2022
Volume 28, Number 2, May, 2022
Volume 28, Number 3, August, 2022
Volume 28, Number 4, November, 2022
Volume 29, Number 1, February, 2023
Volume 29, Number 2, May, 2023
Volume 29, Number 3, August, 2023
Volume 29, Number 4, November, 2023


Bernoulli
Volume 1, Number 1--2, March, 1995

               David G. Kendall   The foundation of the Bernoulli Society  1--2
           Julia E. Kelsall and   
                Peter J. Diggle   Kernel estimation of relative risk . . . 3--16
            Bo Martin Bibby and   
        Michael Sòrensen   Martingale estimation functions for
                                  discretely observed diffusion processes  17--39
                 Peter Hall and   
                  Prakash Patil   On wavelet methods for estimating smooth
                                  functions  . . . . . . . . . . . . . . . 41--58
            Richard D. Gill and   
                 Boris Y. Levit   Applications of the van Trees
                                  inequality: a Bayesian Cramér--Rao bound  59--79
       Rabi N. Bhattacharya and   
           Friedrich Götze   Time-scales for Gaussian approximation
                                  and its breakdown under a hierarchy of
                                  periodic spatial heterogeneities . . . . 81--123
   Claudia Klüppelberg and   
                 Thomas Mikosch   Explosive Poisson shot noise processes
                                  with applications to risk reserves . . . 125--147
          Hans Föllmer and   
             Philip Protter and   
            Albert N. Shiryayev   Quadratic covariation and an extension
                                  of Itô's formula  . . . . . . . . . . . . 149--169
              Anton Wakolbinger   Limits of spatial branching populations
                                  (with Discussion)  . . . . . . . . . . . 171--189
                   Peter Jagers   Branching processes as population
                                  dynamics . . . . . . . . . . . . . . . . 191--200
                      Anonymous   Editorial board, Bernoulli Journal, vol.
                                  1, no. 1--2 (1995) . . . . . . . . . . . ??
                      Anonymous   Table of contents, Bernoulli Journal,
                                  vol. 1, no. 1--2 (1995)  . . . . . . . . ??

Bernoulli
Volume 1, Number 3, September, 1995

     Renata Cioczek-Georges and   
    Beno\^\it B. Mandelbrot and   
      Gennady Samorodnitsky and   
                 Murad S. Taqqu   Stable Fractal Sums of Pulses: The
                                  Cylindrical Case . . . . . . . . . . . . 201--216
               Kevin Hestir and   
            Stanley C. Williams   Supports of doubly stochastic measures   217--243
                S. N. Joshi and   
                 H. N. Nagaraja   Joint distribution of maxima of
                                  concomitants of subsets of order
                                  statistics . . . . . . . . . . . . . . . 245--255
            Asger Roer Pedersen   Consistency and asymptotic normality of
                                  an approximate maximum likelihood
                                  estimator for discretely observed
                                  diffusion processes  . . . . . . . . . . 257--279
             Ernst Eberlein and   
                  Ulrich Keller   Hyperbolic distributions in finance  . . 281--299
                      Anonymous   Editorial board, Bernoulli Journal, vol.
                                  1, no. 3 (1995)  . . . . . . . . . . . . ??
                      Anonymous   Table of contents, Bernoulli Journal,
                                  vol. 1, no. 3 (1995) . . . . . . . . . . ??

Bernoulli
Volume 1, Number 4, December, 1995

             Georg Lindgren and   
                   Igor Rychlik   How reliable are contour curves?
                                  Confidence sets for level contours . . . 301--319
               Arthur Cohen and   
       Harold B. Sackrowitz and   
              Ester Samuel-Cahn   Constructing tests for normal
                                  order-restricted inference . . . . . . . 321--333
           Mark J. Van Der Laan   An identity for the nonparametric
                                  maximum likelihood estimator in missing
                                  data and biased sampling models  . . . . 335--341
                  J. T. Cox and   
                     R. Durrett   Hybrid zones and voter model interfaces  343--370
                Wendelin Werner   On Brownian disconnection exponents  . . 371--380
        Gérard Letac and   
           Vanamamalai Seshadri   A random continued fraction in
                                  $\mathbb{R}^{d + 1}$ with an inverse
                                  Gaussian distribution  . . . . . . . . . 381--393
                      Anonymous   Annual index BJ vol. 01  . . . . . . . . ??
                      Anonymous   Acknowledgement of refereeing work BJ
                                  vol. 01  . . . . . . . . . . . . . . . . ??
                      Anonymous   Editorial board, Bernoulli Journal, vol.
                                  1, no. 4 (1995)  . . . . . . . . . . . . ??
                      Anonymous   Keyword index BJ vol. 01 . . . . . . . . ??
                      Anonymous   Table of contents, Bernoulli Journal,
                                  vol. 1, no. 4 (1995) . . . . . . . . . . ??


Bernoulli
Volume 2, Number 1, March, 1996

            Evarist Giné   Empirical processes and applications: an
                                  overview . . . . . . . . . . . . . . . . 1--28
            Evarist Giné   Rejoinder  . . . . . . . . . . . . . . . 29--38
                 Jon A. Wellner   Discussion . . . . . . . . . . . . . . . 29--38
            David L. Donoho and   
              Iain M. Johnstone   Neo-classical minimax problems,
                                  thresholding and adaptive function
                                  estimation . . . . . . . . . . . . . . . 39--62
Pál Révész   Distribution of the particles of a
                                  critical branching Wiener process  . . . 63--80
             Freddy Delbaen and   
           Walter Schachermayer   The variance-optimal martingale measure
                                  for continuous processes . . . . . . . . 81--105
                      Anonymous   Amendments and corrections . . . . . . . ??
                      Anonymous   Editorial board, Bernoulli Journal, vol.
                                  2, no. 1 (1996)  . . . . . . . . . . . . ??
                      Anonymous   Table of contents, Bernoulli Journal,
                                  vol. 2, no. 1 (1996) . . . . . . . . . . ??

Bernoulli
Volume 2, Number 2, June, 1996

              Luis G. Gorostiza   Asymptotic fluctuations and critical
                                  dimension for a two-level branching
                                  system . . . . . . . . . . . . . . . . . 109--132
               Henry E. Daniels   Approximating the first crossing-time
                                  density for a curved boundary  . . . . . 133--143
                Ib M. Skovgaard   An explicit large-deviation
                                  approximation to one-parameter tests . . 145--165
            Yuri K. Golubev and   
             Boris Y. Levit and   
          Alexander B. Tsybakov   Asymptotically efficient estimation of
                                  analytic functions in Gaussian noise . . 167--181
                     Biao Zhang   Some asymptotic results for kernel
                                  density estimation under random
                                  censorship . . . . . . . . . . . . . . . 183--198
                      Anonymous   Editorial board, Bernoulli Journal, vol.
                                  2, no. 2 (1996)  . . . . . . . . . . . . ??
                      Anonymous   Table of contents, Bernoulli Journal,
                                  vol. 2, no. 2 (1996) . . . . . . . . . . ??

Bernoulli
Volume 2, Number 3, September, 1996

            Peter J. Bickel and   
                  Ya'acov Ritov   Inference in hidden Markov models I:
                                  Local asymptotic normality in the
                                  stationary case  . . . . . . . . . . . . 199--228
Gérard Kerkyacharian and   
           Dominique Picard and   
               Karine Tribouley   Lp adaptive density estimation . . . . . 229--247
           Sergei G. Bobkov and   
        Christian Houdré   Variance of Lipschitz functions and an
                                  isoperimetric problem for a class of
                                  product measures . . . . . . . . . . . . 249--255
         Jean-Marc Aza\"\is and   
                 Mario Wschebor   Almost sure oscillation of certain
                                  random processes . . . . . . . . . . . . 257--270
                Martin Jacobsen   Laplace and the origin of the
                                  Ornstein--Uhlenbeck process  . . . . . . 271--286
                Daniel Dufresne   On the stochastic equation $L(X) = L[B(X
                                  + C)]$ and a property of gamma
                                  distributions  . . . . . . . . . . . . . 287--291
                      Anonymous   Table of contents, Bernoulli Journal,
                                  vol. 2, no. 3 (1996) . . . . . . . . . . ??

Bernoulli
Volume 2, Number 4, December, 1996

               Jan Beirlant and   
             Petra Vynckier and   
               Josef L. Teugels   Excess functions and estimation of the
                                  extreme-value index  . . . . . . . . . . 293--318
    O. E. Barndorff-Nielsen and   
                   David R. Cox   Prediction and asymptotics . . . . . . . 319--340
          Gareth O. Roberts and   
             Richard L. Tweedie   Exponential convergence of Langevin
                                  distributions and their discrete
                                  approximations . . . . . . . . . . . . . 341--363
               Jan Rosinski and   
          Gennady Samorodnitsky   Classes of mixing stable processes . . . 365--377
                      Anonymous   Table of contents, Bernoulli Journal,
                                  vol. 2, no. 4 (1996) . . . . . . . . . . ??


Bernoulli
Volume 3, Number 1, February, 1997

           Sylvain Delattre and   
                     Jean Jacod   A central limit theorem for normalized
                                  functions of the increments of a
                                  diffusion process, in the presence of
                                  round-off errors . . . . . . . . . . . . 1--28
            Shun-Ichi Amari and   
               Motoaki Kawanabe   Information geometry of estimating
                                  functions in semi-parametric statistical
                                  models . . . . . . . . . . . . . . . . . 29--54
       Chris A. J. Klaassen and   
                 Jon A. Wellner   Efficient estimation in the bivariate
                                  normal copula model: normal margins are
                                  least favourable . . . . . . . . . . . . 55--77
                     Jim Pitman   Partition structures derived from
                                  Brownian motion and stable subordinators 79--96
          Srinivasan Balaji and   
  Sundareswaran Ramasubramanian   Recurrence and transience of diffusions
                                  in a half-space  . . . . . . . . . . . . 97--119
                      Anonymous   Boris Vladimirovitch Gnedenko
                                  (1912--1995) . . . . . . . . . . . . . . ??
                      Anonymous   Table of contents, Bernoulli Journal,
                                  vol. 3, no. 1 (1997) . . . . . . . . . . ??

Bernoulli
Volume 3, Number 2, June, 1997

            Peter Bühlmann   Sieve bootstrap for time series  . . . . 123--148
                Patrice Bertail   Second-order properties of an
                                  extrapolated bootstrap without
                                  replacement under weak assumptions . . . 149--179
        Béatrice Laurent   Estimation of integral functionals of a
                                  density and its derivatives  . . . . . . 181--211
      Bent Jòrgensen and   
José Raúl Martínez   Tauber theory for infinitely divisible
                                  variance functions . . . . . . . . . . . 213--224
            Ulrich Martin Hirth   A Poisson approximation for the
                                  Dirichlet law, the Ewens sampling
                                  formula and the
                                  Griffiths--Engen--McCloskey law by the
                                  Stein--Chen coupling method  . . . . . . 225--232
        Arturo Kohatsu-Higa and   
       Jorge A. León and   
                  David Nualart   Stochastic differential equations with
                                  random coefficients  . . . . . . . . . . 233--245
                      Anonymous   Table of contents, Bernoulli Journal,
                                  vol. 3, no. 2 (1997) . . . . . . . . . . ??

Bernoulli
Volume 3, Number 3, September, 1997

               Hira L. Koul and   
                   Anton Schick   Efficient estimation in nonlinear
                                  autoregressive time-series models  . . . 247--277
    Didier Dacunha-Castelle and   
              Elisabeth Gassiat   The estimation of the order of a mixture
                                  model  . . . . . . . . . . . . . . . . . 279--299
            Richard E. Chandler   A spectral method for estimating
                                  parameters in rainfall models  . . . . . 301--322
    Edwin R. Van Den Heuvel and   
           Chris A. J. Klaassen   Spread, estimators and nuisance
                                  parameters . . . . . . . . . . . . . . . 323--328
                 V. Bentkus and   
              F. Götze and   
                 A. Tikhomoirov   Berry--Esseen bounds for statistics of
                                  weakly dependent samples . . . . . . . . 329--349
Sándor Csörgö and   
   László Viharos   Asymptotic normality of least-squares
                                  estimators of tail indices . . . . . . . 351--370
                      Anonymous   Editorial board, Bernoulli Journal, vol.
                                  3, no. 3 (1997)  . . . . . . . . . . . . ??
                      Anonymous   Table of contents, Bernoulli Journal,
                                  vol. 3, no. 3 (1997) . . . . . . . . . . ??

Bernoulli
Volume 3, Number 4, December, 1997

             Marco Ferrante and   
                  David Nualart   An example of a non-Markovian stochastic
                                  two-point boundary value problem . . . . 371--386
                  Yueyun Hu and   
                       Zhan Shi   Extreme lengths in Brownian and Bessel
                                  excursions . . . . . . . . . . . . . . . 387--402
               Roger Pettersson   Penalization schemes for reflecting
                                  stochastic differential equations  . . . 403--414
           Chang Chung Yu Dorea   Stationary distribution of Markov chains
                                  in $R^d$ with application to global
                                  random optimization  . . . . . . . . . . 415--427
                      Hong Wang   Generalized zero-one laws for
                                  large-order statistics . . . . . . . . . 429--444
              Yury A. Kutoyants   Efficiency of the empirical distribution
                                  for ergodic diffusion  . . . . . . . . . 445--456
                      M. Beibel   Sequential change-point detection in
                                  continuous time when the post-change
                                  drift is unknown . . . . . . . . . . . . 457--478
        Gerard Hooghiemstra and   
         Priscilla E. Greenwood   The domain of attraction of the $ \alpha
                                  $-sun operator for type II and type III
                                  distributions  . . . . . . . . . . . . . 479--489
                      Anonymous   Annual index BJ vol. 03  . . . . . . . . ??
                      Anonymous   Acknowledgement of refereeing work BJ
                                  vol. 03  . . . . . . . . . . . . . . . . ??
                      Anonymous   Editorial board, Bernoulli Journal, vol.
                                  3, no. 4 (1997)  . . . . . . . . . . . . ??
                      Anonymous   Keyword Index BJ vol. 03 . . . . . . . . ??
                      Anonymous   Table of contents, Bernoulli Journal,
                                  vol. 3, no. 4 (1997) . . . . . . . . . . ??


Bernoulli
Volume 4, Number 1, March, 1998

             Ming-Yen Cheng and   
                 Peter Hall and   
        D. Michael Titterington   Optimal design for curve estimation by
                                  local linear smoothing . . . . . . . . . 3--14
      Catharina G. M. Oudshoorn   Asymptotically minimax estimation of a
                                  function with jumps  . . . . . . . . . . 15--33
   Ole E. Barndorff-Nielsen and   
              Andrew T. A. Wood   On large deviations and choice of
                                  ancillary for $p*$ and $r*$  . . . . . . 35--63
     Priscilla E. Greenwood and   
            Wolfgang Wefelmeyer   Cox's factoring of regression model
                                  likelihoods for continuous-time
                                  processes  . . . . . . . . . . . . . . . 65--80
                     Jin Ma and   
             Philip Protter and   
       Jaime San Martíin   Anticipating integrals for a class of
                                  martingales  . . . . . . . . . . . . . . 81--114
               Modeste N'Zi and   
     Bruno Rémillard and   
               Radu Theodorescu   Between Strassen and Chung
                                  normalizations for Lévy's area process    115--125
          Gennady Samorodnitsky   Lower tails of self-similar stable
                                  processes  . . . . . . . . . . . . . . . 127--142
                      Anonymous   Editorial board, Bernoulli Journal, vol.
                                  4, no. 1 (1998)  . . . . . . . . . . . . ??
                      Anonymous   Table of contents, Bernoulli Journal,
                                  vol. 4, no. 1 (1998) . . . . . . . . . . ??

Bernoulli
Volume 4, Number 2, June, 1998

           Andrzej S. Kozek and   
           Julian R. Leslie and   
             Eugene F. Schuster   On a universal strong law of large
                                  numbers for conditional expectations . . 143--165
             Yosihiko Ogata and   
             Akio Kobayashi and   
               Naoya Mikami and   
             Yasuaki Murata and   
                 Koichi Katsura   Correction of earthquake location
                                  estimation in a small-seismic-array
                                  system . . . . . . . . . . . . . . . . . 167--184
              Jacques Istas and   
                  Henrik Stryhn   Discretely observing a white noise
                                  change-point model in the presence of
                                  blur . . . . . . . . . . . . . . . . . . 185--201
         Anatolii Puhalskii and   
              Vladimir Spokoiny   On large-deviation efficiency in
                                  statistical inference  . . . . . . . . . 203--272
                 Sam Efromovich   On global and pointwise adaptive
                                  estimation . . . . . . . . . . . . . . . 273--282
                      Anonymous   Editorial board, Bernoulli Journal, vol.
                                  4, no. 2 (1998)  . . . . . . . . . . . . ??
                      Anonymous   Table of contents, Bernoulli Journal,
                                  vol. 4, no. 2 (1998) . . . . . . . . . . ??

Bernoulli
Volume 4, Number 3, September, 1998

    Valentine Genon-Catalot and   
          Thierry Jeantheau and   
        Catherine Larédo   Limit theorems for discretely observed
                                  stochastic volatility models . . . . . . 283--303
           Edward Carlstein and   
                 Kim-Anh Do and   
                 Peter Hall and   
             Tim Hesterberg and   
            Hans R. Künsch   Matched-block bootstrap for dependent
                                  data . . . . . . . . . . . . . . . . . . 305--328
        Lucien Birgé and   
                 Pascal Massart   Minimum contrast estimators on sieves:
                                  exponential bounds and rates of
                                  convergence  . . . . . . . . . . . . . . 329--375
              Gleb Koshevoy and   
                    Karl Mosler   Lift zonoids, random convex hulls and
                                  the variability of random vectors  . . . 377--399
               Ian H. Dinwoodie   The Diaconis--Sturmfels algorithm and
                                  rules of succession  . . . . . . . . . . 401--410
                      Anonymous   Editorial board, Bernoulli Journal, vol.
                                  4, no. 3 (1998)  . . . . . . . . . . . . ??
                      Anonymous   Table of contents, Bernoulli Journal,
                                  vol. 4, no. 3 (1998) . . . . . . . . . . ??

Bernoulli
Volume 4, Number 4, December, 1998

          Persi W. Diaconis and   
                 David Freedman   Consistency of Bayes estimates for
                                  nonparametric regression: normal theory  411--444
                    Samy Tindel   Quasilinear stochastic elliptic
                                  equations with reflection: the existence
                                  of a density . . . . . . . . . . . . . . 445--459
             Eugene A. Dorofeev   Upper functions for plane Brownian
                                  windings . . . . . . . . . . . . . . . . 461--475
              Nanny Wermuth and   
                   David R. Cox   On association models defined over
                                  independence graphs  . . . . . . . . . . 477--495
           Ronald W. Butler and   
               Marc S. Paolella   Approximate distributions for the
                                  various serial correlograms  . . . . . . 497--518
                Eduard Belitser   Efficient estimation of analytic density
                                  under random censorship  . . . . . . . . 519--543
                      Anonymous   Annual index BJ vol. 04  . . . . . . . . ??
                      Anonymous   Acknowledgement of refereeing work BJ
                                  vol. 04  . . . . . . . . . . . . . . . . ??
                      Anonymous   Editorial board, Bernoulli Journal, vol.
                                  4, no. 4 (1998)  . . . . . . . . . . . . ??
                      Anonymous   Keyword index BJ vol. 04 . . . . . . . . ??
                      Anonymous   Table of contents, Bernoulli Journal,
                                  vol. 4, no. 4 (1998) . . . . . . . . . . ??


Bernoulli
Volume 5, Number 1, February, 1999

                David J. Aldous   Deterministic and stochastic models for
                                  coalescence (aggregation and
                                  coagulation): a review of the mean-field
                                  theory for probabilists  . . . . . . . . 3--48
         Nathalie Eisenbaum and   
                       Zhan Shi   Uniform oscillations of the local time
                                  of iterated Brownian motion  . . . . . . 49--65
             Richard C. Bradley   On the growth of variances in a central
                                  limit theorem for strongly mixing
                                  sequences  . . . . . . . . . . . . . . . 67--80
           Patrick Cattiaux and   
                 Fabrice Gamboa   Large deviations and variational
                                  theorems for marginal problems . . . . . 81--108
     Priscilla E. Greenwood and   
            Wolfgang Wefelmeyer   Reversible Markov chains and optimality
                                  of symmetrized empirical estimators  . . 109--123
            A. Philip Dawid and   
               Vladimir G. Vovk   Prequential probability: principles and
                                  properties . . . . . . . . . . . . . . . 125--162
    José M. Corcuera and   
            Federica Giummol\`e   On the relationship between $ \alpha $
                                  connections and the asymptotic
                                  properties of predictive distributions   163--176
                 Peter Hall and   
                 Julian Z. Wang   Estimating the end-point of a
                                  probability distribution using
                                  minimum-distance methods . . . . . . . . 177--189
                      Anonymous   Editorial board, Bernoulli Journal, vol.
                                  5, no. 1 (1999)  . . . . . . . . . . . . ??
                      Anonymous   Table of contents, Bernoulli Journal,
                                  vol. 5, no. 1 (1999) . . . . . . . . . . ??

Bernoulli
Volume 5, Number 2, April, 1999

          Brent M. Troutman and   
                Aldo V. Vecchia   Estimation of Rényi exponents in random
                                  cascades . . . . . . . . . . . . . . . . 191--207
Sándor Csörgö and   
                 Jan Mielniczuk   Random-design regression under
                                  long-range dependent errors  . . . . . . 209--224
                 Peter Grandits   The $p$-optimal martingale measure and
                                  its asymptotic relation with the
                                  minimal-entropy martingale measure . . . 225--247
                 Jim Pitman and   
                       Marc Yor   Laplace transforms related to excursions
                                  of a one-dimensional diffusion . . . . . 249--255
David Márquez-Carreras and   
         Marta Sanz-Solé   Expansion of the density: a Wiener-chaos
                                  approach . . . . . . . . . . . . . . . . 257--274
              Pierre-Luc Morien   The Hölder and the Besov regularity of
                                  the density for the solution of a
                                  parabolic stochastic partial
                                  differential equation  . . . . . . . . . 275--298
            Mathieu Kessler and   
        Michael Sòrensen   Estimating equations based on
                                  eigenfunctions for a discretely observed
                                  diffusion process  . . . . . . . . . . . 299--314
               Subhashis Ghosal   Asymptotic normality of posterior
                                  distributions in high-dimensional linear
                                  models . . . . . . . . . . . . . . . . . 315--331
             Oleg V. Lepski and   
           Vladimir G. Spokoiny   Minimax nonparametric hypothesis
                                  testing: the case of an inhomogeneous
                                  alternative  . . . . . . . . . . . . . . 333--358
           Felix Abramovich and   
               Vadim Grinshtein   Derivation of equivalent kernel for
                                  general spline smoothing: a systematic
                                  approach . . . . . . . . . . . . . . . . 359--379
                      Anonymous   Editorial board, Bernoulli Journal, vol.
                                  5, no. 2 (1999)  . . . . . . . . . . . . ??
                      Anonymous   Table of contents, Bernoulli Journal,
                                  vol. 5, no. 2 (1999) . . . . . . . . . . ??

Bernoulli
Volume 5, Number 3, June, 1999

            Susan A. Murphy and   
           Aad W. Van Der Vaart   Observed information in semi-parametric
                                  models . . . . . . . . . . . . . . . . . 381--412
            Peter J. Bickel and   
            Peter Bühlmann   A new mixing notion and functional
                                  central limit theorems for a sieve
                                  bootstrap in time series . . . . . . . . 413--446
                   Marc Hofmann   Lp estimation of the diffusion
                                  coefficient  . . . . . . . . . . . . . . 447--481
           Uwe Küchler and   
        Michael Sòrensen   A note on limit theorems for
                                  multivariate martingales . . . . . . . . 483--493
              Damiano Brigo and   
             Bernard Hanzon and   
       François Le Gland   Approximate nonlinear filtering by
                                  projection on exponential manifolds of
                                  densities  . . . . . . . . . . . . . . . 495--534
        Sanjar Aspandiiarov and   
          Roudolf Iasnogorodski   Asymptotic behaviour of stationary
                                  distributions for countable Markov
                                  chains, with some applications . . . . . 535--569
                      Anonymous   Editorial board, Bernoulli Journal, vol.
                                  5, no. 3 (1999)  . . . . . . . . . . . . ??
                      Anonymous   Table of contents, Bernoulli Journal,
                                  vol. 5, no. 3 (1999) . . . . . . . . . . ??

Bernoulli
Volume 5, Number 4, August, 1999

               Ilkka Norros and   
              Esko Valkeila and   
                  Jorma Virtamo   An elementary approach to a Girsanov
                                  formula and other analytical results on
                                  fractional Brownian motions  . . . . . . 571--587
        Richard Dante Deblassie   Scale-invariant diffusions: transience
                                  and non-polar points . . . . . . . . . . 589--614
     François Coquet and   
            Leszek S\lomi\'nski   On the convergence of Dirichlet
                                  processes  . . . . . . . . . . . . . . . 615--639
   Olle Häggström and   
Marie-Colette N. M. Van Lieshout and   
           Jesper Mòller   Characterization results and Markov
                                  chain Monte Carlo algorithms including
                                  exact simulation for some spatial point
                                  processes  . . . . . . . . . . . . . . . 641--658
                 Jana Jureckova   Regression rank-scores tests against
                                  heavy-tailed alternatives  . . . . . . . 659--676
     Stephen Raymond Chamberlin   Self-similarity of mathematical
                                  likelihood . . . . . . . . . . . . . . . 677--682
              Biman Chakraborty   On multivariate median regression  . . . 683--703
            Mohamed Lemdani and   
                     Odile Pons   Likelihood ratio tests in contamination
                                  models . . . . . . . . . . . . . . . . . 705--719
           Giovanni Pistone and   
           Maria Piera Rogantin   The exponential statistical manifold:
                                  mean parameters, orthogonality and space
                                  transformations  . . . . . . . . . . . . 721--760
                      Anonymous   Editorial board, Bernoulli Journal, vol.
                                  5, no. 4 (1999)  . . . . . . . . . . . . ??
                      Anonymous   Table of contents, Bernoulli Journal,
                                  vol. 5, no. 4 (1999) . . . . . . . . . . ??

Bernoulli
Volume 5, Number 5, October, 1999

              Martin Möhle   The concept of duality and applications
                                  to Markov processes arising in neutral
                                  population genetics models . . . . . . . 761--777
            David G. Hobson and   
             David Williams and   
              Andrew T. A. Wood   Taylor expansions of curve-crossing
                                  probabilities  . . . . . . . . . . . . . 779--795
              Hermann Thorisson   Point stationarity in d dimensions and
                                  Palm theory  . . . . . . . . . . . . . . 797--831
            Morris L. Eaton and   
            William D. Sudderth   Consistency and strong inconsistency of
                                  group-invariant predictive inferences    833--854
    Valentine Genon-Catalot and   
          Thierry Jeantheau and   
               Catherine Laredo   Parameter estimation for discretely
                                  observed stochastic volatility models    855--872
            Rainer Dahlhaus and   
         Michael H. Neumann and   
               Rainer Von Sachs   Nonlinear wavelet estimation of
                                  time-varying autoregressive processes    873--906
        Alexander Goldenshluger   On pointwise adaptive nonparametric
                                  deconvolution  . . . . . . . . . . . . . 907--925
              Li-Shan Huang and   
                   Jianqing Fan   Nonparametric estimation of quadratic
                                  regression functionals . . . . . . . . . 927--949
                      Anonymous   Editorial board, Bernoulli Journal, vol.
                                  5, no. 5 (1999)  . . . . . . . . . . . . ??
                      Anonymous   Table of contents, Bernoulli Journal,
                                  vol. 5, no. 5 (1999) . . . . . . . . . . ??

Bernoulli
Volume 5, Number 6, December, 1999

          August A. Balkema and   
   Claudia Klüppelberg and   
              Sidney I. Resnick   Limit laws for exponential families  . . 951--968
               Anthony G. Pakes   Revisiting conditional limit theorems
                                  for the mortal simple branching process  969--998
             Hanspeter Schmidli   Compound sums and subexponentiality  . . 999--1012
                Abram Kagan and   
           Colin L. Mallows and   
             Larry A. Shepp and   
        Robert J. Vanderbei and   
                   Yehuda Vardi   Symmetrization of binary random
                                  variables  . . . . . . . . . . . . . . . 1013--1020
                      Bero Roos   Asymptotics and sharp bounds in the
                                  Poisson approximation to the
                                  Poisson-binomial distribution  . . . . . 1021--1034
Miklós Csörgö and   
                   Zhan Shi and   
                       Marc Yor   Some asymptotic properties of the local
                                  time of the uniform empirical process    1035--1058
      Alexander A. Gushchin and   
               Uwe Küchler   Asymptotic inference for a linear
                                  stochastic differential equation with
                                  time delay . . . . . . . . . . . . . . . 1059--1098
       Alexander Korostelev and   
               Michael Nussbaum   The asymptotic minimax constant for
                                  sup-norm loss in nonparametric density
                                  estimation . . . . . . . . . . . . . . . 1099--1118
             Juha Heikkinen and   
                Antti Penttinen   Bayesian smoothing in the estimation of
                                  the pair potential function of Gibbs
                                  point processes  . . . . . . . . . . . . 1119--1136
                      Anonymous   Annual index BJ vol. 05  . . . . . . . . ??
                      Anonymous   Acknowledgement of refereeing work BJ
                                  vol. 05  . . . . . . . . . . . . . . . . ??
                      Anonymous   Editorial board, Bernoulli Journal, vol.
                                  5, no. 6 (1999)  . . . . . . . . . . . . ??
                      Anonymous   Table of contents, Bernoulli Journal,
                                  vol. 5, no. 6 (1999) . . . . . . . . . . ??


Bernoulli
Volume 6, Number 1, February, 2000

            Gregory A. Burd and   
          Edward C. Waymire and   
                 Ronald D. Winn   A self-similar invariance of critical
                                  binary Galton--Watson trees  . . . . . . 1--21
             Joshua B. Levy and   
                 Murad S. Taqqu   Renewal reward processes with
                                  heavy-tailed inter-renewal times and
                                  heavy-tailed rewards . . . . . . . . . . 23--44
          Hartmut Lanzinger and   
        Ulrich Stadtmüller   Weighted sums for i.i.d. random
                                  variables with relatively thin tails . . 45--61
    Catherine Donati-Martin and   
                       Marc Yor   Some measure-valued Markov processes
                                  attached to occupation times of Brownian
                                  motion . . . . . . . . . . . . . . . . . 63--72
                Xuerong Mao and   
          Alexander Matasov and   
          Aleksey B. Piunovskiy   Stochastic differential delay equations
                                  with Markovian switching . . . . . . . . 73--90
Begoña Fernández and   
   Sylvie Méléard   Asymptotic behaviour for interacting
                                  diffusion processes with space-time
                                  random birth . . . . . . . . . . . . . . 91--111
      Vladimir Koltchinskii and   
            Evarist Giné   Random matrix approximation of spectra
                                  of integral operators  . . . . . . . . . 113--167
             Ming-Yen Cheng and   
                 Edwin Choi and   
               Jianqing Fan and   
                     Peter Hall   Skewing methods for two-parameter
                                  locally parametric density estimation    169--182
               Paola Bortot and   
                   Stuart Coles   A sufficiency property arising from the
                                  characterization of extremes of Markov
                                  chains . . . . . . . . . . . . . . . . . 183--190
                      Anonymous   Editorial board, Bernoulli Journal, vol.
                                  6, no. 1 (2000)  . . . . . . . . . . . . ??
                      Anonymous   Table of contents, Bernoulli Journal,
                                  vol. 6, no. 1 (2000) . . . . . . . . . . ??

Bernoulli
Volume 6, Number 2, April, 2000

             David Siegmund and   
                 Benjamin Yakir   Tail probabilities for the null
                                  distribution of scanning statistics  . . 191--213
           Steven T. Garren and   
               Richard L. Smith   Estimating the second largest eigenvalue
                                  of a Markov transition matrix  . . . . . 215--242
           Andrea Rotnitzky and   
               David R. Cox and   
              Matteo Bottai and   
                   James Robins   Likelihood-based inference with singular
                                  information matrix . . . . . . . . . . . 243--284
                Peter Mccullagh   Resampling and exchangeable arrays . . . 285--301
      Sòren Asmussen and   
         Klemens Binswanger and   
         Bjarne Hòjgaard   Rare events simulation for heavy-tailed
                                  distributions  . . . . . . . . . . . . . 303--322
             Krishna B. Athreya   Change of measures for Markov chains and
                                  the LlogL theorem for branching
                                  processes  . . . . . . . . . . . . . . . 323--338
              David Nualart and   
                  Carles Rovira   Large deviations for stochastic Volterra
                                  equations  . . . . . . . . . . . . . . . 339--355
 José R. León and   
                 Gonzalo Perera   Approximation of the Ornstein--Uhlenbeck
                                  local time by harmonic oscillators . . . 357--379
                      Anonymous   Editorial board, Bernoulli Journal, vol.
                                  6, no. 2 (2000)  . . . . . . . . . . . . ??
                      Anonymous   Table of contents, Bernoulli Journal,
                                  vol. 6, no. 2 (2000) . . . . . . . . . . ??

Bernoulli
Volume 6, Number 3, June, 2000

              Colleen D. Cutler   Computing pointwise fractal dimension by
                                  conditioning in multivariate
                                  distributions and time series  . . . . . 381--399
             Thomas Mikosch and   
               Rimas Norvai\vsa   Stochastic integral equations without
                                  probability  . . . . . . . . . . . . . . 401--434
            Tsung-Ming Chao and   
                Ching-Sung Chou   On some inequalities of local times for
                                  Azéma . . . . . . . . . . . . . . . . . . 435--445
          Norman E. Breslow and   
            James M. Robins and   
                 Jon A. Wellner   On the semi-parametric efficiency of
                                  logistic regression under case-control
                                  sampling . . . . . . . . . . . . . . . . 447--455
    Sòren Feodor Nielsen   The stochastic EM algorithm: estimation
                                  and asymptotic results . . . . . . . . . 457--489
                     Biao Zhang   Quantile estimation under a two-sample
                                  semi-parametric model  . . . . . . . . . 491--511
             Piotr Kokoszka and   
               Remigijus Leipus   Change-point estimation in ARCH models   513--539
             Erich Haeusler and   
             David M. Mason and   
              Tatyana S. Turova   A study of serial ranks via random
                                  graphs . . . . . . . . . . . . . . . . . 541--570
                      Anonymous   Editorial board, Bernoulli Journal, vol.
                                  6, no. 3 (2000)  . . . . . . . . . . . . ??
                      Anonymous   Table of contents, Bernoulli Journal,
                                  vol. 6, no. 3 (2000) . . . . . . . . . . ??

Bernoulli
Volume 6, Number 4, August, 2000

               Henry E. Daniels   The first crossing-time density for
                                  Brownian motion with a perturbed linear
                                  boundary . . . . . . . . . . . . . . . . 571--580
              A. D. Barbour and   
                      Aihua Xia   Estimating Stein's constants for
                                  compound Poisson approximation . . . . . 581--590
     Vydas \vCekanavi\vcius and   
                 Julius Kruopis   Signed Poisson approximation: a possible
                                  alternative to normal and Poisson laws   591--606
             Vladas Pipiras and   
                 Murad S. Taqqu   The limit of a renewal reward process
                                  with heavy-tailed rewards is not a
                                  linear fractional stable motion  . . . . 607--614
       Svend Erik Graversen and   
             Albert N. Shiryaev   An extension of P. Lévy's distributional  615--620
           Sergey G. Bobkov and   
        Christian Houdré   Weak dimension-free concentration of
                                  measure  . . . . . . . . . . . . . . . . 621--632
           Nicolas Privault and   
Josep Lluís Solé and   
                    Josep Vives   Chaotic Kabanov formula for the Azéma
                                  martingales  . . . . . . . . . . . . . . 633--651
             Xavier Bardina and   
                    Maria Jolis   Weak approximation of the Brownian sheet
                                  from a Poisson process in the plane  . . 653--665
    Bent Jesper Christensen and   
             Nicholas M. Kiefer   Panel data, local cuts and orthogeodesic
                                  models . . . . . . . . . . . . . . . . . 667--678
          Eitan Greenshtein and   
                  Ya'acov Ritov   Sampling from a stationary process and
                                  detecting a change in the mean of a
                                  stationary distribution  . . . . . . . . 679--697
                 Sam Efromovich   Can adaptive estimators for Fourier
                                  series be of interest to wavelets? . . . 699--708
          Carenne Ludeña   Parametric estimation for Gaussian
                                  long-range dependent processes based on
                                  the log-periodogram  . . . . . . . . . . 709--728
        Mindaugas Bloznelis and   
           Friedrich Götze   An Edgeworth expansion for
                                  finite-population $U$-statistics . . . . 729--760
                      Anonymous   Editorial board, Bernoulli Journal, vol.
                                  6, no. 4 (2000)  . . . . . . . . . . . . ??
                      Anonymous   Table of contents, Bernoulli Journal,
                                  vol. 6, no. 4 (2000) . . . . . . . . . . ??

Bernoulli
Volume 6, Number 5, October, 2000

        Eva B. Vedel Jensen and   
        Linda Stougaard Nielsen   Inhomogeneous Markov point processes by
                                  transformation . . . . . . . . . . . . . 761--782
                 A. J. Baddeley   Time-invariance estimating equations . . 783--808
              Andrew T. A. Wood   Bootstrap relative errors and
                                  sub-exponential distributions  . . . . . 809--834
                 Peter Hall and   
                  Nader Tajvidi   Distribution and dependence-function
                                  estimation for bivariate extreme-value
                                  distributions  . . . . . . . . . . . . . 835--844
              Marc Lavielle and   
          Carenne Ludeña   The multiple change-points problem for
                                  the spectral distribution  . . . . . . . 845--869
             Nathalie Eisenbaum   On local times of a symmetric stable
                                  process as a doubly indexed process  . . 871--886
               Annie Millet and   
         Marta Sanz-Solé   Approximation and support theorem for a
                                  wave equation in two space dimensions    887--915
       Vladimir V. Anisimov and   
                Georg Ch. Pflug   $Z$-theorems: limits of stochastic
                                  equations  . . . . . . . . . . . . . . . 917--938
                Jordan Stoyanov   Krein condition in probabilistic moment
                                  problems . . . . . . . . . . . . . . . . 939--949
                      Anonymous   Editorial board, Bernoulli Journal, vol.
                                  6, no. 5 (2000)  . . . . . . . . . . . . ??
                      Anonymous   Table of contents, Bernoulli Journal,
                                  vol. 6, no. 5 (2000) . . . . . . . . . . ??

Bernoulli
Volume 6, Number 6, December, 2000

         Endre Csáki and   
Pál Révész and   
                       Zhan Shi   Favourite sites, favourite values and
                                  jump sizes for random walk and Brownian
                                  motion . . . . . . . . . . . . . . . . . 951--975
                Mohamed Mellouk   A large-deviation principle for random
                                  evolution equations  . . . . . . . . . . 977--999
         Guillermo Ferreyra and   
             Padamanbhan Sundar   Comparison of stochastic Volterra
                                  equations  . . . . . . . . . . . . . . . 1001--1006
              Jean-Claude Gruet   A note on hyperbolic von Mises
                                  distributions  . . . . . . . . . . . . . 1007--1020
         Ayalvadi J. Ganesh and   
                 Neil O'Connell   A large-deviation principle for
                                  Dirichlet posteriors . . . . . . . . . . 1021--1034
            Nobuaki Hoshino and   
              Akimichi Takemura   On reduction of finite-sample variance
                                  by extended Latin hypercube sampling . . 1035--1050
    Valentine Genon-Catalot and   
          Thierry Jeantheau and   
        Catherine Larédo   Stochastic volatility models as hidden
                                  Markov models and statistical
                                  applications . . . . . . . . . . . . . . 1051--1079
                Damir Filipovic   Exponential-polynomial families and the
                                  term structure of interest rates . . . . 1081--1107
             Michael G. Akritas   The central limit theorem under
                                  censoring  . . . . . . . . . . . . . . . 1109--1120
                   Lutz Mattner   Minimal sufficient statistics in
                                  location-scale parameter models  . . . . 1121--1134
                      Anonymous   Annual index Bernoulli Journal, vol. 6,
                                  (2000) . . . . . . . . . . . . . . . . . ??
                      Anonymous   Acknowledgement of refereeing work . . . ??
                      Anonymous   Editorial board, Bernoulli Journal, vol.
                                  6, no. 6 (2000)  . . . . . . . . . . . . ??
                      Anonymous   Table of contents, Bernoulli Journal,
                                  vol. 6, no. 6 (2000) . . . . . . . . . . ??


Bernoulli
Volume 7, Number 1, February, 2001

         Marianne A. Jonker and   
           Aad W. Van Der Vaart   A semi-parametric model for censored and
                                  passively registered data  . . . . . . . 1--31
                   Anton Schick   Sample splitting with Markov chains  . . 33--61
               Laurent Cavalier   On the problem of local adaptive
                                  estimation in tomography . . . . . . . . 63--78
             Jaksa Cvitanic and   
               Ioannis Karatzas   Generalized Neyman--Pearson lemma via
                                  convex duality . . . . . . . . . . . . . 79--97
               Martin Schlather   On the second-order characteristics of
                                  marked point processes . . . . . . . . . 99--117
          Vladimir Belitsky and   
           Pablo A. Ferrari and   
       Mikhail V. Menshikov and   
              Serguei Yu. Popov   A mixture of the exclusion process and
                                  the voter model  . . . . . . . . . . . . 119--144
             Aureli Alabert and   
      István Gyöngy   On stochastic reaction-diffusion
                                  equations with singular force term . . . 145--164
               Nicolas Fournier   Support theorem for the solution of a
                                  white-noise-driven parabolic stochastic
                                  partial differential equation with
                                  temporal Poissonian jumps  . . . . . . . 165--190
                      Anonymous   Editorial board, Bernoulli Journal, vol.
                                  7, no. 1 (2001)  . . . . . . . . . . . . ??
                      Anonymous   Table of contents, Bernoulli Journal,
                                  vol. 7, no. 1 (2001) . . . . . . . . . . ??

Bernoulli
Volume 7, Number 2, April, 2001

             Sidney Resnick and   
          Gennady Samorodnitsky   Steady-state distribution of the buffer
                                  content for M/G/$ \infty $ input fluid
                                  queues . . . . . . . . . . . . . . . . . 191--210
    Wolfgang J. Runggaldier and   
              Fabio Spizzichino   Sufficient conditions for finite
                                  dimensionality of filters in discrete
                                  time: a Laplace transform-based approach 211--221
              Heikki Haario and   
               Eero Saksman and   
               Johanna Tamminen   An adaptive Metropolis algorithm . . . . 223--242
            Mathieu Kessler and   
               Anton Schick and   
            Wolfgang Wefelmeyer   The information in the marginal law of a
                                  Markov chain . . . . . . . . . . . . . . 243--266
                 Fabienne Comte   Adaptive estimation of the spectrum of a
                                  stationary Gaussian sequence . . . . . . 267--298
                  Bernard Bercu   On large deviations in the Gaussian
                                  autoregressive process: stable, unstable
                                  and explosive cases  . . . . . . . . . . 299--316
                 Peter Hall and   
                 Spiridon Penev   Cross-validation for choosing resolution
                                  level for nonlinear wavelet curve
                                  estimators . . . . . . . . . . . . . . . 317--341
                 Amir Dembo and   
                Abram Kagan and   
              Lawrence A. Shepp   Remarks on the maximum correlation
                                  coefficient  . . . . . . . . . . . . . . 343--350
                   Marc Yor and   
                Marguerite Zani   Large deviations for the Bessel clock    351--362
            Francesco Russo and   
             Pierre Vallois and   
                    Jochen Wolf   A generalized class of Lyons-Zheng
                                  processes  . . . . . . . . . . . . . . . 363--379
                      Anonymous   Editorial board, Bernoulli Journal, vol.
                                  7, no. 2 (2001)  . . . . . . . . . . . . ??
                      Anonymous   Table of contents, Bernoulli Journal,
                                  vol. 7, no. 2 (2001) . . . . . . . . . . ??

Bernoulli
Volume 7, Number 3, June, 2001

                Randal Douc and   
               Catherine Matias   Asymptotics of the maximum likelihood
                                  estimator for general hidden Markov
                                  models . . . . . . . . . . . . . . . . . 381--420
                Hein Putter and   
              G. Alastair Young   On the effect of covariance function
                                  estimation on the accuracy of kriging
                                  predictors . . . . . . . . . . . . . . . 421--438
           Sergey G. Bobkov and   
       Friedrich Götze and   
        Christian Houdré   On Gaussian and Bernoulli covariance
                                  representations  . . . . . . . . . . . . 439--451
          Gareth O. Roberts and   
           Jeffrey S. Rosenthal   Infinite hierarchies and prior
                                  distributions  . . . . . . . . . . . . . 453--471
              Per Aslak Mykland   Likelihood computations without Bartlett
                                  identities . . . . . . . . . . . . . . . 473--485
                 Dietmar Ferger   Analysis of change-point estimators
                                  under the null hypothesis  . . . . . . . 487--506
              Ghislaine Gayraud   Minimax hypothesis testing about the
                                  density support  . . . . . . . . . . . . 507--525
               Edward Lungu and   
          Bernt Òksendal   Optimal harvesting from interacting
                                  populations in a stochastic environment  527--539
                      Allan Gut   Mixed shock models . . . . . . . . . . . 541--555
                Larbi Alili and   
               Lo\"\ic Chaumont   A new fluctuation identity for Lévy
                                  processes and some applications  . . . . 557--569
                      Anonymous   Editorial board, Bernoulli Journal, vol.
                                  7, no. 3 (2001)  . . . . . . . . . . . . ??
                      Anonymous   Table of contents, Bernoulli Journal,
                                  vol. 7, no. 3 (2001) . . . . . . . . . . ??

Bernoulli
Volume 7, Number 4, August, 2001

       Alessandra Guglielmi and   
             Richard L. Tweedie   Markov chain Monte Carlo estimation of
                                  the law of the mean of a Dirichlet
                                  process  . . . . . . . . . . . . . . . . 573--592
       Andreas E. Kyprianou and   
             A. Rahimzadeh Sani   Martingale convergence and the
                                  functional equation in the multi-type
                                  branching random walk  . . . . . . . . . 593--604
          Lucia Caramellino and   
          Valentina Di Vincenzo   Law of the iterated logarithm for random
                                  walks on nilpotent groups  . . . . . . . 605--628
      Alexander A. Gushchin and   
               Uwe Küchler   Addendum to `Asymptotic inference for a
                                  linear stochastic differential equation
                                  with time delay' . . . . . . . . . . . . 629--632
                    Yuhong Yang   Nonparametric regression with dependent
                                  errors . . . . . . . . . . . . . . . . . 633--655
                Marc Hallin and   
                    Zudi Lu and   
                  Lanh Tat Tran   Density estimation for spatial linear
                                  processes  . . . . . . . . . . . . . . . 657--668
               Holger Dette and   
  Carsten Von Lieres Und Wilkau   Testing additivity by kernel-based
                                  methods --- what is a reasonable test?   669--697
                      Anonymous   Editorial board, Bernoulli Journal, vol.
                                  7, no. 4 (2001)  . . . . . . . . . . . . ??
                      Anonymous   Table of contents, Bernoulli Journal,
                                  vol. 7, no. 4 (2001) . . . . . . . . . . ??

Bernoulli
Volume 7, Number 5, October, 2001

          Anatoli Iouditsky and   
              Eric Moulines and   
               Philippe Soulier   Adaptive estimation of the fractional
                                  differencing coefficient . . . . . . . . 699--731
                  Jan Beran and   
                   Yuanhua Feng   Local polynomial estimation with a
                                  FARIMA-GARCH error process . . . . . . . 733--750
              Shihong Cheng and   
                     Liang Peng   Confidence intervals for the tail index  751--760
              David Nualart and   
                  Wim Schoutens   Backward stochastic differential
                                  equations and Feynman--Kac formula for
                                  Lévy processes, with applications in
                                  finance  . . . . . . . . . . . . . . . . 761--776
          Caroline Cardon-Weber   Cahn--Hilliard stochastic equation:
                                  existence of the solution and of its
                                  density  . . . . . . . . . . . . . . . . 777--816
               Gwo Dong Lin and   
                   Chin-Yuan Hu   The Riemann zeta distribution  . . . . . 817--828
                      Anonymous   Editorial board, Bernoulli Journal, vol.
                                  7, no. 5 (2001)  . . . . . . . . . . . . ??
                      Anonymous   Table of contents, Bernoulli Journal,
                                  vol. 7, no. 5 (2001) . . . . . . . . . . ??

Bernoulli
Volume 7, Number 6, December, 2001

                 Peter Hall and   
             Gavin Melville and   
                  Alan H. Welsh   Bias correction and bootstrap methods
                                  for a spatial sampling scheme  . . . . . 829--846
                 Milan Borkovec   Asymptotic behaviour of the sample
                                  autocovariance and autocorrelation
                                  function of the AR(1) process with
                                  ARCH(1) errors . . . . . . . . . . . . . 847--872
             Vladas Pipiras and   
                 Murad S. Taqqu   Are classes of deterministic integrands
                                  for fractional Brownian motion on an
                                  interval complete? . . . . . . . . . . . 873--897
                 Emmanuel Gobet   Local asymptotic mixed normality
                                  property for elliptic diffusion: a
                                  Malliavin calculus approach  . . . . . . 899--912
              Patrick Cheridito   Mixed fractional Brownian motion . . . . 913--934
           Pablo A. Ferrari and   
           Joel L. Lebowitz and   
                   Eugene Speer   Blocking measures for asymmetric
                                  exclusion processes via coupling . . . . 935--950
                      Anonymous   Editorial board, Bernoulli Journal, vol.
                                  7, no. 6 (2001)  . . . . . . . . . . . . ??
                      Anonymous   Table of contents, Bernoulli Journal,
                                  vol. 7, no. 6 (2001) . . . . . . . . . . ??


Bernoulli
Volume 8, Number 1, February, 2002

         Jürgen Franke and   
          Jens-Peter Kreiss and   
                    Enno Mammen   Bootstrap of kernel smoothing in
                                  nonlinear time series  . . . . . . . . . 1--37
                David Assaf and   
              Ester Samuel-Cahn   Prophet inequalities for optimal
                                  stopping rules with probabilistic recall 39--52
            Violet S. F. Lo and   
          Gareth O. Roberts and   
               Henry E. Daniels   Inverse method of images . . . . . . . . 53--80
    Ludger Rüschendorf and   
        Jeannette H. C. Woerner   Expansion of transition distributions of
                                  Lévy processes in small time  . . . . . . 81--96
             Albert Benassi and   
                Serge Cohen and   
                  Jacques Istas   Identification and properties of real
                                  harmonizable fractional Lévy motions  . . 97--115
                 K.-S. Chan and   
                        H. Tong   A note on the equivalence of two
                                  approaches for specifying a Markov
                                  process  . . . . . . . . . . . . . . . . 117--122
      Jean-Pierre Lepeltier and   
        Jaime San Martín   On the existence or non-existence of
                                  solutions for certain backward
                                  stochastic differential equations  . . . 123--137
                      Anonymous   Editorial board, Bernoulli Journal, vol.
                                  8, no. 1 (2002)  . . . . . . . . . . . . ??
                      Anonymous   Table of contents, Bernoulli Journal,
                                  vol. 8, no. 1 (2002) . . . . . . . . . . ??

Bernoulli
Volume 8, Number 2, April, 2002

           Sylvain Delattre and   
                  Marc Hoffmann   Asymptotic equivalence for a null
                                  recurrent diffusion  . . . . . . . . . . 139--174
             Richard C. Bradley   On positive spectral density functions   175--193
               Jean Bertoin and   
         Maria-Emilia Caballero   Entrance from 0+ for increasing
                                  semi-stable Markov processes . . . . . . 195--205
         Samia Beghdadi-Sakrani   The uniqueness class of continuous local
                                  martingales  . . . . . . . . . . . . . . 207--217
Gérard Kerkyacharian and   
               Dominique Picard   Minimax or maxisets? . . . . . . . . . . 219--253
           Faouzi El Bantli and   
                    Marc Hallin   Estimation of the innovation quantile
                                  density function of an $ {\rm AR}(p) $
                                  process based on autoregression
                                  quantiles  . . . . . . . . . . . . . . . 255--274
                      Anonymous   Editorial board, Bernoulli Journal, vol.
                                  8, no. 2 (2002)  . . . . . . . . . . . . ??
                      Anonymous   Table of contents, Bernoulli Journal,
                                  vol. 8, no. 2 (2002) . . . . . . . . . . ??

Bernoulli
Volume 8, Number 3, April, 2002

   Olle Häggström and   
             Johan Jonasson and   
                  Russell Lyons   Coupling and Bernoullicity in
                                  random-cluster and Potts models  . . . . 275--294
            Dragan Banjevic and   
            Hemant Ishwaran and   
               Mahmoud Zarepour   A recursive method for functionals of
                                  Poisson processes  . . . . . . . . . . . 295--311
                     Zehua Chen   Adaptive ranked-set sampling with
                                  multiple concomitant variables: an
                                  effective way to observational economy   313--322
   Ole E. Barndorff-Nielsen and   
      Steen Thorbjòrnsen   Self-decomposability and Lévy processes
                                  in free probability  . . . . . . . . . . 323--366
           Damien Lamberton and   
                 Gilles Pag\`es   Recursive computation of the invariant
                                  distribution of a diffusion  . . . . . . 367--405
                      Allan Gut   On the moment problem  . . . . . . . . . 407--421
                      Anonymous   Editorial board, Bernoulli Journal, vol.
                                  8, no. 3 (2002)  . . . . . . . . . . . . ??
                      Anonymous   Table of contents, Bernoulli Journal,
                                  vol. 8, no. 3 (2002) . . . . . . . . . . ??

Bernoulli
Volume 8, Number 4, August, 2002

              Gordon Blower and   
               Julia E. Kelsall   Nonlinear kernel density estimation for
                                  binned data: convergence in entropy  . . 423--449
              Anne Philippe and   
                Judith Rousseau   Non-informative priors in the case of
                                  Gaussian long-memory processes . . . . . 451--473
             Michael Kohler and   
               Adam Krzyzak and   
           Dominik Schäfer   Application of structural risk
                                  minimization to multivariate smoothing
                                  spline regression estimates  . . . . . . 475--489
          Helle Sòrensen   Estimation of diffusion parameters for
                                  discretely observed diffusion processes  491--508
             Dilip B. Madan and   
                       Marc Yor   Making Markov martingales meet
                                  marginals: with explicit constructions   509--536
           Nicolas Fournier and   
   Sylvie Méléard   A weak criterion of absolute continuity
                                  for jump processes: application to the
                                  Boltzmann equation . . . . . . . . . . . 537--558
                      Anonymous   Editorial board, Bernoulli Journal, vol.
                                  8, no. 4 (2002)  . . . . . . . . . . . . ??
                      Anonymous   Table of contents, Bernoulli Journal,
                                  vol. 8, no. 4 (2002) . . . . . . . . . . ??

Bernoulli
Volume 8, Number 5, October, 2002

           Probal Chaudhuri and   
                    Wei-Yin Loh   Nonparametric estimation of conditional
                                  quantiles using quantile regression
                                  trees  . . . . . . . . . . . . . . . . . 561--576
                 Yannick Baraud   Non-asymptotic minimax rates of testing
                                  in signal detection  . . . . . . . . . . 577--606
        Ingrid Van Keilegom and   
          Noël Veraverbeke   Density and hazard estimation in
                                  censored regression models . . . . . . . 607--625
                 Gonzalo Perera   Irregular sets and central limit
                                  theorems . . . . . . . . . . . . . . . . 627--642
                Martin Jacobsen   Optimality and small $ \Delta
                                  $-optimality of martingale estimating
                                  functions  . . . . . . . . . . . . . . . 643--668
           Thomas Kühn and   
                   Werner Linde   Optimal series representation of
                                  fractional Brownian sheets . . . . . . . 669--696
                      Anonymous   Editorial board, Bernoulli Journal, vol.
                                  8, no. 5 (2002)  . . . . . . . . . . . . ??
                      Anonymous   Table of contents, Bernoulli Journal,
                                  vol. 8, no. 5 (2002) . . . . . . . . . . ??

Bernoulli
Volume 8, Number 6, December, 2002

    Christian Houdré and   
               Nicolas Privault   Concentration and deviation inequalities
                                  in infinite dimensions via covariance
                                  representations  . . . . . . . . . . . . 697--720
   Christian Léonard and   
                    Jamal Najim   An extension of Sanov's theorem:
                                  application to the Gibbs conditioning
                                  principle  . . . . . . . . . . . . . . . 721--743
           Mikhail Lifshits and   
                       Zhan Shi   The first exit time of Brownian motion
                                  from a parabolic domain  . . . . . . . . 745--765
         Zbigniew Palmowski and   
                  Tomasz Rolski   A technique for exponential change of
                                  measure for Markov processes . . . . . . 767--785
                Marc Hallin and   
               Davy Paindaveine   Optimal procedures based on
                                  interdirections and pseudo-Mahalanobis
                                  ranks for testing multivariate elliptic
                                  white noise against ARMA dependence  . . 787--815
               Jan T. A. Koster   Marginalizing and conditioning in
                                  graphical models . . . . . . . . . . . . 817--840
                      Anonymous   Editorial board, Bernoulli Journal, vol.
                                  8, no. 6 (2002)  . . . . . . . . . . . . ??
                      Anonymous   Table of contents, Bernoulli Journal,
                                  vol. 8, no. 6 (2002) . . . . . . . . . . ??


Bernoulli
Volume 9, Number 1, February, 2003

                 Jim Pitman and   
                       Marc Yor   Hitting, occupation and inverse local
                                  times of one-dimensional diffusions:
                                  martingale and excursion approaches  . . 1--24
               Giovanni Peccati   Explicit formulae for time-space
                                  Brownian chaos . . . . . . . . . . . . . 25--48
               P. Del Moral and   
                       T. Zajic   A note on the Laplace--Varadhan integral
                                  lemma  . . . . . . . . . . . . . . . . . 49--65
        Peter Eichelsbacher and   
                      Tim Zajic   Moderate deviations for mean-field Gibbs
                                  measures . . . . . . . . . . . . . . . . 67--95
             Sidney Resnick and   
      Gennady Samorodnitsky and   
               Anna Gilbert and   
               Walter Willinger   Wavelet analysis of conservative
                                  cascades . . . . . . . . . . . . . . . . 97--135
                Marc Hallin and   
               Bas J. M. Werker   Semi-parametric efficiency,
                                  distribution-freeness and invariance . . 137--165
               P. V. Larsen and   
                     P. E. Jupp   Parametrization-invariant Wald tests . . 167--182
                      Anonymous   Editorial board, Bernoulli Journal, vol.
                                  9, no. 1 (2003)  . . . . . . . . . . . . ??
                      Anonymous   Table of contents, Bernoulli Journal,
                                  vol. 9, no. 1 (2003) . . . . . . . . . . ??

Bernoulli
Volume 9, Number 2, April, 2003

                 Hock Peng Chan   Upper bounds and importance sampling of
                                  $p$-values for DNA and protein sequence
                                  alignments . . . . . . . . . . . . . . . 183--199
       István Berkes and   
       Lajos Horváth and   
                 Piotr Kokoszka   GARCH processes: structure and
                                  estimation . . . . . . . . . . . . . . . 201--227
              Sinjini Mitra and   
           Tilmann Gneiting and   
   Zoltán Sasvári   Polynomial covariance functions on
                                  intervals  . . . . . . . . . . . . . . . 229--241
   Ole E. Barndorff-Nielsen and   
                  Neil Shephard   Realized power variation and stochastic
                                  volatility models  . . . . . . . . . . . 243--265
         John H. J. Einmahl and   
                Ian W. McKeague   Empirical likelihood based hypothesis
                                  testing  . . . . . . . . . . . . . . . . 267--290
       Messan Amewou-Atisso and   
           Subhashis Ghosal and   
           Jayanta K. Ghosh and   
              R. V. Ramamoorthi   Posterior consistency for
                                  semi-parametric regression problems  . . 291--312
   Anja Göing-Jaeschke and   
                       Marc Yor   A survey and some generalizations of
                                  Bessel processes . . . . . . . . . . . . 313--349
                 Sven Erick Alm   Monotonicity of the difference between
                                  median and mean of gamma distributions
                                  and of a related Ramanujan sequence  . . 351--371
                      Anonymous   Editorial board, Bernoulli Journal, vol.
                                  9, no. 2 (2003)  . . . . . . . . . . . . ??
                      Anonymous   Table of contents, Bernoulli Journal,
                                  vol. 9, no. 2 (2003) . . . . . . . . . . ??

Bernoulli
Volume 9, Number 3, June, 2003

    Mathisca C. M. De Gunst and   
                 Barry Schouten   Model selection for hidden Markov models
                                  of ion channel data by reversible jump
                                  Markov chain Monte Carlo . . . . . . . . 373--393
              Sujit K. Sahu and   
         Anatoly A. Zhigljavsky   Self-regenerative Markov chain Monte
                                  Carlo with adaptation  . . . . . . . . . 395--422
              Lutz Dümbgen   Optimal confidence bands for
                                  shape-restricted curves  . . . . . . . . 423--449
                Bert Van Es and   
               Peter Spreij and   
               Harry Van Zanten   Nonparametric volatility density
                                  estimation . . . . . . . . . . . . . . . 451--465
   Claudia Klüppelberg and   
             Thomas Mikosch and   
             Anette Schärf   Regular variation in the mean and stable
                                  limits for Poisson shot noise  . . . . . 467--496
             Lise Bellanger and   
                 Gonzalo Perera   Compound Poisson limit theorems for
                                  high-level exceedances of some
                                  non-stationary processes . . . . . . . . 497--515
             Sa\"\id Hamad\`ene   Multidimensional backward stochastic
                                  differential equations with uniformly
                                  continuous coefficients  . . . . . . . . 517--534
          Akimichi Takemura and   
                 Satoshi Kuriki   Tail probability via tube formula when
                                  the critical radius is zero  . . . . . . 535--558
                      Anonymous   Table of contents, Bernoulli Journal,
                                  vol. 9, no. 3 (2003) . . . . . . . . . . ??

Bernoulli
Volume 9, Number 4, August, 2003

     Sòren F. Jarner and   
             Richard L. Tweedie   Necessary conditions for geometric and
                                  polynomial ergodicity of
                                  random-walk-type . . . . . . . . . . . . 559--578
                 Jian Zhang and   
                       Anna Liu   Local polynomial fitting based on
                                  empirical likelihood . . . . . . . . . . 579--605
                 Werner Ehm and   
             Marc G. Genton and   
               Tilmann Gneiting   Stationary covariances associated with
                                  exponentially convex functions . . . . . 607--615
                   Holger Drees   Extreme quantile estimation for
                                  dependent data, with applications to
                                  finance  . . . . . . . . . . . . . . . . 617--657
                      Juri Hinz   Optimizing a portfolio of
                                  power-producing plants . . . . . . . . . 659--669
         Raimundas Gaigalas and   
                    Ingemar Kaj   Convergence of scaled renewal processes
                                  and a packet arrival model . . . . . . . 671--703
             Francis Comets and   
               Tokuzo Shiga and   
                  Nobuo Yoshida   Directed polymers in a random
                                  environment: path localization and
                                  strong disorder  . . . . . . . . . . . . 705--723
           Niels Richard Hansen   Geometric ergodicity of discrete-time
                                  approximations to multivariate
                                  diffusions . . . . . . . . . . . . . . . 725--743
                      Anonymous   Table of contents, Bernoulli Journal,
                                  vol. 9, no. 4 (2003) . . . . . . . . . . ??

Bernoulli
Volume 9, Number 5, October, 2003

                   Bo Markussen   Likelihood inference for a discretely
                                  observed stochastic partial differential
                                  equation . . . . . . . . . . . . . . . . 745--762
               Marta Fiocco and   
             Willem R. Van Zwet   Decaying correlations for the
                                  supercritical contact process
                                  conditioned on survival  . . . . . . . . 763--781
    Alexander Goldenshluger and   
           Sergei V. Pereverzev   On adaptive inverse estimation of linear
                                  functionals in Hilbert scales  . . . . . 783--807
                    Wei Biao Wu   Empirical processes of long-memory
                                  sequences  . . . . . . . . . . . . . . . 809--831
             Vladas Pipiras and   
                 Murad S. Taqqu   Central limit theorems for partial sums
                                  of bounded functionals of
                                  infinite-variance moving averages  . . . 833--855
           Valerie Girardin and   
                Rachid Senoussi   Semigroup stationary processes and
                                  spectral representation  . . . . . . . . 857--876
            Philippe Bernardoff   Which negative multinomial distributions
                                  are infinitely divisible?  . . . . . . . 877--893
              Henghsiu Tsai and   
                     K. S. Chan   A note on parameter differentiation of
                                  matrix exponentials, with applications
                                  to continuous-time modelling . . . . . . 895--919
                      Anonymous   Table of contents, Bernoulli Journal,
                                  vol. 9, no. 5 (2003) . . . . . . . . . . ??

Bernoulli
Volume 9, Number 6, December, 2003

    Gérard Ben Arous and   
                 Michel Sortais   Large deviations in the Langevin
                                  dynamics of a short-range spin glass . . 921--954
               Christian Bender   An $S$-transform approach to integration
                                  with respect to a fractional Brownian
                                  motion . . . . . . . . . . . . . . . . . 955--983
          Hartmut Lanzinger and   
        Ulrich Stadtmüller   Baum--Katz laws for certain weighted
                                  sums of independent and identically
                                  distributed random variables . . . . . . 985--1002
                 Vlad Bally and   
                 Gilles Pag\`es   A quantization algorithm for solving
                                  multidimensional discrete-time optimal
                                  stopping problems  . . . . . . . . . . . 1003--1049
    Michael Sòrensen and   
                Masayuki Uchida   Small-diffusion asymptotics for
                                  discretely sampled stochastic
                                  differential equations . . . . . . . . . 1051--1069
               Marta Fiocco and   
             Willem R. Van Zwet   Parameter estimation for the
                                  supercritical contact process  . . . . . 1071--1092
                   Adrian Dobra   Markov bases for decomposable graphical
                                  models . . . . . . . . . . . . . . . . . 1093--1108
                      Anonymous   Editorial board, Bernoulli Journal, vol.
                                  9, no. 6 (2003)  . . . . . . . . . . . . ??
                      Anonymous   Table of contents, Bernoulli Journal,
                                  vol. 9, no. 6 (2003) . . . . . . . . . . ??


Bernoulli
Volume 10, Number 1, February, 2004

           Prakash N. Patil and   
              Andrew T. A. Wood   Counting process intensity estimation by
                                  orthogonal wavelet methods . . . . . . . 1--24
                    Yuhong Yang   Aggregating regression procedures to
                                  improve performance  . . . . . . . . . . 25--47
Germán Aneiros-Pérez and   
Wenceslao González-Manteiga and   
                  Philippe Vieu   Estimation and testing in a partial
                                  linear regression model under
                                  long-memory dependence . . . . . . . . . 49--78
            Alexander V. Gnedin   The Bernoulli sieve  . . . . . . . . . . 79--96
                  Hiroki Masuda   On multidimensional Ornstein--Uhlenbeck
                                  processes driven by a general Lévy
                                  process  . . . . . . . . . . . . . . . . 97--120
             Vladas Pipiras and   
             Murad S. Taqqu and   
                 Joshua B. Levy   Slow, fast and arbitrary growth
                                  conditions for renewal-reward processes
                                  when both the renewals and the rewards
                                  are heavy-tailed . . . . . . . . . . . . 121--163
Lluís Quer-Sardanyons and   
         Marta Sanz-Solé   A stochastic wave equation in dimension
                                  3: smoothness of the law . . . . . . . . 165--186
                      Anonymous   Editorial board, Bernoulli Journal, vol.
                                  10, no. 1 (2004) . . . . . . . . . . . . ??
                      Anonymous   Table of contents, Bernoulli Journal,
                                  vol. 10, no. 1 (2004)  . . . . . . . . . ??

Bernoulli
Volume 10, Number 2, April, 2004

           Anatoli Juditsky and   
         Sophie Lambert-Lacroix   On minimax density estimation on $
                                  \mathbb {R} $  . . . . . . . . . . . . . 187--220
              Tatyana S. Turova   Berry--Esseen and central limit theorems
                                  for serial rank statistics via graphs    221--250
             Gerrit Draisma and   
               Holger Drees and   
               Ana Ferreira and   
                Laurens De Haan   Bivariate tail estimation: dependence in
                                  asymptotic independence  . . . . . . . . 251--280
        Grigori N. Milstein and   
    John G. M. Schoenmakers and   
              Vladimir Spokoiny   Transition density estimation for
                                  stochastic differential equations via
                                  forward-reverse representations  . . . . 281--312
               Ciprian A. Tudor   Martingale-type stochastic calculus for
                                  anticipating integral processes  . . . . 313--325
              Donatas Surgailis   Stable limits of sums of bounded
                                  functions of long-memory moving averages
                                  with finite variance . . . . . . . . . . 327--355
             Albert Benassi and   
                Serge Cohen and   
                  Jacques Istas   On roughness indices for fractional
                                  fields . . . . . . . . . . . . . . . . . 357--373
                      Anonymous   Editorial board, Bernoulli Journal, vol.
                                  10, no. 2 (2004) . . . . . . . . . . . . ??
                      Anonymous   Table of contents, Bernoulli Journal,
                                  vol. 10, no. 2 (2004)  . . . . . . . . . ??

Bernoulli
Volume 10, Number 3, June, 2004

               Erik W. Van Zwet   Laslett's line segment problem . . . . . 377--396
       Jean-Claude Massé   Asymptotics for the Tukey depth process,
                                  with an application to a multivariate
                                  trimmed mean . . . . . . . . . . . . . . 397--419
             Thomas A. Severini   Likelihood functions based on
                                  parameter-dependent functions  . . . . . 421--446
                 Feifang Hu and   
                   Li-Xin Zhang   Asymptotic normality of urn models for
                                  clinical trials with delayed response    447--463
             Roelof Helmers and   
               Bing-Yi Jing and   
              Gengsheng Qin and   
                      Wang Zhou   Saddlepoint approximations to the
                                  trimmed mean . . . . . . . . . . . . . . 465--501
       Friedrich Götze and   
           Alexander Tikhomirov   Rate of convergence in probability to
                                  the Marchenko--Pastur law  . . . . . . . 503--548
            James P. Hobert and   
             Dobrin Marchev and   
             Jason Schweinsberg   Stability of the tail Markov chain and
                                  the evaluation of improper priors for an
                                  exponential rate parameter . . . . . . . 549--564
                      Anonymous   Editorial board, Bernoulli Journal, vol.
                                  10, no. 3 (2004) . . . . . . . . . . . . ??
                      Anonymous   Table of contents, Bernoulli Journal,
                                  vol. 10, no. 3 (2004)  . . . . . . . . . ??

Bernoulli
Volume 10, Number 4, August, 2004

          Alexander Samarov and   
             Alexandre Tsybakov   Nonparametric independent component
                                  analysis . . . . . . . . . . . . . . . . 565--582
                K. F. Cheng and   
                      C. K. Chu   Semiparametric density estimation under
                                  a two-sample density ratio model . . . . 583--604
           Christian Francq and   
         Jean-Michel Zako\"\ian   Maximum likelihood estimation of pure
                                  GARCH and ARMA-GARCH processes . . . . . 605--637
              Paul Marriott and   
                       Paul Vos   On the global geometry of parametric
                                  models and information recovery  . . . . 639--649
              Antonio Lijoi and   
         Igor Prünster and   
              Stephen G. Walker   Extending Doob's consistency theorem to
                                  nonparametric densities  . . . . . . . . 651--663
         Vydas \vCekanavi\vcius   On local estimates and the Stein method  665--683
     Hél\`ene Massam and   
              Jacek Weso\lowski   The Matsumoto-Yor property on trees  . . 685--700
    Valentine Genon-Catalot and   
                Mathieu Kessler   Random scale perturbation of an AR(1)
                                  process and its properties as a
                                  nonlinear explicit filter  . . . . . . . 701--720
        Evarist Giné and   
                 David M. Mason   The law of the iterated logarithm for
                                  the integrated squared deviation of a
                                  kernel density estimator . . . . . . . . 721--752
                      Anonymous   Editorial board, Bernoulli Journal, vol.
                                  10, no. 4 (2004) . . . . . . . . . . . . ??
                      Anonymous   Table of contents, Bernoulli Journal,
                                  vol. 10, no. 4 (2004)  . . . . . . . . . ??

Bernoulli
Volume 10, Number 5, October, 2004

                  Gordon Blower   Transportation of measure, Young
                                  diagrams and random matrices . . . . . . 755--782
                  Denis Laurent   Solutions of stochastic partial
                                  differential equations considered as
                                  Dirichlet processes  . . . . . . . . . . 783--827
          Steffen Grossmann and   
                 Benjamin Yakir   Large deviations for global maxima of
                                  independent superadditive processes with
                                  negative drift and an application to
                                  optimal sequence alignments  . . . . . . 829--845
       Jean-David Fermanian and   
           Dragan Radulovic and   
                 Marten Wegkamp   Weak convergence of empirical copula
                                  processes  . . . . . . . . . . . . . . . 847--860
            Morris L. Eaton and   
              David A. Freedman   Dutch book against some `objective'
                                  priors . . . . . . . . . . . . . . . . . 861--872
                  Karine Bertin   Asymptotically exact minimax estimation
                                  in sup-norm for anisotropic Hölder
                                  classes  . . . . . . . . . . . . . . . . 873--888
               Anton Schick and   
            Wolfgang Wefelmeyer   Functional convergence and optimality of
                                  plug-in estimators for stationary
                                  densities of moving average processes    889--917
                 Peter Hall and   
                 Efstathia Bura   Nonparametric methods of inference for
                                  finite-state, inhomogeneous Markov
                                  processes  . . . . . . . . . . . . . . . 919--938
                      Anonymous   Editorial board, Bernoulli Journal, vol.
                                  10, no. 5 (2004) . . . . . . . . . . . . ??
                      Anonymous   Table of contents, Bernoulli Journal,
                                  vol. 10, no. 5 (2004)  . . . . . . . . . ??

Bernoulli
Volume 10, Number 6, December, 2004

        Sara A. Van De Geer and   
        Hans C. Van Houwelingen   High-dimensional data: $ p \gg n $ in
                                  mathematical statistics and bio-medical
                                  applications . . . . . . . . . . . . . . 939--943
          Mei-Ling Ting Lee and   
             George A. Whitmore   Intensity-dependent normalization in
                                  microarray analysis: a note of concern   943--949
       Elizabeth S. Garrett and   
            Giovanni Parmigiani   A nested unsupervised approach to
                                  identifying novel molecular subtypes . . 951--969
          Eitan Greenshtein and   
                  Ya'acov Ritov   Persistence in high-dimensional linear
                                  predictor selection and the virtue of
                                  overparametrization  . . . . . . . . . . 971--988
            Peter J. Bickel and   
               Elizaveta Levina   Some theory for Fisher's linear
                                  discriminant function, `naive Bayes',
                                  and some alternatives when there are
                                  many more variables than observations    989--1010
     Sündüz Keles and   
          Mark Van Der Laan and   
                Sandrine Dudoit   Asymptotically optimal model selection
                                  method with right censored outcomes  . . 1011--1037
            Lucien Birgé   Model selection for Gaussian regression
                                  with random design . . . . . . . . . . . 1039--1051
Gérard Kerkyacharian and   
               Dominique Picard   Regression in random design and warped
                                  wavelets . . . . . . . . . . . . . . . . 1053--1105
                      Anonymous   Editorial board, Bernoulli Journal, vol.
                                  10, no. 6 (2004) . . . . . . . . . . . . ??
                      Anonymous   Table of contents, Bernoulli Journal,
                                  vol. 10, no. 6 (2004)  . . . . . . . . . ??


Bernoulli
Volume 11, Number 1, January, 2005

              Anil K. Ghosh and   
               Probal Chaudhuri   On data depth and distribution-free
                                  discriminant analysis using separating
                                  surfaces . . . . . . . . . . . . . . . . 1--27
                Angelos Dassios   On the quantiles of Brownian motion and
                                  their hitting times  . . . . . . . . . . 29--36
     Miguel González and   
              Manuel Molina and   
         Inés Del Puerto   On $ L^2 $-convergence of controlled
                                  branching processes with random control
                                  function . . . . . . . . . . . . . . . . 37--46
  José Antonio Adell and   
                Alberto Lekuona   Sharp estimates in signed Poisson
                                  approximation of Poisson mixtures  . . . 47--65
                   Markus Reiss   Adaptive estimation for affine
                                  stochastic delay differential equations  67--102
           Pierre Vandekerkhove   Consistent and asymptotically normal
                                  parameter estimates for hidden Markov
                                  mixtures of Markov models  . . . . . . . 103--129
        Eustasio Del Barrio and   
        Evarist Giné and   
                 Frederic Utzet   Asymptotics for $ L_2 $ functionals of
                                  the empirical quantile process, with
                                  applications to tests of fit based on
                                  weighted Wasserstein distances . . . . . 131--189
                      Anonymous   Table of contents, Bernoulli Journal,
                                  vol. 11, no. 1 (2005)  . . . . . . . . . ??

Bernoulli
Volume 11, Number 2, April, 2005

            Bo Martin Bibby and   
       Ib Michael Skovgaard and   
        Michael Sòrensen   Diffusion-type models with given
                                  marginal distribution and
                                  autocorrelation function . . . . . . . . 191--220
             Fabrice Gamboa and   
             Jean-Michel Loubes   Wavelet estimation of a multifractal
                                  function . . . . . . . . . . . . . . . . 221--246
              Szymon Peszat and   
                Francesco Russo   Large-noise asymptotics for
                                  one-dimensional diffusions . . . . . . . 247--262
                Andries Lenstra   Cramér--Rao revisited . . . . . . . . . . 263--282
       Laurent Decreusefond and   
                  Nicholas Savy   Filtered Brownian motions as weak limit
                                  of filtered Poisson processes  . . . . . 283--292
          Tadayoshi Fushiki and   
            Fumiyasu Komaki and   
                Kazuyuki Aihara   Nonparametric bootstrap prediction . . . 293--307
           Cristina Butucea and   
               Catherine Matias   Minimax estimation of the noise level
                                  and of the deconvolution density in a
                                  semiparametric convolution model . . . . 309--340
                T. Tony Cai and   
                    Mark G. Low   Adaptive estimation of linear
                                  functionals under different performance
                                  measures . . . . . . . . . . . . . . . . 341--358
             Takaki Hayashi and   
               Nakahiro Yoshida   On covariance estimation of
                                  non-synchronously observed diffusion
                                  processes  . . . . . . . . . . . . . . . 359--379
                      Anonymous   Editorial board, Bernoulli Journal, vol.
                                  11, no. 2 (2005) . . . . . . . . . . . . ??
                      Anonymous   Table of contents, Bernoulli Journal,
                                  vol. 11, no. 2 (2005)  . . . . . . . . . ??

Bernoulli
Volume 11, Number 3, June, 2005

   Claudia Klüppelberg and   
              Alexander Lindner   Extreme value theory for moving average
                                  processes with light-tailed innovations  381--410
           Cristina Butucea and   
             Michael H. Neumann   Exact asymptotics for estimating the
                                  marginal density of discretely observed
                                  diffusion processes  . . . . . . . . . . 411--444
            Takaaki Shimura and   
               Toshiro Watanabe   Infinite divisibility and generalized
                                  subexponentiality  . . . . . . . . . . . 445--469
           Víctor Rivero   Recurrent extensions of self-similar
                                  Markov processes and Cramér's condition   471--509
              Sung Nok Chiu and   
                   Chuancun Yin   Passage times for a spectrally negative
                                  Lévy process with applications to risk
                                  theory . . . . . . . . . . . . . . . . . 511--522
      Gusztáv Morvai and   
                 Benjamin Weiss   On classifying processes . . . . . . . . 523--532
                      Bero Roos   On Hipp's compound Poisson
                                  approximations via concentration
                                  functions  . . . . . . . . . . . . . . . 533--557
     Miguel González and   
    Rodrigo Martínez and   
                    Manuel Mota   On the unlimited growth of a class of
                                  homogeneous multitype Markov chains  . . 559--570
                      Anonymous   Editorial board, Bernoulli Journal, vol.
                                  11, no. 3 (2005) . . . . . . . . . . . . ??
                      Anonymous   Table of contents, Bernoulli Journal,
                                  vol. 11, no. 3 (2005)  . . . . . . . . . ??

Bernoulli
Volume 11, Number 4, August, 2005

            Steven N. Evans and   
              Ben B. Hansen and   
                Philip B. Stark   Minimax expected measure confidence sets
                                  for restricted location parameters . . . 571--590
           Valentin Konakov and   
                    Enno Mammen   Edgeworth-type expansions for transition
                                  densities of Markov chains converging to
                                  diffusions . . . . . . . . . . . . . . . 591--641
               Harry Van Zanten   On the rate of convergence of the
                                  maximum likelihood estimator in Brownian
                                  semimartingale models  . . . . . . . . . 643--664
           Alexander Nagaev and   
             Alexander Zaigraev   New large-deviation local theorems for
                                  sums of independent and identically
                                  distributed random vectors when the
                                  limit distribution is $ \alpha $-stable  665--687
          Benjamin Jourdain and   
Sylvie Méléard and   
           Wojbor A. Woyczynski   Probabilistic approximation and inviscid
                                  limits for one-dimensional fractional
                                  conservation laws  . . . . . . . . . . . 689--714
              Gengsheng Qin and   
                       Min Tsao   Empirical likelihood based inference for
                                  the derivative of the nonparametric
                                  regression function  . . . . . . . . . . 715--735
             Irene Crimaldi and   
                  Luca Pratelli   Convergence results for conditional
                                  expectations . . . . . . . . . . . . . . 737--745
              Tadayoshi Fushiki   Bootstrap prediction and Bayesian
                                  prediction under misspecified models . . 747--758
                      Anonymous   Editorial board, Bernoulli Journal, vol.
                                  11, no. 4 (2005) . . . . . . . . . . . . ??
                      Anonymous   Table of contents, Bernoulli Journal,
                                  vol. 11, no. 4 (2005)  . . . . . . . . . ??

Bernoulli
Volume 11, Number 5, October, 2005

               G. Jongbloed and   
       F. H. Van Der Meulen and   
            A. W. Van Der Vaart   Nonparametric inference for Lévy-driven
                                  Ornstein--Uhlenbeck processes  . . . . . 759--791
          Akimichi Takemura and   
                   Satoshi Aoki   Distance-reducing Markov bases for
                                  sampling from a discrete sample space    793--813
     Yves F. Atchadé and   
           Jeffrey S. Rosenthal   On adaptive Markov chain Monte Carlo
                                  algorithms . . . . . . . . . . . . . . . 815--828
             Oliver Johnson and   
               Richard Samworth   Central limit theorem and convergence to
                                  stable laws in Mallows distance  . . . . 829--845
                 James E. Young   Binary sequential representations of
                                  random partitions  . . . . . . . . . . . 847--861
               I-Shou Chang and   
          Chao Agnes Hsiung and   
             Mei-Chuan Wang and   
                  Chi-Chung Wen   An asymptotic theory for the
                                  nonparametric maximum likelihood
                                  estimator in the Cox gene model  . . . . 863--892
             Gilles Pag\`es and   
               Huyên Pham   Optimal quantization methods for
                                  nonlinear filtering with discrete-time
                                  observations . . . . . . . . . . . . . . 893--932
                Dominique Dehay   On invariant distribution function
                                  estimation for continuous-time
                                  stationary processes . . . . . . . . . . 933--948
                      Anonymous   Editorial board, Bernoulli Journal, vol.
                                  11, no. 5 (2005) . . . . . . . . . . . . ??
                      Anonymous   Table of contents, Bernoulli Journal,
                                  vol. 11, no. 5 (2005)  . . . . . . . . . ??

Bernoulli
Volume 11, Number 6, December, 2005

                J. Beirlant and   
                 G. Dierckx and   
                     A. Guillou   Estimation of the extreme-value index
                                  and generalized quantile plots . . . . . 949--970
             Jose M. Vidal-Sanz   Pointwise universal consistency of
                                  nonparametric density estimators . . . . 971--985
Jean-François Coeurjolly   Identification of multifractional
                                  Brownian motion  . . . . . . . . . . . . 987--1008
               Xianping Guo and   
Onésimo Hernández-Lerma   Zero-sum continuous-time Markov games
                                  with unbounded transition and discounted
                                  payoff rates . . . . . . . . . . . . . . 1009--1029
               Jianqing Fan and   
                      Tao Huang   Profile likelihood inferences on
                                  semiparametric varying-coefficient
                                  partially linear models  . . . . . . . . 1031--1057
                  Z. D. Bai and   
                         J. Yao   On the Convergence of the Spectral
                                  Empirical Process of Wigner Matrices . . 1059--1092
               Ola Hössjer   Spectral decomposition of score
                                  functions in linkage analysis  . . . . . 1093--1113
             Adrian Röllin   Approximation of sums of conditionally
                                  independent variables by the translated
                                  Poisson distribution . . . . . . . . . . 1115--1128
                      Anonymous   Annual index BJ vol. 11  . . . . . . . . ??
                      Anonymous   Acknowledgement of refereeing work BJ
                                  vol. 11  . . . . . . . . . . . . . . . . ??
                      Anonymous   Editorial board, Bernoulli Journal, vol.
                                  11, no. 6 (2005) . . . . . . . . . . . . ??
                      Anonymous   Table of contents, Bernoulli Journal,
                                  vol. 11, no. 6 (2005)  . . . . . . . . . ??


Bernoulli
Volume 12, Number 1, February, 2006

   Ole E. Barndorff-Nielsen and   
             Makoto Maejima and   
                   Ken-Iti Sato   Some classes of multivariate infinitely
                                  divisible distributions admitting
                                  stochastic integral representations  . . 1--33
                  M. Möhle   On sampling distributions for coalescent
                                  processes with simultaneous multiple
                                  collisions . . . . . . . . . . . . . . . 35--53
                     John Gates   The shape of a sequence of dual random
                                  triangles  . . . . . . . . . . . . . . . 55--63
                  Liangzhen Lei   Large deviations of the kernel density
                                  estimator in L1(Rd) for reversible
                                  Markov processes . . . . . . . . . . . . 65--83
             Marco Ferrante and   
                  Carles Rovira   Stochastic delay differential equations
                                  driven by fractional Brownian motion
                                  with Hurst parameter $ H > 1 / 2 $  . . . 85--100
                 Dayue Chen and   
                  Juxin Liu and   
                     Fuxi Zhang   The reversible nearest particle system
                                  on a finite interval . . . . . . . . . . 101--111
            Dante Deblassie and   
                   Robert Smits   Brownian motion in self-similar domains  113--132
                Henrik Hult and   
                 Filip Lindskog   On Kesten's counterexample to the
                                  Cramér--Wold device for regular variation 133--142
               Andrew V. Carter   A continuous Gaussian approximation to a
                                  nonparametric regression in two
                                  dimensions . . . . . . . . . . . . . . . 143--156
José Manuel Corcuera and   
            Federica Giummol\`e   Multivariate prediction  . . . . . . . . 157--168
            Philippe Bernardoff   Which multivariate gamma distributions
                                  are infinitely divisible?  . . . . . . . 169--189
             Oliver Johnson and   
               Richard Samworth   Central limit theorem and convergence to
                                  stable laws in Mallows distance  . . . . 191
                      Anonymous   Editorial board, Bernoulli Journal, vol.
                                  12, no. 1 (2006) . . . . . . . . . . . . ??
                      Anonymous   Table of contents, Bernoulli Journal,
                                  vol. 12, no. 1 (2006)  . . . . . . . . . ??

Bernoulli
Volume 12, Number 2, April, 2006

                 Marten J. Klok   Asymptotic error rates in
                                  third-generation wireless systems  . . . 193--219
           Yasumasa Matsuda and   
           Yoshihiro Yajima and   
                    Howell Tong   Selecting models with different spectral
                                  density matrix structures by the
                                  cross-validated log likelihood criterion 221--249
                Andrew B. Nobel   Hypothesis testing for families of
                                  ergodic processes  . . . . . . . . . . . 251--269
              Joel Horowitz and   
         Jussi Klemelä and   
                    Enno Mammen   Optimal estimation in additive
                                  regression models  . . . . . . . . . . . 271--298
                Patrice Bertail   Empirical likelihood in some
                                  semiparametric models  . . . . . . . . . 299--331
          Raoul S. Kallabis and   
             Michael H. Neumann   An exponential inequality under weak
                                  dependence . . . . . . . . . . . . . . . 333--350
              Philippe Rigollet   Adaptive density estimation using the
                                  blockwise Stein method . . . . . . . . . 351--370
Célestin C. Kokonendji and   
                  Afif Masmoudi   A characterization of Poisson--Gaussian
                                  families by generalized variance . . . . 371--379
Jean-François Coeurjolly   Erratum: Identification of
                                  multifractional Brownian motion  . . . . 381
                      Anonymous   Editorial board, Bernoulli Journal, vol.
                                  12, no. 2 (2006) . . . . . . . . . . . . ??
                      Anonymous   Table of contents, Bernoulli Journal,
                                  vol. 12, no. 2 (2006)  . . . . . . . . . ??

Bernoulli
Volume 12, Number 3, June, 2006

                     Jean Jacod   Parametric inference for discretely
                                  observed non-ergodic diffusions  . . . . 383--401
                  Qiwei Yao and   
             Peter J. Brockwell   Gaussian maximum likelihood estimation
                                  for ARMA models II: Spatial processes    403--429
             Boris Buchmann and   
       Claudia Klüppelberg   Fractional integral equations and state
                                  space transforms . . . . . . . . . . . . 431--456
              Manuel Molina and   
                Manuel Mota and   
                  Alfonso Ramos   On $ L^\alpha $-convergence $ (1 \leq
                                  \alpha \leq 2) $ for a bisexual
                                  branching process with population-size
                                  dependent mating . . . . . . . . . . . . 457--468
               Holger Dette and   
           Natalie Neumeyer and   
                    Kay F. Pilz   A simple nonparametric estimator of a
                                  strictly monotone regression function    469--490
          Joan Del Castillo and   
       Anna López-Ratera   Saddlepoint approximation in exponential
                                  models with boundary points  . . . . . . 491--500
           Michael V. Boutsikas   Compound Poisson process approximation
                                  for locally dependent real-valued random
                                  variables via a new coupling inequality  501--514
           Valerie Girardin and   
               Nikolaos Limnios   Entropy for semi-Markov processes with
                                  Borel state spaces: asymptotic
                                  equirepartition properties and
                                  invariance principles  . . . . . . . . . 515--533
                      Qihe Tang   On convolution equivalence with
                                  applications . . . . . . . . . . . . . . 535--549
                    Rice Franke   The scaling limit behaviour of periodic
                                  stable-like processes  . . . . . . . . . 551--570
                      Anonymous   Editorial board, Bernoulli Journal, vol.
                                  12, no. 3 (2006) . . . . . . . . . . . . ??
                      Anonymous   Table of contents, Bernoulli Journal,
                                  vol. 12, no. 3 (2006)  . . . . . . . . . ??

Bernoulli
Volume 12, Number 4, August, 2006

       Andreas E. Kyprianou and   
             Zbigniew Palmowski   Quasi-stationary distributions for Lévy
                                  processes  . . . . . . . . . . . . . . . 571--581
              Alexander Aue and   
       István Berkes and   
           Lajos Horváth   Strong approximation for the sums of
                                  squares of augmented GARCH sequences . . 583--608
              Vincent Rivoirard   Nonlinear estimation over weak Besov
                                  spaces and minimax Bayes method  . . . . 609--632
        Patricia Reynaud-Bouret   Penalized projection estimators of the
                                  Aalen multiplicative intensity . . . . . 633--661
                Paolo Baldi and   
           Barbara Pacchiarotti   Explicit computation of second-order
                                  moments of importance sampling
                                  estimators for fractional Brownian
                                  motion . . . . . . . . . . . . . . . . . 663--688
            Patrice Bertail and   
Stéphan Clémençon   Regenerative block bootstrap for Markov
                                  chains . . . . . . . . . . . . . . . . . 689--712
José Manuel Corcuera and   
              David Nualart and   
        Jeannette H. C. Woerner   Power variation of some integral
                                  fractional processes . . . . . . . . . . 713--735
           Martin B. Hansen and   
                 Susan M. Pitts   Nonparametric inference from the M/G/1
                                  workload . . . . . . . . . . . . . . . . 737--759
                      Anonymous   Editorial board, Bernoulli Journal, vol.
                                  12, no. 4 (2006) . . . . . . . . . . . . ??
                      Anonymous   Table of contents, Bernoulli Journal,
                                  vol. 12, no. 4 (2006)  . . . . . . . . . ??

Bernoulli
Volume 12, Number 5, October, 2006

           Shahar Mendelson and   
                    Alain Pajor   On singular values of matrices with
                                  independent rows . . . . . . . . . . . . 761--773
         Jean-Marc Aza\"\is and   
   Élisabeth Gassiat and   
        Cécile Mercadier   Asymptotic distribution and local power
                                  of the log-likelihood ratio test for
                                  mixtures: bounded and unbounded cases    775--799
           Valentin Patilea and   
               Jean-Marie Rolin   Product-limit estimators of the survival
                                  function for two modified forms of
                                  current-status data  . . . . . . . . . . 801--819
                 Peter Hall and   
              Nader Tajvidi and   
                    P. E. Malin   Locating lines among scattered points    821--839
              Nanny Wermuth and   
                  D. R. Cox and   
          Giovanni M. Marchetti   Covariance chains  . . . . . . . . . . . 841--862
       F. H. Van Der Meulen and   
       Aad W. Van Der Vaart and   
               J. H. Van Zanten   Convergence rates of posterior
                                  distributions for Brownian
                                  semimartingale models  . . . . . . . . . 863--888
        Jean-Philippe Lemor and   
             Emmanuel Gobet and   
                   Xavier Warin   Rate of convergence of an empirical
                                  regression method for solving
                                  generalized backward stochastic
                                  differential equations . . . . . . . . . 889--916
      Holger Rootzén and   
                  Nader Tajvidi   Multivariate generalized Pareto
                                  distributions  . . . . . . . . . . . . . 917--930
     Miguel González and   
              Manuel Molina and   
         Inés Del Puerto   Geometric growth for stochastic
                                  difference equations with application to
                                  branching populations  . . . . . . . . . 931--942
                      Anonymous   Editorial board, Bernoulli Journal, vol.
                                  12, no. 5 (2006) . . . . . . . . . . . . ??
                      Anonymous   Table of contents, Bernoulli Journal,
                                  vol. 12, no. 5 (2006)  . . . . . . . . . ??

Bernoulli
Volume 12, Number 6, December, 2006

              A. D. Barbour and   
                      Aihua Xia   On Stein's factors for Poisson
                                  approximation in Wasserstein distance    943--954
                      Jan Obloj   A complete characterization of local
                                  martingales which are functions of
                                  Brownian motion and its maximum  . . . . 955--969
    Sandor Csörgö and   
                  Gordon Simons   Pooling strategies for St Petersburg
                                  gamblers . . . . . . . . . . . . . . . . 971--1002
             Kentaro Tanaka and   
              Akimichi Takemura   Strong consistency of the maximum
                                  likelihood estimator for finite mixtures
                                  of location-scale distributions when the
                                  scale parameters are exponentially small 1003--1017
                      Lan Zhang   Efficient estimation of stochastic
                                  volatility using noisy observations: a
                                  multi-scale approach . . . . . . . . . . 1019--1043
         Bernadetta Tarigan and   
            Sara A. Van De Geer   Classifiers of support vector machine
                                  type with $ \ell_1 $ complexity
                                  regularization . . . . . . . . . . . . . 1045--1076
          Alexandros Beskos and   
    Omiros Papaspiliopoulos and   
              Gareth O. Roberts   Retrospective exact simulation of
                                  diffusion sample paths with applications 1077--1098
                 Tina Marquardt   Fractional Lévy processes with an
                                  application to long memory moving
                                  average processes  . . . . . . . . . . . 1099--1126
                      Anonymous   Annual index BJ vol. 12  . . . . . . . . ??
                      Anonymous   Acknowledgement of refereeing work BJ
                                  vol. 12  . . . . . . . . . . . . . . . . ??
                      Anonymous   Editorial board, Bernoulli Journal, vol.
                                  12, no. 6 (2006) . . . . . . . . . . . . ??
                      Anonymous   Table of contents, Bernoulli Journal,
                                  vol. 12, no. 6 (2006)  . . . . . . . . . ??


Bernoulli
Volume 13, Number 1, February, 2007

                T. Tony Cai and   
                Mark G. Low and   
                  Linda H. Zhao   Trade-offs between global and local
                                  risks in nonparametric function
                                  estimation . . . . . . . . . . . . . . . 1--19
            Tomasz Bojdecki and   
          Luis G. Gorostiza and   
                 Anna Talarczyk   Occupation time fluctuations of an
                                  infinite-variance branching system in
                                  large dimensions . . . . . . . . . . . . 20--39
        Martynas Manstavi\vcius   Hausdorff--Besicovitch dimension of
                                  graphs and $p$-variation of some Lévy
                                  processes  . . . . . . . . . . . . . . . 40--53
               Adam Os\kekowski   Inequalities for dominated martingales   54--79
            Philippe Briand and   
      Jean-Pier Relepeltier and   
        Jaime San Martín   One-dimensional backward stochastic
                                  differential equations whose coefficient
                                  is monotonic in $y$ and non-Lipschitz in
                                  $z$  . . . . . . . . . . . . . . . . . . 80--91
                     Odile Pons   Estimation of absolutely continuous
                                  distributions for censored variables in
                                  two-sample nonparametric and
                                  semi-parametric models . . . . . . . . . 92--113
               A. M. G. Cox and   
                   D. G. Hobson   A unifying class of Skorokhod
                                  embeddings: connecting the Azéma--Yor and
                                  Vallois embeddings . . . . . . . . . . . 114--130
                  Sami Mustapha   Gambler's ruin estimates for random
                                  walks with symmetric spatially
                                  inhomogeneous increments . . . . . . . . 131--147
            Takahiro Aoyama and   
                 Makoto Maejima   Characterizations of subclasses of type
                                  $G$ distributions on $ \mathbb {R}^d $
                                  by stochastic integral representations   148--160
               Shiqing Ling and   
                Howell Tong and   
                        Dong Li   Ergodicity and invertibility of
                                  threshold moving-average models  . . . . 161--168
           Adelchi Azzalini and   
                 Marc G. Genton   On Gauss's characterization of the
                                  normal distribution  . . . . . . . . . . 169--174
             Erich Haeusler and   
                   Johan Segers   Assessing confidence intervals for the
                                  tail index by Edgeworth expansions for
                                  the Hill estimator . . . . . . . . . . . 175--194
                Serge Cohen and   
                   Jan Rosinski   Gaussian approximation of multivariate
                                  Lévy processes with applications to
                                  simulation of tempered stable processes  195--210
             Romain Abraham and   
    Jean-François Delmas   Asymptotics for the small fragments of
                                  the fragmentation at nodes . . . . . . . 211--228
   Claudia Klüppelberg and   
               Gabriel Kuhn and   
                     Liang Peng   Estimating the tail dependence function
                                  of an elliptical distribution  . . . . . 229--251
    Christian Houdré and   
                Reiichiro Kawai   On layered stable processes  . . . . . . 252--278
         Moulinath Banerjee and   
                Ian W. McKeague   Estimating optimal step-function
                                  approximations to instantaneous hazard
                                  rates  . . . . . . . . . . . . . . . . . 279--299
                      Anonymous   Editorial board, Bernoulli Journal, vol.
                                  13, no. 1 (2007) . . . . . . . . . . . . ??
                      Anonymous   Table of contents, Bernoulli Journal,
                                  vol. 13, no. 1 (2007)  . . . . . . . . . ??

Bernoulli
Volume 13, Number 2, May, 2007

              Antonio Cosma and   
           Olivier Scaillet and   
               Rainer von Sachs   Multivariate wavelet-based
                                  shape-preserving estimation for
                                  dependent observations . . . . . . . . . 301--329
                  Kyle Siegrist   Exponential and gamma distributions on
                                  positive semigroups, with applications
                                  to Dirichlet distributions . . . . . . . 330--345
          Vidmantas Bentkus and   
               Bing-Yi Jing and   
                Qi-Man Shao and   
                      Wang Zhou   Limiting distributions of the
                                  non-central $t$-statistic and their
                                  applications to the power of $t$-tests
                                  under non-normality  . . . . . . . . . . 346--364
                E. Moulines and   
                  F. Roueff and   
              A. Souloumiac and   
                     T. Trigano   Nonparametric inference of photon energy
                                  distribution from indirect measurement   365--388
            Rainer Dahlhaus and   
             Suhasini Subba Rao   A recursive online algorithm for the
                                  estimation of time-varying ARCH
                                  parameters . . . . . . . . . . . . . . . 389--422
           Brahim Boufoussi and   
           Jan Van Casteren and   
                     N. Mrhardy   Generalized backward doubly stochastic
                                  differential equations and SPDEs with
                                  nonlinear Neumann boundary conditions    423--446
                    Zudi Lu and   
           Arvid Lundervold and   
       Dag Tjòstheim and   
                      Qiwei Yao   Exploring spatial nonlinearity using
                                  additive approximation . . . . . . . . . 447--472
            Gilles Faÿ and   
     François Roueff and   
               Philippe Soulier   Estimation of the memory parameter of
                                  the infinite-source Poisson process  . . 473--491
              Cheng-Der Fuh and   
                       Inchi Hu   Estimation in hidden Markov models via
                                  efficient importance sampling  . . . . . 492--513
             Fabienne Comte and   
    Valentine Genon-Catalot and   
                 Yves Rozenholc   Penalized nonparametric mean square
                                  estimation of the coefficients of
                                  diffusion processes  . . . . . . . . . . 514--543
                 Pedro Puig and   
                   Jordi Valero   Characterization of count data
                                  distributions involving additivity and
                                  binomial subsampling . . . . . . . . . . 544--555
                    Nizar Demni   The Laguerre process and generalized
                                  Hartman--Watson law  . . . . . . . . . . 556--580
           Louis H. Y. Chen and   
                    Qi-Man Shao   Normal approximation for nonlinear
                                  statistics using a concentration
                                  inequality approach  . . . . . . . . . . 581--599
                   Brice Franke   Correction to: The scaling limit
                                  behaviour of periodic stable-like
                                  processes  . . . . . . . . . . . . . . . 600
                      Anonymous   Editorial Staff  . . . . . . . . . . . . ??
                      Anonymous   Table of Contents  . . . . . . . . . . . ??

Bernoulli
Volume 13, Number 3, August, 2007

                Yingying Li and   
                 Per A. Mykland   Are volatility estimators robust with
                                  respect to modeling assumptions? . . . . 601--622
      Karim Anaya-Izquierdo and   
                  Paul Marriott   Local mixture models of exponential
                                  families . . . . . . . . . . . . . . . . 623--640
            James P. Hobert and   
                  Aixin Tan and   
                     Ruitao Liu   When is Eaton's Markov chain
                                  irreducible? . . . . . . . . . . . . . . 641--652
             Harald Luschgy and   
                 Gilles Pag\`es   High-resolution product quantization for
                                  Gaussian processes under sup-norm
                                  distortion . . . . . . . . . . . . . . . 653--671
                Bert van Es and   
           Shota Gugushvili and   
                   Peter Spreij   A kernel type nonparametric density
                                  estimator for decompounding  . . . . . . 672--694
               Ivan Nourdin and   
                   Thomas Simon   Correcting Newton--Côtes integrals by Lévy
                                  areas  . . . . . . . . . . . . . . . . . 695--711
                   Arnaud Begyn   Asymptotic expansion and central limit
                                  theorem for quadratic variations of
                                  Gaussian processes . . . . . . . . . . . 712--753
          Raúl Gouet and   
     F. Javier López and   
                   Gerardo Sanz   Asymptotic normality for the counting
                                  process of weak records and $ \delta
                                  $-records in discrete models . . . . . . 754--781
          Aldéric Joulin   Poisson-type deviation inequalities for
                                  curved continuous-time Markov chains . . 782--798
         Andreas Christmann and   
                 Ingo Steinwart   Consistency and robustness of
                                  kernel-based regression in convex risk
                                  minimization . . . . . . . . . . . . . . 799--819
             Xavier Bardina and   
                  Carles Rovira   On Itô's formula for elliptic diffusion
                                  processes  . . . . . . . . . . . . . . . 820--830
                Randal Douc and   
              Eric Moulines and   
               Philippe Soulier   Computable convergence rates for
                                  sub-geometric ergodic Markov chains  . . 831--848
           Brahim Boufoussi and   
                Marco Dozzi and   
                   Raby Guerbaz   Sample path properties of the local time
                                  of multifractional Brownian motion . . . 849--867
            Lothar Heinrich and   
            Hendrik Schmidt and   
                 Volker Schmidt   Limit theorems for functionals on the
                                  facets of stationary random
                                  tessellations  . . . . . . . . . . . . . 868--891
                      Anonymous   Editorial Staff  . . . . . . . . . . . . ??
                      Anonymous   Table of Contents  . . . . . . . . . . . ??

Bernoulli
Volume 13, Number 4, November, 2007

          Niko Beerenwinkel and   
          Nicholas Eriksson and   
                Bernd Sturmfels   Conjunctive Bayesian networks  . . . . . 893--909
                    I. Castillo   Semi-parametric second-order efficient
                                  estimation of the period of a signal . . 910--932
          Yury A. Kutoyants and   
               Nakahiro Yoshida   Moment estimation for ergodic diffusion
                                  processes  . . . . . . . . . . . . . . . 933--951
                  Svante Janson   Monotonicity, asymptotic normality and
                                  vertex degrees in random graphs  . . . . 952--965
          Mikhail Menshikov and   
           Dimitri Petritis and   
               Stanislav Volkov   Random environment on coloured trees . . 966--980
            M. El Machkouri and   
                      L. Ouchti   Exact convergence rates in the central
                                  limit theorem for a class of martingales 981--999
         Guillaume Lecué   Optimal rates of aggregation in
                                  classification under low noise
                                  assumption . . . . . . . . . . . . . . . 1000--1022
           Ciprian A. Tudor and   
                     Yimin Xiao   Sample path properties of bifractional
                                  Brownian motion  . . . . . . . . . . . . 1023--1052
           Víctor Rivero   Recurrent extensions of self-similar
                                  Markov processes and Cramér's condition
                                  II . . . . . . . . . . . . . . . . . . . 1053--1070
                   Rafa\l Kulik   Bahadur--Kiefer theory for sample
                                  quantiles of weakly dependent linear
                                  processes  . . . . . . . . . . . . . . . 1071--1090
             Vladas Pipiras and   
             Murad S. Taqqu and   
                   Patrice Abry   Bounds for the covariance of functions
                                  of infinite variance stable random
                                  variables with applications to central
                                  limit theorems and wavelet-based
                                  estimation . . . . . . . . . . . . . . . 1091--1123
              Mathew D. Penrose   Laws of large numbers in stochastic
                                  geometry with statistical applications   1124--1150
               Rafal Synowiecki   Consistency and application of moving
                                  block bootstrap for non-stationary time
                                  series with periodic and almost periodic
                                  structure  . . . . . . . . . . . . . . . 1151--1178
                 J. Cupidon and   
              D. S. Gilliam and   
                  R. Eubank and   
                   F. Ruymgaart   The delta method for analytic functions
                                  of random operators with application to
                                  functional data  . . . . . . . . . . . . 1179--1194
                      Anonymous   Acknowledgements . . . . . . . . . . . . 1195--1197
                      Anonymous   Author Index . . . . . . . . . . . . . . 1199--1204
                      Anonymous   Editorial Staff  . . . . . . . . . . . . ??
                      Anonymous   Table of Contents  . . . . . . . . . . . ??


Bernoulli
Volume 14, Number 1, February, 2008

Josep Lluís Solé and   
                 Frederic Utzet   Time--space harmonic polynomials
                                  relative to a Lévy process  . . . . . . . 1--13
         Michael H. Neumann and   
         Efstathios Paparoditis   Goodness-of-fit tests for Markovian time
                                  series models: Central limit theory and
                                  bootstrap approximations . . . . . . . . 14--46
        Evarist Giné and   
                  Richard Nickl   A simple adaptive estimator of the
                                  integrated square of a density . . . . . 47--61
Kristjana Ýr Jónsdóttir and   
      Jürgen Schmiegel and   
            Eva B. Vedel Jensen   Lévy-based growth models  . . . . . . . . 62--90
               Giovanni Peccati   Multiple integral representation for
                                  functionals of Dirichlet processes . . . 91--124
              Alexander Aue and   
       István Berkes and   
           Lajos Horváth   Selection from a stable box  . . . . . . 125--139
           Ronald W. Butler and   
               Marc S. Paolella   Uniform saddlepoint approximations for
                                  ratios of quadratic forms  . . . . . . . 140--154
               Jimmy Olsson and   
       Olivier Cappé and   
                Randal Douc and   
           Éric Moulines   Sequential Monte Carlo smoothing with
                                  application to parameter estimation in
                                  nonlinear state space models . . . . . . 155--179
           Jüri Lember and   
              Alexey Koloydenko   The adjusted Viterbi training for hidden
                                  Markov models  . . . . . . . . . . . . . 180--206
         John H. J. Einmahl and   
Amélie Fils-Villetard and   
                Armelle Guillou   Statistics of extremes under random
                                  censoring  . . . . . . . . . . . . . . . 207--227
                      Bo Li and   
             Marc G. Genton and   
                Michael Sherman   On the asymptotic joint distribution of
                                  sample space--time covariance estimators 228--248
                  Allan Gut and   
        Ulrich Stadtmüller   Laws of the single logarithm for delayed
                                  sums of random fields  . . . . . . . . . 249--276
         Peter Mörters and   
                Marcel Ortgiese   Small value probabilities via the
                                  branching tree heuristic . . . . . . . . 277--299
                      Anonymous   Editorial Staff  . . . . . . . . . . . . ??
                      Anonymous   Table of Contents  . . . . . . . . . . . ??

Bernoulli
Volume 14, Number 2, May, 2008

            Tsung-Lin Cheng and   
                  Hwai-Chung Ho   On Berry--Esseen bounds for
                                  non-instantaneous filters of linear
                                  processes  . . . . . . . . . . . . . . . 301--321
           Hanno Gottschalk and   
              Boubaker Smii and   
                   Horst Thaler   The Feynman graph representation of
                                  convolution semigroups and its
                                  applications to Lévy statistics . . . . . 322--351
  István Gyöngy and   
                David \vSi\vska   On randomized stopping . . . . . . . . . 352--361
              Alexey Koloydenko   Symmetric measures via moments . . . . . 362--390
              Denis Denisov and   
               Serguei Foss and   
               Dmitry Korshunov   On lower limits and equivalences for
                                  distribution tails of randomly stopped
                                  sums . . . . . . . . . . . . . . . . . . 391--404
       Lajos Horváth and   
                 Piotr Kokoszka   Sample autocovariances of long-memory
                                  time series  . . . . . . . . . . . . . . 405--418
             Pavle Mladenovi\'c   Limit distributions for the problem of
                                  collecting pairs . . . . . . . . . . . . 419--439
            Elvira Di Nardo and   
           Giuseppe Guarino and   
                Domenico Senato   A unifying framework for $k$-statistics,
                                  polykays and their multivariate
                                  generalizations  . . . . . . . . . . . . 440--468
                 Jean Jacod and   
              Antoine Lejay and   
                    Denis Talay   Estimation of the Brownian dimension of
                                  a continuous Itô process  . . . . . . . . 469--498
           Christian Bender and   
                 Tina Marquardt   Stochastic calculus for convoluted Lévy
                                  processes  . . . . . . . . . . . . . . . 499--518
             Ross A. Maller and   
         Gernot Müller and   
                  Alex Szimayer   GARCH modelling in continuous time for
                                  irregularly spaced time series data  . . 519--542
         Siegfried Hörmann   Augmented GARCH sequences: Dependence
                                  structure and asymptotics  . . . . . . . 543--561
            Aurore Delaigle and   
              Alexander Meister   Density estimation with heteroscedastic
                                  error  . . . . . . . . . . . . . . . . . 562--579
             Ignacio Cascos and   
Miguel López-Díaz   Consistency of the $ \alpha $-trimming
                                  of a probability. Applications to
                                  central regions  . . . . . . . . . . . . 580--592
                      Anonymous   Editorial Staff  . . . . . . . . . . . . ??
                      Anonymous   Table of Contents  . . . . . . . . . . . ??

Bernoulli
Volume 14, Number 3, August, 2008

                Peter McCullagh   Marginal likelihood for parallel series  593--603
             Winfried Stute and   
                 Jane-Ling Wang   The central limit theorem under random
                                  truncation . . . . . . . . . . . . . . . 604--622
                 Jianhua Hu and   
                     Guohua Yan   Asymptotic normality and consistency of
                                  a two-stage generalized least squares
                                  estimator in the growth curve model  . . 623--636
              Alexander Aue and   
       Lajos Horváth and   
     Marie Hu\vsková and   
                 Piotr Kokoszka   Testing for changes in polynomial
                                  regression . . . . . . . . . . . . . . . 637--660
                    Hannes Leeb   Evaluation and selection of models for
                                  out-of-sample prediction when the sample
                                  size is small relative to the complexity
                                  of the data-generating process . . . . . 661--690
           Jean-Marc Bardet and   
                 Hatem Bibi and   
              Abdellatif Jouini   Adaptive wavelet-based estimator of the
                                  memory parameter for stationary Gaussian
                                  processes  . . . . . . . . . . . . . . . 691--724
                  Jian-Jian Ren   Smoothed weighted empirical likelihood
                                  ratio confidence intervals for quantiles 725--748
         Konstancja Bobecka and   
              Jacek Weso\lowski   Kshirsagar--Tan independence property of
                                  beta matrices and related
                                  characterizations  . . . . . . . . . . . 749--763
   Ole E. Barndorff-Nielsen and   
              Friedrich Hubalek   Probability measures, Lévy measures and
                                  analyticity in time  . . . . . . . . . . 764--790
           Giovanni Peccati and   
                 Murad S. Taqqu   Central limit theorems for double
                                  Poisson integrals  . . . . . . . . . . . 791--821
    Sébastien Darses and   
                   Ivan Nourdin   Asymptotic expansions at any time for
                                  scalar fractional SDEs with Hurst index
                                  $ H > 1 / 2 $ . . . . . . . . . . . . . . 822--837
                Henrik Hult and   
          Gennady Samorodnitsky   Tail probabilities for infinite series
                                  of regularly varying random vectors  . . 838--864
           Mark Meerschaert and   
               Dongsheng Wu and   
                     Yimin Xiao   Local times of multifractional Brownian
                                  sheets . . . . . . . . . . . . . . . . . 865--898
                      Anonymous   Editorial Staff  . . . . . . . . . . . . ??
                      Anonymous   Table of Contents  . . . . . . . . . . . ??

Bernoulli
Volume 14, Number 4, November, 2008

         Davar Khoshnevisan and   
                Eulalia Nualart   Level sets of the stochastic wave
                                  equation driven by a symmetric Lévy noise 899--925
    Christian Houdré and   
           Philippe Marchal and   
        Patricia Reynaud-Bouret   Concentration for norms of infinitely
                                  divisible vectors with independent
                                  components . . . . . . . . . . . . . . . 926--948
               Peter Jagers and   
                  Serik Sagitov   General branching processes in discrete
                                  time as random trees . . . . . . . . . . 949--962
                     Kouji Yano   Convergence of excursion point processes
                                  and its applications to functional limit
                                  theorems of Markov processes on a
                                  half-line  . . . . . . . . . . . . . . . 963--987
            Peter McCullagh and   
                 Jim Pitman and   
                Matthias Winkel   Gibbs fragmentation trees  . . . . . . . 988--1002
         John H. J. Einmahl and   
             Andrea Krajina and   
                   Johan Segers   A method of moments estimator of tail
                                  dependence . . . . . . . . . . . . . . . 1003--1026
            Christian Y. Robert   Estimating the multivariate extremal
                                  index function . . . . . . . . . . . . . 1027--1064
            Belkacem Abdous and   
      Anne-Laure Foug\`eres and   
              Kilani Ghoudi and   
               Philippe Soulier   Estimation of bivariate excess
                                  probabilities for elliptical models  . . 1065--1088
              Christophe Giraud   Mixing least-squares estimators when the
                                  variance is unknown  . . . . . . . . . . 1089--1107
                 Julia Dony and   
                 David M. Mason   Uniform in bandwidth consistency of
                                  conditional $U$-statistics . . . . . . . 1108--1133
             Christian Berg and   
                Jorge Mateu and   
                   Emilio Porcu   The Dagum family of isotropic
                                  correlation functions  . . . . . . . . . 1134--1149
    Alexander Goldenshluger and   
                    Oleg Lepski   Universal pointwise selection rule in
                                  multivariate function estimation . . . . 1150--1190
                      Anonymous   Acknowledgements . . . . . . . . . . . . 1191--1192
                      Anonymous   Author Index . . . . . . . . . . . . . . 1193--1197
                      Anonymous   Editorial Staff  . . . . . . . . . . . . ??
                      Anonymous   Table of Contents  . . . . . . . . . . . ??


Bernoulli
Volume 15, Number 1, February, 2009

            Rainer Dahlhaus and   
               Wolfgang Polonik   Empirical spectral processes for locally
                                  stationary time series . . . . . . . . . 1--39
          Lutz Dümbgen and   
                Kaspar Rufibach   Maximum likelihood estimation of a
                                  log-concave density and its distribution
                                  function: Basic properties and uniform
                                  consistency  . . . . . . . . . . . . . . 40--68
                 C. Butucea and   
                       F. Comte   Adaptive estimation of linear
                                  functionals in the convolution model and
                                  applications . . . . . . . . . . . . . . 69--98
          Ludwig Baringhaus and   
             Rudolf Grübel   Nonparametric two-sample tests for
                                  increasing convex order  . . . . . . . . 99--123
               Holger Dette and   
          Andrey Pepelyshev and   
                  Weng Kee Wong   Optimal designs for dose-finding
                                  experiments in toxicity studies  . . . . 124--145
             Gilles Pag\`es and   
                 Fabien Panloup   Approximation of the distribution of a
                                  stationary Markov process with
                                  application to option pricing  . . . . . 146--177
                  Henghsiu Tsai   On continuous-time autoregressive
                                  fractionally integrated moving average
                                  processes  . . . . . . . . . . . . . . . 178--194
                  C. Dombry and   
          N. Guillotin-Plantard   Discrete approximation of a stable
                                  self-similar stationary increments
                                  process  . . . . . . . . . . . . . . . . 195--222
         Michael H. Neumann and   
              Markus Reiß   Nonparametric estimation for Lévy
                                  processes from low-frequency
                                  observations . . . . . . . . . . . . . . 223--248
            Diego Armentano and   
                 Mario Wschebor   Random systems of polynomial equations.
                                  The expected number of roots under
                                  smooth analysis  . . . . . . . . . . . . 249--266
                    Paul McGill   Asymptotics for diffusion first-passage
                                  laws . . . . . . . . . . . . . . . . . . 267--278
                  Arup Bose and   
            Amites Dasgupta and   
                Krishanu Maulik   Multicolor urn models with reducible
                                  replacement matrices . . . . . . . . . . 279--295
                      Anonymous   Editorial Board  . . . . . . . . . . . . ??
                      Anonymous   Table of Contents  . . . . . . . . . . . ??

Bernoulli
Volume 15, Number 2, May, 2009

             Feike C. Drost and   
        Ramon van den Akker and   
               Bas J. M. Werker   The asymptotic structure of nearly
                                  unstable non-negative integer-valued
                                  AR(1) models . . . . . . . . . . . . . . 297--324
                 Moosup Kim and   
                   Sangyeol Lee   Test for tail index change in stationary
                                  time series with Pareto-type marginal
                                  distribution . . . . . . . . . . . . . . 325--356
                   Zhengxiao Wu   A cluster identification framework
                                  illustrated by a filtering model for
                                  earthquake occurrences . . . . . . . . . 357--379
                 Peter Hall and   
               Young K. Lee and   
             Byeong U. Park and   
                  Debashis Paul   Tie-respecting bootstrap methods for
                                  estimating distributions of sets and
                                  functions of eigenvalues . . . . . . . . 380--401
             Ching-Kang Ing and   
               Jin-Lung Lin and   
                     Shu-Hui Yu   Toward optimal multistep forecasts in
                                  non-stationary autoregressions . . . . . 402--437
                   P. Baldi and   
           G. Kerkyacharian and   
               D. Marinucci and   
                      D. Picard   Subsampling needlet coefficients on the
                                  sphere . . . . . . . . . . . . . . . . . 438--463
                  Carl Lindberg   Portfolio optimization when expected
                                  stock returns are determined by exposure
                                  to risk  . . . . . . . . . . . . . . . . 464--474
                   C. Durot and   
               E. Lebarbier and   
                  A.-S. Tocquet   Estimating the joint distribution of
                                  independent categorical variables via
                                  model selection  . . . . . . . . . . . . 475--507
                  Vo V. Anh and   
        Nikolai N. Leonenko and   
               Narn-Rueih Shieh   Multifractal scaling of products of
                                  birth--death processes . . . . . . . . . 508--531
          Aldéric Joulin   A new Poisson-type deviation inequality
                                  for Markov jump processes with positive
                                  Wasserstein curvature  . . . . . . . . . 532--549
            Dominic Schuhmacher   Stein's method and Poisson process
                                  approximation for a class of Wasserstein
                                  metrics  . . . . . . . . . . . . . . . . 550--568
            Larry Goldstein and   
                  Haimeng Zhang   Efficiency of the maximum partial
                                  likelihood estimator for nested case
                                  control sampling . . . . . . . . . . . . 569--597
                      Anonymous   Editorial Board  . . . . . . . . . . . . ??
                      Anonymous   Table of Contents  . . . . . . . . . . . ??

Bernoulli
Volume 15, Number 3, August, 2009

                 B. U. Park and   
                  Y. K. Lee and   
                          S. Ha   $ L_2 $ boosting in kernel regression    599--613
                 Peter Hall and   
            Ingrid Van Keilegom   Nonparametric ``regression'' when errors
                                  are positioned at end-points . . . . . . 614--633
             Mark Podolskij and   
                 Mathias Vetter   Estimation of volatility functionals in
                                  the simultaneous presence of
                                  microstructure noise and jumps . . . . . 634--658
                Marc Hallin and   
                    Zudi Lu and   
                      Keming Yu   Local linear spatial quantile regression 659--686
              Mathieu Rosenbaum   Integrated volatility and round-off
                                  error  . . . . . . . . . . . . . . . . . 687--720
             Gert de Cooman and   
           Erik Quaeghebeur and   
                Enrique Miranda   Exchangeable lower previsions  . . . . . 721--735
                  Mathias Drton   Discrete chain graph models  . . . . . . 736--753
         Christian Pigorsch and   
                 Robert Stelzer   On the definition, stationary
                                  distribution and second order structure
                                  of positive semidefinite
                                  Ornstein--Uhlenbeck type processes . . . 754--773
             Chris Sherlock and   
                 Gareth Roberts   Optimal scaling of the random walk
                                  Metropolis on elliptically symmetric
                                  unimodal targets . . . . . . . . . . . . 774--798
          Vladimir Koltchinskii   The Dantzig selector and sparsity oracle
                                  inequalities . . . . . . . . . . . . . . 799--828
               Alex Iksanov and   
              Alex Marynych and   
              Martin Möhle   On the number of collisions in beta(2, b
                                  )-coalescents  . . . . . . . . . . . . . 829--845
               Yu-Juan Jien and   
                         Jin Ma   Stochastic differential equations driven
                                  by fractional Brownian motions . . . . . 846--870
               Adam Os\kekowski   Sharp weak-type inequalities for
                                  differentially subordinated martingales  871--897
                     Shogo Kato   A distribution for a pair of unit
                                  vectors generated by Brownian motion . . 898--921
            Euro G. Barbosa and   
              Chang C. Y. Dorea   A note on the Lindeberg condition for
                                  convergence to stable laws in Mallows
                                  distance . . . . . . . . . . . . . . . . 922--924
                      Anonymous   Editorial Board  . . . . . . . . . . . . ??
                      Anonymous   Table of Contents  . . . . . . . . . . . ??

Bernoulli
Volume 15, Number 4, November, 2009

               Stefan Geiss and   
                   Anni Toivola   Weak convergence of error processes in
                                  discretizations of stochastic integrals
                                  and Besov spaces . . . . . . . . . . . . 925--954
               Song Xi Chen and   
            Ingrid Van Keilegom   A goodness-of-fit test for parametric
                                  and semi-parametric models in
                                  multiresponse regression . . . . . . . . 955--976
           Richard A. Davis and   
                 Thomas Mikosch   The extremogram: A correlogram for
                                  extreme events . . . . . . . . . . . . . 977--1009
         Hanna K. Jankowski and   
                 Jon A. Wellner   Nonparametric estimation of a convex
                                  bathtub-shaped hazard function . . . . . 1010--1035
               Holger Dette and   
           Nikolai Leonenko and   
          Andrey Pepelyshev and   
            Anatoly Zhigljavsky   Asymptotic optimal designs under
                                  long-range dependence error structure    1036--1056
                  Jan Beran and   
          Martin Schützner   On approximate pseudo-maximum likelihood
                                  estimation for LARCH-processes . . . . . 1057--1081
                    Kenji Handa   The two-parameter Poisson--Dirichlet
                                  point process  . . . . . . . . . . . . . 1082--1116
             Bruno Bouchard and   
        Stéphane Menozzi   Strong approximations of BSDEs in a
                                  domain . . . . . . . . . . . . . . . . . 1117--1147
                    Yingcun Xia   A note on the backfitting estimation of
                                  additive models  . . . . . . . . . . . . 1148--1153
          Philippe Rigollet and   
              Régis Vert   Optimal rates for plug-in estimators of
                                  density level sets . . . . . . . . . . . 1154--1178
                Dhafer Malouche   Determining full conditional
                                  independence by low-order conditioning   1179--1189
         Efstathios Paparoditis   Testing temporal constancy of the
                                  spectral structure of a time series  . . 1190--1221
             Luigi Ambrosio and   
           Vincenzo Capasso and   
                    Elena Villa   On the approximation of mean densities
                                  of random closed sets  . . . . . . . . . 1222--1242
               Kei Takeuchi and   
             Masayuki Kumon and   
              Akimichi Takemura   A new formulation of asset trading games
                                  in continuous time with essential
                                  forcing of variation exponent  . . . . . 1243--1258
               Paul Doukhan and   
                   Gabriel Lang   Evaluation for moments of a ratio with
                                  application to regression estimation . . 1259--1286
                 Peter Olofsson   Size-biased branching population
                                  measures and the multi-type $ x \log x $
                                  condition  . . . . . . . . . . . . . . . 1287--1304
              Frank Aurzada and   
           Mikhail Lifshits and   
                   Werner Linde   Small deviations of stable processes and
                                  entropy of the associated random
                                  operators  . . . . . . . . . . . . . . . 1305--1334
                  Aihua Xia and   
                      Mei Zhang   On approximation of Markov binomial
                                  distributions  . . . . . . . . . . . . . 1335--1350
             Patrizia Berti and   
             Irene Crimaldi and   
              Luca Pratelli and   
                    Pietro Rigo   Rate of convergence of predictive
                                  distributions for dependent data . . . . 1351--1367
             David Dereudre and   
Frédéric Lavancier   Campbell equilibrium equation and
                                  pseudo-likelihood estimation for
                                  non-hereditary Gibbs point processes . . 1368--1396
                      Anonymous   Acknowledgements . . . . . . . . . . . . 1397--1398
                      Anonymous   Author Index . . . . . . . . . . . . . . 1399--1403
                      Anonymous   Editorial Board  . . . . . . . . . . . . ??
                      Anonymous   Table of Contents  . . . . . . . . . . . ??


Bernoulli
Volume 16, Number 1, February, 2010

                  Allan Gut and   
            Fredrik Jonsson and   
        Ulrich Stadtmüller   Between the LIL and the LSL  . . . . . . 1--22
                      Bero Roos   Closeness of convolutions of probability
                                  measures . . . . . . . . . . . . . . . . 23--50
                    Vicky Fasen   Asymptotic results for sample
                                  autocovariance functions and extremes of
                                  integrated generalized
                                  Ornstein--Uhlenbeck processes  . . . . . 51--79
                 Robert Stelzer   Multivariate $ {\rm COGARCH}(1, 1) $
                                  processes  . . . . . . . . . . . . . . . 80--115
        Yves Atchadé and   
                  Gersende Fort   Limit theorems for some adaptive MCMC
                                  algorithms with subgeometric kernels . . 116--154
          Lancelot F. James and   
              Antonio Lijoi and   
             Igor Prünster   On the posterior distribution of classes
                                  of random means  . . . . . . . . . . . . 155--180
            Sayan Mukherjee and   
                   Qiang Wu and   
                 Ding-Xuan Zhou   Learning gradients on manifolds  . . . . 181--207
              Hisayuki Hara and   
               Satoshi Aoki and   
              Akimichi Takemura   Minimal and minimal invariant Markov
                                  bases of decomposable models for
                                  contingency tables . . . . . . . . . . . 208--233
          Amarjit Budhiraja and   
                Paul Dupuis and   
             Vasileios Maroulas   Large deviations for stochastic flows of
                                  diffeomorphisms  . . . . . . . . . . . . 234--257
            Lucian Maticiuc and   
            Etienne Pardoux and   
          Aurel R\ua\cscanu and   
             Adrian Z\ualinescu   Viscosity solutions for systems of
                                  parabolic variational inequalities . . . 258--273
                 Yanyuan Ma and   
                       Runze Li   Variable selection in measurement error
                                  models . . . . . . . . . . . . . . . . . 274--300
                      Anonymous   Editorial Board  . . . . . . . . . . . . ??
                      Anonymous   Table of Contents  . . . . . . . . . . . ??

Bernoulli
Volume 16, Number 2, May, 2010

       Michael V. Boutsikas and   
            Eutichia Vaggelatou   A new method for obtaining sharp
                                  compound Poisson approximation error
                                  estimates for sums of locally dependent
                                  random variables . . . . . . . . . . . . 301--330
       Andreas N. Lagerås   Copulas for Markovian dependence . . . . 331--342
           Nicolas Fournier and   
               Jacques Printems   Absolute continuity for some
                                  one-dimensional processes  . . . . . . . 343--360
              Lancelot F. James   Dirichlet mean identities and laws of a
                                  class of subordinators . . . . . . . . . 361--388
           Christian Bender and   
               Peter Parczewski   Approximating a geometric fractional
                                  Brownian motion and related processes
                                  via discrete Wick calculus . . . . . . . 389--417
                 Peter Hall and   
                    Qiying Wang   Strong approximations of level
                                  exceedences related to multiple
                                  hypothesis testing . . . . . . . . . . . 418--434
          Gareth O. Roberts and   
              Laura M. Sangalli   Latent diffusion models for survival
                                  analysis . . . . . . . . . . . . . . . . 435--458
                      Yaming Yu   Relative log-concavity and a pair of
                                  triangle inequalities  . . . . . . . . . 459--470
     Jean-Christophe Breton and   
        Christian Houdré   Asymptotics for random Young diagrams
                                  when the word length and alphabet size
                                  simultaneously grow to infinity  . . . . 471--492
                 Luis Mendo and   
        José M. Hernando   Estimation of a probability with optimum
                                  guaranteed confidence in inverse
                                  binomial sampling  . . . . . . . . . . . 493--513
            Olivier Bouaziz and   
                  Olivier Lopez   Conditional density estimation in a
                                  censored single-index regression model   514--542
                   Xinyi Xu and   
                     Feng Liang   Asymptotic minimax risk of predictive
                                  density estimation for non-parametric
                                  regression . . . . . . . . . . . . . . . 543--560
           Carmen Sangüesa   Uniform error bounds for a continuous
                                  approximation of non-negative random
                                  variables  . . . . . . . . . . . . . . . 561--584
                     Yanyuan Ma   A semiparametric efficient estimator in
                                  case-control studies . . . . . . . . . . 585--603
                      Anonymous   Editorial Board  . . . . . . . . . . . . ??
                      Anonymous   Table of Contents  . . . . . . . . . . . ??

Bernoulli
Volume 16, Number 3, August, 2010

     Guillaume Lecué and   
               Shahar Mendelson   Sharper lower bounds on the performance
                                  of the empirical risk minimization
                                  algorithm  . . . . . . . . . . . . . . . 605--613
                 Shige Peng and   
                      Mingyu Xu   Reflected BSDE with a constraint and its
                                  applications in an incomplete market . . 614--640
Stéphanie Allassonni\`ere and   
               Estelle Kuhn and   
            Alain Trouvé   Construction of Bayesian deformable
                                  models via a stochastic approximation
                                  algorithm: A convergence study . . . . . 641--678
         Pierpaolo De Blasi and   
          Lancelot F. James and   
                    John W. Lau   Bayesian nonparametric estimation and
                                  consistency of mixed multinomial logit
                                  choice models  . . . . . . . . . . . . . 679--704
                Guozhong He and   
     Hans-Georg Müller and   
             Jane-Ling Wang and   
                   Wenjing Yang   Functional linear regression via
                                  canonical analysis . . . . . . . . . . . 705--729
                  Yichao Wu and   
               Jianqing Fan and   
         Hans-Georg Müller   Varying-coefficient functional linear
                                  regression . . . . . . . . . . . . . . . 730--758
                  Heping He and   
             Thomas A. Severini   Asymptotic properties of maximum
                                  likelihood estimators in models with
                                  multiple change points . . . . . . . . . 759--779
               Martin Schlather   Some covariance models based on normal
                                  scale mixtures . . . . . . . . . . . . . 780--797
         Domenico Marinucci and   
               Giovanni Peccati   Group representations and
                                  high-resolution central limit theorems
                                  for subordinated spherical random fields 798--824
               Brice Franke and   
                Tatsuhiko Saigo   A self-similar process arising from a
                                  random walk with random environment in
                                  random scenery . . . . . . . . . . . . . 825--857
             Enzo Orsingher and   
                Federico Polito   Fractional pure birth processes  . . . . 858--881
                Neal Madras and   
                    Deniz Sezer   Quantitative bounds for Markov chain
                                  convergence: Wasserstein and total
                                  variation distances  . . . . . . . . . . 882--908
                      Anonymous   Editorial Board  . . . . . . . . . . . . ??
                      Anonymous   Table of Contents  . . . . . . . . . . . ??

Bernoulli
Volume 16, Number 4, November, 2010

             Enrique Andjel and   
           Thomas Mountford and   
     Leandro P. R. Pimentel and   
                 Daniel Valesin   Tightness for the interface of the
                                  one-dimensional contact process  . . . . 909--925
           Narn-Rueih Shieh and   
                     Yimin Xiao   Hausdorff and packing dimensions of the
                                  images of random fields  . . . . . . . . 926--952
               Anne Estrade and   
                  Jacques Istas   Ball throwing on spheres . . . . . . . . 953--970
              Denis Denisov and   
               Serguei Foss and   
               Dmitry Korshunov   Asymptotics of randomly stopped sums in
                                  the presence of heavy tails  . . . . . . 971--994
              Sami Umut Can and   
             Thomas Mikosch and   
          Gennady Samorodnitsky   Weak convergence of the function-indexed
                                  integrated periodogram for infinite
                                  variance processes . . . . . . . . . . . 995--1015
             Thomas Mikosch and   
          Alfredas Ra\vckauskas   The limit distribution of the maximum
                                  increment of a random walk with
                                  regularly varying jump size distribution 1016--1038
           Abdelaati Daouia and   
        Jean-Pierre Florens and   
           Léopold Simar   Frontier estimation and extreme value
                                  theory . . . . . . . . . . . . . . . . . 1039--1063
                 Yannick Baraud   A Bernstein-type inequality for suprema
                                  of random processes with applications to
                                  model selection in non-Gaussian
                                  regression . . . . . . . . . . . . . . . 1064--1085
                Zhidong Bai and   
              Xiaoying Wang and   
                      Wang Zhou   Functional CLT for sample covariance
                                  matrices . . . . . . . . . . . . . . . . 1086--1113
        V. \vCekanavi\vcius and   
                  P. Vellaisamy   Compound Poisson and signed compound
                                  Poisson approximations to the Markov
                                  binomial law . . . . . . . . . . . . . . 1114--1136
        Evarist Giné and   
                  Richard Nickl   Adaptive estimation of a distribution
                                  function and its density in sup-norm
                                  loss by wavelet and spline projections   1137--1163
               Holger Dette and   
          Andrey Pepelyshev and   
              Piter Shpilev and   
                  Weng Kee Wong   Optimal designs for discriminating
                                  between dose-response models in
                                  toxicology studies . . . . . . . . . . . 1164--1176
         Yuri V. Borovskikh and   
                    N. C. Weber   Asymptotic distributions for a class of
                                  generalized $L$-statistics . . . . . . . 1177--1190
               John Kolassa and   
                       Jixin Li   Multivariate saddlepoint approximations
                                  in tail probability and conditional
                                  inference  . . . . . . . . . . . . . . . 1191--1207
           Ailana M. Fraser and   
            D. A. S. Fraser and   
               Ana-Maria Staicu   Second order ancillary: A differential
                                  view from continuity . . . . . . . . . . 1208--1223
             Birgit Rudloff and   
               Ioannis Karatzas   Testing composite hypotheses via convex
                                  duality  . . . . . . . . . . . . . . . . 1224--1239
                  Juri Hinz and   
                   Alex Novikov   On fair pricing of emission-related
                                  derivatives  . . . . . . . . . . . . . . 1240--1261
    Sébastien Darses and   
               Ivan Nourdin and   
                  David Nualart   Limit theorems for nonlinear functionals
                                  of Volterra processes via white noise
                                  analysis . . . . . . . . . . . . . . . . 1262--1293
           Brahim Boufoussi and   
                Marco Dozzi and   
                   Renaud Marty   Local time and Tanaka formula for a
                                  Volterra-type multifractional Gaussian
                                  process  . . . . . . . . . . . . . . . . 1294--1311
            Iain M. MacPhee and   
       Mikhail V. Menshikov and   
           Stanislav Volkov and   
                 Andrew R. Wade   Passage-time moments and hybrid zones
                                  for the exclusion-voter model  . . . . . 1312--1342
           Robert C. Dalang and   
         Marta Sanz-Solé   Criteria for hitting probabilities with
                                  applications to systems of stochastic
                                  wave equations . . . . . . . . . . . . . 1343--1368
               Fengrong Wei and   
                     Jian Huang   Consistent group selection in
                                  high-dimensional linear regression . . . 1369--1384
               S. G. Bobkov and   
                  F. Götze   Concentration of empirical distribution
                                  functions with applications to
                                  non-i.i.d. models  . . . . . . . . . . . 1385--1414
                      Anonymous   Acknowledgements . . . . . . . . . . . . 1415--1416
                      Anonymous   Author Index . . . . . . . . . . . . . . 1417--1422
                      Anonymous   Editorial Board  . . . . . . . . . . . . ??
                      Anonymous   Table of Contents  . . . . . . . . . . . ??


Bernoulli
Volume 17, Number 1, February, 2011

             Gustavo Didier and   
                 Vladas Pipiras   Integral representations and properties
                                  of operator fractional Brownian motions  1--33
            M. E. Caballero and   
                J. C. Pardo and   
             J. L. Pérez   Explicit identities for Lévy processes
                                  associated to symmetric stable processes 34--59
              Oliver Linton and   
                Enno Mammen and   
         Jens Perch Nielsen and   
            Ingrid Van Keilegom   Nonparametric regression with filtered
                                  data . . . . . . . . . . . . . . . . . . 60--87
Jérôme Dedecker and   
       Florence Merlev\`ede and   
                 Magda Peligrad   Invariance principles for linear
                                  processes with application to isotonic
                                  regression . . . . . . . . . . . . . . . 88--113
             Enzo Orsingher and   
                Federico Polito   On a fractional linear birth--death
                                  process  . . . . . . . . . . . . . . . . 114--137
         Krishna B. Athreya and   
            Siva R. Athreya and   
               Srikanth K. Iyer   Supercritical age-dependent branching
                                  Markov processes and their scaling
                                  limits . . . . . . . . . . . . . . . . . 138--154
                   Yutao Ma and   
                   Shi Shen and   
                 Xinyu Wang and   
                      Liming Wu   Transportation inequalities: From
                                  Poisson to Gibbs measures  . . . . . . . 155--169
         Jean-Marc Aza\"\is and   
 José R. León and   
                 Mario Wschebor   Rice formulae and Gaussian waves . . . . 170--193
          Marek Arendarczyk and   
            Krzysztof D\kebicki   Asymptotics of supremum distribution of
                                  a Gaussian process over a Weibullian
                                  time . . . . . . . . . . . . . . . . . . 194--210
             Ingo Steinwart and   
             Andreas Christmann   Estimating conditional quantiles with
                                  the help of the pinball loss . . . . . . 211--225
              Bikramjit Das and   
              Sidney I. Resnick   Conditioning on an extreme component:
                                  Model consistency with regular variation
                                  on cones . . . . . . . . . . . . . . . . 226--252
           Christian Genest and   
           Ivan Kojadinovic and   
 Johanna Ne\vslehová and   
                        Jun Yan   A goodness-of-fit test for bivariate
                                  extreme-value copulas  . . . . . . . . . 253--275
                Fredrik Jonsson   On the heavy-tailedness of Student's
                                  $t$-statistic  . . . . . . . . . . . . . 276--289
                 \Lukasz Lenart   Asymptotic distributions and subsampling
                                  in spectral analysis for almost
                                  periodically correlated time series  . . 290--319
           Piotr Fryzlewicz and   
             Suhasini Subba Rao   Mixing properties of ARCH and
                                  time-varying ARCH processes  . . . . . . 320--346
               Hongyuan Cao and   
             Michael R. Kosorok   Simultaneous critical values for
                                  $t$-tests in very high dimensions  . . . 347--394
              Marc Hoffmann and   
                 Nathalie Krell   Statistical analysis of self-similar
                                  conservative fragmentation chains  . . . 395--423
             Mikhail Gordin and   
                 Magda Peligrad   On the functional central limit theorem
                                  via martingale approximation . . . . . . 424--440
               Emilio Porcu and   
       René L. Schilling   From Schoenberg to Pick--Nevanlinna:
                                  Toward a complete picture of the
                                  variogram class  . . . . . . . . . . . . 441--455
        Viktor P. Zastavnyi and   
                   Emilio Porcu   Characterization theorems for the
                                  Gneiting class of space--time
                                  covariances  . . . . . . . . . . . . . . 456--465
          Fadoua Balabdaoui and   
                     Jim Pitman   The distribution of the maximal
                                  difference between a Brownian bridge and
                                  its concave majorant . . . . . . . . . . 466--483
                Holger Fink and   
       Claudia Klüppelberg   Fractional Lévy-driven
                                  Ornstein--Uhlenbeck processes and
                                  stochastic differential equations  . . . 484--506
                      Anonymous   Editorial Board  . . . . . . . . . . . . ??
                      Anonymous   Table of Contents  . . . . . . . . . . . ??

Bernoulli
Volume 17, Number 2, May, 2011

                G. Afendras and   
               N. Papadatos and   
               V. Papathanasiou   An extended Stein-type covariance
                                  identity for the Pearson family with
                                  applications to lower variance bounds    507--529
           Louis H. Y. Chen and   
                      Aihua Xia   Poisson process approximation for
                                  dependent superposition of point
                                  processes  . . . . . . . . . . . . . . . 530--544
         John H. J. Einmahl and   
     Estáte V. Khmaladze   Central limit theorems for local
                                  empirical processes near boundaries of
                                  sets . . . . . . . . . . . . . . . . . . 545--561
             Philipp Arbenz and   
             Paul Embrechts and   
              Giovanni Puccetti   The AEP algorithm for the fast
                                  computation of the distribution of the
                                  sum of dependent random variables  . . . 562--591
            Larry Goldstein and   
               Yosef Rinott and   
                 Marco Scarsini   Stochastic comparisons of stratified
                                  sampling techniques for some Monte Carlo
                                  estimators . . . . . . . . . . . . . . . 592--608
            Pavel Chigansky and   
                   Yaacov Ritov   On the Viterbi process with continuous
                                  state space  . . . . . . . . . . . . . . 609--627
               Alessandra Luati   An approximate quantum Cramér--Rao bound
                                  based on skew information  . . . . . . . 628--642
José E. Figueroa-López   Sieve-based confidence intervals and
                                  bands for Lévy densities  . . . . . . . . 643--670
             G. Jogesh Babu and   
                Zhidong Bai and   
              Kwok Pui Choi and   
             Vasudevan Mangalam   Limit theorems for functions of marginal
                                  quantiles  . . . . . . . . . . . . . . . 671--686
              Sylvain Arlot and   
              Peter L. Bartlett   Margin-adaptive model selection in
                                  statistical learning . . . . . . . . . . 687--713
                     Eric Cator   Adaptivity and optimality of the
                                  monotone least-squares estimator . . . . 714--735
                 Kyusang Yu and   
                Enno Mammen and   
                 Byeong U. Park   Semi-parametric regression: Efficiency
                                  gains from modeling the nonparametric
                                  part . . . . . . . . . . . . . . . . . . 736--748
           Jean-Marc Bardet and   
              Donatas Surgailis   Measuring the roughness of random paths
                                  by increment ratios  . . . . . . . . . . 749--780
                  Rama Cont and   
                Cecilia Mancini   Nonparametric tests for pathwise
                                  properties of semimartingales  . . . . . 781--813
                       P. Patie   A refined factorization of the
                                  exponential law  . . . . . . . . . . . . 814--826
                      Anonymous   Editorial Board  . . . . . . . . . . . . ??
                      Anonymous   Table of Contents  . . . . . . . . . . . ??

Bernoulli
Volume 17, Number 3, August, 2011

      Giovanni M. Marchetti and   
               Monia Lupparelli   Chain graph models of multivariate
                                  regression type for categorical data . . 827--844
                  Nanny Wermuth   Probability distributions with summary
                                  graph structure  . . . . . . . . . . . . 845--879
           Pawe\l Hitczenko and   
              Jacek Weso\lowski   Renorming divergent perpetuities . . . . 880--894
         Kjetil Ròysland   A martingale approach to continuous-time
                                  marginal structural models . . . . . . . 895--915
   Ole E. Barndorff-Nielsen and   
         Andreas Basse-O'Connor   Quasi Ornstein--Uhlenbeck processes  . . 916--941
               Zakhar Kabluchko   Functional limit theorems for sums of
                                  independent geometric Lévy processes  . . 942--968
                Weidong Liu and   
               Shiqing Ling and   
                    Qi-Man Shao   On non-stationary threshold
                                  autoregressive models  . . . . . . . . . 969--986
         Christophe Andrieu and   
                 Ajay Jasra and   
              Arnaud Doucet and   
               Pierre Del Moral   On nonlinear Markov chain Monte Carlo    987--1014
              Youri Davydov and   
             Ilya Molchanov and   
                   Sergei Zuyev   Stability for random measures, point
                                  processes and discrete semigroups  . . . 1015--1043
                      Yaming Yu   Some stochastic inequalities for
                                  weighted sums  . . . . . . . . . . . . . 1044--1053
         Péter Kevei and   
                 David M. Mason   A note on a maximal Bernstein inequality 1054--1062
           Delphine Cassart and   
                Marc Hallin and   
               Davy Paindaveine   A class of optimal tests for symmetry
                                  based on local Edgeworth approximations  1063--1094
        Robert C. Griffiths and   
                  Dario Span\`o   Multivariate Jacobi and Laguerre
                                  polynomials, infinite-dimensional
                                  extensions, and their probabilistic
                                  connections with multivariate Hahn and
                                  Meixner polynomials  . . . . . . . . . . 1095--1125
                      Anonymous   Editorial Board  . . . . . . . . . . . . ??
                      Anonymous   Table of Contents  . . . . . . . . . . . ??

Bernoulli
Volume 17, Number 4, November, 2011

               Laure Coutin and   
                Diana Dorobantu   First passage time law for some Lévy
                                  processes with compound Poisson:
                                  Existence of a density . . . . . . . . . 1127--1135
                   Feng-Yu Wang   Coupling for Ornstein--Uhlenbeck
                                  processes with jumps . . . . . . . . . . 1136--1158
   Ole E. Barndorff-Nielsen and   
José Manuel Corcuera and   
                 Mark Podolskij   Multipower variation for Brownian
                                  semistationary processes . . . . . . . . 1159--1194
                 Yuqiang Li and   
                  Hongshuai Dai   Approximations of fractional Brownian
                                  motion . . . . . . . . . . . . . . . . . 1195--1216
Bénédicte Haas and   
        Grégory Miermont   Self-similar scaling limits of
                                  non-increasing Markov chains . . . . . . 1217--1247
   Sébastien Chambeu and   
                Aline Kurtzmann   Some particular self-interacting
                                  diffusions: Ergodic behaviour and almost
                                  sure convergence . . . . . . . . . . . . 1248--1267
             Michael H. Neumann   Absolute regularity and ergodicity of
                                  Poisson count processes  . . . . . . . . 1268--1284
             Nelson Antunes and   
                 Vladas Pipiras   Probabilistic sampling of finite renewal
                                  processes  . . . . . . . . . . . . . . . 1285--1326
               Adam Os\kekowski   Sharp maximal inequalities for the
                                  moments of martingales and non-negative
                                  submartingales . . . . . . . . . . . . . 1327--1343
       István Berkes and   
       Lajos Horváth and   
               Johannes Schauer   Asymptotics of trimmed CUSUM statistics  1344--1367
             Marten Wegkamp and   
                      Ming Yuan   Support vector machines with a reject
                                  option . . . . . . . . . . . . . . . . . 1368--1385
                Yonggang Hu and   
                  Yong Wang and   
                          Yi Wu   Tensor-based projection depth  . . . . . 1386--1399
                 Jianhua Hu and   
                 Guohua Yan and   
                    Jinhong You   Estimation for an additive growth curve
                                  model with orthogonal design matrices    1400--1419
             Subhajit Dutta and   
              Anil K. Ghosh and   
               Probal Chaudhuri   Some intriguing properties of Tukey's
                                  half-space depth . . . . . . . . . . . . 1420--1434
                      Anonymous   Acknowledgements . . . . . . . . . . . . 1435--1437
                      Anonymous   Author Index . . . . . . . . . . . . . . 1438--1442
                      Anonymous   Editorial Board  . . . . . . . . . . . . ??
                      Anonymous   Table of Contents  . . . . . . . . . . . ??


Bernoulli
Volume 18, Number 1, February, 2012

               Bruno Saussereau   Transportation inequalities for
                                  stochastic differential equations driven
                                  by a fractional Brownian motion  . . . . 1--23
       Mireia Besalú and   
                  Carles Rovira   Stochastic delay equations with
                                  non-negativity constraints driven by
                                  fractional Brownian motion . . . . . . . 24--45
            Eckhard Schlemm and   
                 Robert Stelzer   Multivariate CARMA processes,
                                  continuous-time state space models and
                                  complete regularity of the innovations
                                  of the sampled processes . . . . . . . . 46--63
             Boris Buchmann and   
             Gernot Müller   Limit experiments of GARCH . . . . . . . 64--99
         Alexander Bulinski and   
            Evgeny Spodarev and   
             Florian Timmermann   Central limit theorems for the excursion
                                  set volumes of weakly dependent random
                                  fields . . . . . . . . . . . . . . . . . 100--118
               A. E. Koudou and   
                     P. Vallois   Independence properties of the
                                  Matsumoto--Yor type  . . . . . . . . . . 119--136
                  Jan Beran and   
                Yevgen Shumeyko   On asymptotically optimal wavelet
                                  estimation of trend functions under
                                  long-range dependence  . . . . . . . . . 137--176
               Young K. Lee and   
                Enno Mammen and   
                 Byeong U. Park   Projection-type estimation for varying
                                  coefficient regression models  . . . . . 177--205
                    Ping Wu and   
             Winfried Stute and   
                    Li-Xing Zhu   Efficient estimation of moments in
                                  linear mixed models  . . . . . . . . . . 206--228
    Jana Jure\vcková and   
                     Jan Kalina   Nonparametric multivariate rank tests
                                  and their unbiasedness . . . . . . . . . 229--251
           Pierre Del Moral and   
              Arnaud Doucet and   
                     Ajay Jasra   On adaptive resampling strategies for
                                  sequential Monte Carlo methods . . . . . 252--278
                      Yaming Yu   On the inclusion probabilities in some
                                  unequal probability sampling plans
                                  without replacement  . . . . . . . . . . 279--289
             Piotr Zwiernik and   
                   Jim Q. Smith   Tree cumulants and the geometry of
                                  binary tree models . . . . . . . . . . . 290--321
                    Zongming Ma   Accuracy of the Tracy--Widom limits for
                                  the extreme eigenvalues in white Wishart
                                  matrices . . . . . . . . . . . . . . . . 322--359
             Gilles Pag\`es and   
                    Abass Sagna   Asymptotics of the maximal radius of an
                                  $ L^r $-optimal sequence of quantizers   360--389
                      Anonymous   Editorial Board  . . . . . . . . . . . . ??
                      Anonymous   Table of Contents  . . . . . . . . . . . ??

Bernoulli
Volume 18, Number 2, May, 2012

Gérard Kerkyacharian and   
            Erwan Le Pennec and   
               Dominique Picard   Radon needlet thresholding . . . . . . . 391--433
                 Andreas Maurer   Thermodynamics and concentration . . . . 434--454
             Stefan Aulbach and   
               Verena Bayer and   
                   Michael Falk   A multivariate piecing-together approach
                                  with an application to operational loss
                                  data . . . . . . . . . . . . . . . . . . 455--475
             Makoto Maejima and   
Víctor Pérez-Abreu and   
                   Ken-iti Sato   A class of multivariate infinitely
                                  divisible distributions related to
                                  arcsine density  . . . . . . . . . . . . 476--495
            Simon Guillotte and   
         François Perron   Bayesian estimation of a bivariate
                                  copula using the Jeffreys prior  . . . . 496--519
              Eric A. Cator and   
        Hendrik P. Lopuhaä   Central limit theorem and influence
                                  function for the MCD estimators at
                                  general multivariate distributions . . . 520--551
                    Anne Leucht   Degenerate $U$- and $V$-statistics under
                                  weak dependence: Asymptotic theory and
                                  bootstrap consistency  . . . . . . . . . 552--585
              Yuichi Hirose and   
                       Alan Lee   Reparametrization of the least favorable
                                  submodel in semi-parametric multisample
                                  models . . . . . . . . . . . . . . . . . 586--605
Pedro C. Álvarez-Esteban and   
        Eustasio del Barrio and   
    Juan A. Cuesta-Albertos and   
           Carlos Matrán   Similarity of samples and trimming . . . 606--634
       Éric Marchand and   
         William E. Strawderman   A unified minimax result for restricted
                                  parameter spaces . . . . . . . . . . . . 635--643
              Peter M. Robinson   Inference on power law spatial trends    644--677
                   Jia Chen and   
                   Jiti Gao and   
                       Degui Li   Estimation in semi-parametric regression
                                  with non-stationary regressors . . . . . 678--702
       Lo\"\ic Hervé and   
               James Ledoux and   
               Valentin Patilea   A uniform Berry--Esseen theorem on
                                  $M$-estimators for geometrically ergodic
                                  Markov chains  . . . . . . . . . . . . . 703--734
                    Dong Li and   
               Shiqing Ling and   
                    Howell Tong   On moving-average models with feedback   735--745
               Holger Dette and   
           Nikolai Leonenko and   
          Andrey Pepelyshev and   
            Anatoly Zhigljavsky   Correction to ``Asymptotic optimal
                                  designs under long-range dependence
                                  error structure'' Bernoulli \bf 15
                                  (2009) 1036--1056  . . . . . . . . . . . 746
                      Anonymous   Editorial Board  . . . . . . . . . . . . ??
                      Anonymous   Table of Contents  . . . . . . . . . . . ??

Bernoulli
Volume 18, Number 3, August, 2012

                Marc Hallin and   
                 Christophe Ley   Skew-symmetric distributions and Fisher
                                  information --- a tale of two densities  747--763
                   Johan Segers   Asymptotics of empirical copula
                                  processes under non-restrictive
                                  smoothness assumptions . . . . . . . . . 764--782
     François Roueff and   
      Gennady Samorodnitsky and   
               Philippe Soulier   Function-indexed empirical processes
                                  based on an infinite source Poisson
                                  transmission stream  . . . . . . . . . . 783--802
               Eric Beutner and   
              Henryk Zähle   Deriving the asymptotic distribution of
                                  $U$- and $V$-statistics of dependent
                                  data using weighted empirical processes  803--822
           Shaul K. Bar-Lev and   
        Andreas Löpker and   
                Wolfgang Stadje   On the small-time behavior of
                                  subordinators  . . . . . . . . . . . . . 823--835
                 Liugen Xue and   
                     Qihua Wang   Empirical likelihood for single-index
                                  varying-coefficient models . . . . . . . 836--856
            Richard A. Lockhart   Conditional limit laws for
                                  goodness-of-fit tests  . . . . . . . . . 857--882
             Pierre Alquier and   
           Olivier Wintenberger   Model selection for weakly dependent
                                  time series forecasting  . . . . . . . . 883--913
          Arnak S. Dalalyan and   
          Alexandre B. Tsybakov   Mirror averaging with sparsity priors    914--944
                Yuval Nardi and   
             Alessandro Rinaldo   The log-linear group-lasso estimator and
                                  its asymptotic properties  . . . . . . . 945--974
     Yves F. Atchadé and   
                  Gersende Fort   Limit theorems for some adaptive MCMC
                                  algorithms with subgeometric kernels:
                                  Part II  . . . . . . . . . . . . . . . . 975--1001
             Stefano Favaro and   
       Alessandra Guglielmi and   
              Stephen G. Walker   A class of measure-valued Markov chains
                                  and Bayesian nonparametrics  . . . . . . 1002--1030
                     Mark Huber   Spatial birth--death swap chains . . . . 1031--1041
           Mohammud Foondun and   
             Davar Khoshnevisan   An asymptotic theory for randomly forced
                                  discrete nonlinear heat equations  . . . 1042--1060
           Shota Gugushvili and   
           Chris A. J. Klaassen   $ \sqrt n$-consistent parameter
                                  estimation for systems of ordinary
                                  differential equations: bypassing
                                  numerical integration via smoothing  . . 1061--1098
                      Anonymous   Editorial Board  . . . . . . . . . . . . ??
                      Anonymous   Table of Contents  . . . . . . . . . . . ??

Bernoulli
Volume 18, Number 4, November, 2012

        R. Le Guével and   
    J. Lévy Véhel   A Ferguson--Klass--LePage series
                                  representation of multistable
                                  multifractional motions and related
                                  processes  . . . . . . . . . . . . . . . 1099--1127
   René L. Schilling and   
             Pawe\l Sztonyk and   
                      Jian Wang   Coupling property and gradient estimates
                                  of Lévy processes via the symbol  . . . . 1128--1149
                Alexander Walsh   Extended Itô calculus for symmetric
                                  Markov processes . . . . . . . . . . . . 1150--1171
                Anita Behme and   
             Makoto Maejima and   
              Muneya Matsui and   
               Noriyoshi Sakuma   Distributions of exponential integrals
                                  of independent increment processes
                                  related to generalized gamma
                                  convolutions . . . . . . . . . . . . . . 1172--1187
                    Assane Diop   Convergence of some random functionals
                                  of discretized semimartingales . . . . . 1188--1222
          Alexandros Beskos and   
         Stefano Peluchetti and   
                 Gareth Roberts   $ \varepsilon $-Strong simulation of the
                                  Brownian path  . . . . . . . . . . . . . 1223--1248
            Bodhisattva Sen and   
              Michael Woodroofe   Bootstrap confidence intervals for
                                  isotonic estimators in a stereological
                                  problem  . . . . . . . . . . . . . . . . 1249--1266
             Stefano Favaro and   
              Antonio Lijoi and   
             Igor Prünster   Asymptotics for a Bayesian nonparametric
                                  estimator of species variety . . . . . . 1267--1283
     María V. Fasano and   
         Ricardo A. Maronna and   
               Mariela Sued and   
         Víctor J. Yohai   Continuity and differentiability of
                                  regression M functionals . . . . . . . . 1284--1309
          Terrence M. Adams and   
                Andrew B. Nobel   Uniform approximation of
                                  Vapnik--Chervonenkis classes . . . . . . 1310--1319
              Guillaume Chauvet   On a characterization of ordered pivotal
                                  sampling . . . . . . . . . . . . . . . . 1320--1340
             Fabrice Gamboa and   
              Thierry Klein and   
       Clémentine Prieur   Conditional large and moderate
                                  deviations for sums of discrete random
                                  variables. Combinatoric applications . . 1341--1360
      Daniel Bonnéry and   
              F. Jay Breidt and   
         François Coquet   Uniform convergence of the empirical
                                  cumulative distribution function under
                                  informative selection from a finite
                                  population . . . . . . . . . . . . . . . 1361--1385
               Guus Balkema and   
             Paul Embrechts and   
                  Natalia Nolde   Sensitivity of the limit shape of sample
                                  clouds from meta densities . . . . . . . 1386--1404
                 B. B. Chen and   
                      G. M. Pan   Convergence of the largest eigenvalue of
                                  normalized sample covariance matrices
                                  when $p$ and $n$ both tend to infinity
                                  with their ratio converging to zero  . . 1405--1420
             Mathias Vetter and   
                   Holger Dette   Model checks for the volatility under
                                  microstructure noise . . . . . . . . . . 1421--1447
              Kung-Sik Chan and   
                  Henghsiu Tsai   Inference of seasonal long-memory
                                  aggregate time series  . . . . . . . . . 1448--1464
                      Anonymous   Acknowledgements . . . . . . . . . . . . 1465--1466
                      Anonymous   Author Index . . . . . . . . . . . . . . 1467--1471
                      Anonymous   Editorial Board  . . . . . . . . . . . . ??
                      Anonymous   Table of Contents  . . . . . . . . . . . ??


Bernoulli
Volume 19, Number 1, February, 2013

                   Bo Markussen   Functional data analysis in an
                                  operator-based mixed-model framework . . 1--17
        Hervé Cardot and   
         Peggy Cénac and   
       Pierre-André Zitt   Efficient and fast estimation of the
                                  geometric median in Hilbert spaces with
                                  an averaged stochastic gradient
                                  algorithm  . . . . . . . . . . . . . . . 18--43
       Frank van der Meulen and   
               Harry van Zanten   Consistent nonparametric Bayesian
                                  inference for discretely observed scalar
                                  diffusions . . . . . . . . . . . . . . . 44--63
         Igor Prünster and   
                Matteo Ruggiero   A Bayesian nonparametric approach to
                                  modeling market share dynamics . . . . . 64--92
                   Auguste Aman   A numerical scheme for backward doubly
                                  stochastic differential equations  . . . 93--114
              Frank Aurzada and   
           Leif Döring and   
                   Mladen Savov   Small time Chung-type LIL for Lévy
                                  processes  . . . . . . . . . . . . . . . 115--136
                  Robert Keener   Improving Brownian approximations for
                                  boundary crossing problems . . . . . . . 137--153
                 Shogo Kato and   
                    M. C. Jones   An extended family of circular
                                  distributions related to wrapped Cauchy
                                  distributions via Brownian motion  . . . 154--171
                  O. Kouamo and   
       C. Lévy-Leduc and   
                    E. Moulines   Central limit theorem for the robust
                                  log-regression wavelet estimation of the
                                  memory parameter in the Gaussian
                                  semi-parametric context  . . . . . . . . 172--204
               Zhibiao Zhao and   
                      Xiaoye Li   Inference for modulated stationary
                                  processes  . . . . . . . . . . . . . . . 205--227
               Song X. Chen and   
                 Liang Peng and   
                    Cindy L. Yu   Parameter estimation and model testing
                                  for Markov processes via conditional
                                  characteristic functions . . . . . . . . 228--251
                  Shujie Ma and   
              Qiongxia Song and   
                        Li Wang   Simultaneous variable selection and
                                  estimation in semiparametric modeling of
                                  longitudinal/clustered data  . . . . . . 252--274
                   Xing Sun and   
                Andrew B. Nobel   On the maximal size of large-average and
                                  ANOVA-fit submatrices in a Gaussian
                                  random matrix  . . . . . . . . . . . . . 275--294
            Hammou El Barmi and   
                Ian W. McKeague   Empirical likelihood-based tests for
                                  stochastic ordering  . . . . . . . . . . 295--307
              Bikramjit Das and   
                   Souvik Ghosh   Weak limits for exploratory plots in the
                                  analysis of extremes . . . . . . . . . . 308--343
               Chenlei Leng and   
                   Xingwei Tong   A quantile regression estimator for
                                  censored data  . . . . . . . . . . . . . 344--361
                      Anonymous   Editorial Board  . . . . . . . . . . . . ??
                      Anonymous   Table of Contents  . . . . . . . . . . . ??

Bernoulli
Volume 19, Number 2, May, 2013

            Shankar Bhamidi and   
      Remco van der Hofstad and   
            Gerard Hooghiemstra   Weak disorder in the stochastic
                                  mean-field model of distance II  . . . . 363--386
               Michael L. Stein   On a class of space--time intrinsic
                                  random functions . . . . . . . . . . . . 387--408
           Uwe Küchler and   
        Michael Sòrensen   Statistical inference for discrete-time
                                  samples from affine stochastic delay
                                  differential equations . . . . . . . . . 409--425
                M. Hoffmann and   
               M. Rosenbaum and   
                     N. Yoshida   Estimation of the lead-lag parameter
                                  from non-synchronous data  . . . . . . . 426--461
        Ingrid Hobæk Haff   Parameter estimation for pair-copula
                                  constructions  . . . . . . . . . . . . . 462--491
                 Liang Peng and   
                 Linyi Qian and   
                  Jingping Yang   Weighted estimation of the dependence
                                  function for an extreme-value
                                  distribution . . . . . . . . . . . . . . 492--520
          Alexandre Belloni and   
            Victor Chernozhukov   Least squares after model selection in
                                  high-dimensional sparse models . . . . . 521--547
        Robert C. Griffiths and   
                  Dario Span\`o   Orthogonal polynomial kernels and
                                  canonical correlations for Dirichlet
                                  measures . . . . . . . . . . . . . . . . 548--598
             Ronnie Loeffen and   
              Irmina Czarna and   
             Zbigniew Palmowski   Parisian ruin probability for spectrally
                                  negative Lévy processes . . . . . . . . . 599--609
         Erol A. Peköz and   
         Adrian Röllin and   
                    Nathan Ross   Total variation error bounds for
                                  geometric approximation  . . . . . . . . 610--632
        Jean-Christophe Mourrat   On the rate of convergence in the
                                  martingale central limit theorem . . . . 633--645
     Guillaume Lecué and   
               Shahar Mendelson   On the optimality of the aggregate with
                                  exponential weights for low temperatures 646--675
           Ery Arias-Castro and   
           Geoffrey R. Grimmett   Cluster detection in networks using
                                  percolation  . . . . . . . . . . . . . . 676--719
                      Anonymous   Editorial Board  . . . . . . . . . . . . ??
                      Anonymous   Table of Contents  . . . . . . . . . . . ??

Bernoulli
Volume 19, Number 3, August, 2013

              Olivier Lopez and   
           Valentin Patilea and   
            Ingrid Van Keilegom   Single index regression models in the
                                  presence of censoring depending on the
                                  covariates . . . . . . . . . . . . . . . 721--747
        Stanislav Volgushev and   
                   Holger Dette   Nonparametric quantile regression for
                                  twice censored data  . . . . . . . . . . 748--779
                   Serdar Altok   Unimodularity for multi-type
                                  Galton--Watson trees . . . . . . . . . . 780--802
   Ole E. Barndorff-Nielsen and   
           Fred Espen Benth and   
            Almut E. D. Veraart   Modelling energy spot prices by
                                  volatility modulated Lévy-driven Volterra
                                  processes  . . . . . . . . . . . . . . . 803--845
                   Zsolt Talata   Divergence rates of Markov order
                                  estimators and their application to
                                  statistical estimation of stationary
                                  ergodic processes  . . . . . . . . . . . 846--885
              Enkelejd Hashorva   Minima and maxima of elliptical arrays
                                  and spherical processes  . . . . . . . . 886--904
            Adrian Baddeley and   
                 David Dereudre   Variational estimators for the
                                  parameters of Gibbs point process models 905--930
             Michael Kohler and   
                     Harro Walk   On data-based optimal stopping under
                                  stationarity and ergodicity  . . . . . . 931--953
              Hanxiang Peng and   
                   Anton Schick   Empirical likelihood approach to
                                  goodness of fit testing  . . . . . . . . 954--981
          Mark S. Veillette and   
                 Murad S. Taqqu   Properties and numerical evaluation of
                                  the Rosenblatt distribution  . . . . . . 982--1005
                Weidong Liu and   
                Qi-Man Shao and   
                    Qiying Wang   Self-normalized Cramér type moderate
                                  deviations for the maximum of sums . . . 1006--1027
                  Tiefeng Jiang   Limit theorems for beta-Jacobi ensembles 1028--1046
          Patrick Cheridito and   
                   Mitja Stadje   BS$ \Delta $Es and BSDEs with
                                  non-Lipschitz drivers: Comparison,
                                  convergence and robustness . . . . . . . 1047--1085
                      Anonymous   Editorial Board  . . . . . . . . . . . . ??
                      Anonymous   Table of Contents  . . . . . . . . . . . ??

Bernoulli
Volume 19, Number 4, September, 2013

           Richard A. Davis and   
                 Thomas Mikosch   Editorial  . . . . . . . . . . . . . . . 1087
                  Eugene Seneta   A Tricentenary history of the Law of
                                  Large Numbers  . . . . . . . . . . . . . 1088--1121
                   David Aldous   Interacting particle systems as
                                  stochastic social dynamics . . . . . . . 1122--1149
              Johel Beltran and   
   Jean-François Le Gall   Quadrangulations with no pendant
                                  vertices . . . . . . . . . . . . . . . . 1150--1175
       Alexander W. Blocker and   
                   Xiao-Li Meng   The potential and perils of
                                  preprocessing: Building new foundations  1176--1211
            Peter Bühlmann   Statistical significance in
                                  high-dimensional linear models . . . . . 1212--1242
           Louis H. Y. Chen and   
             Adrian Röllin   Approximating dependent rare events  . . 1243--1267
          Geoffrey Decrouez and   
                     Peter Hall   Normal approximation and smoothness for
                                  sums of means of lattice-valued random
                                  variables  . . . . . . . . . . . . . . . 1268--1293
                 Persi Diaconis   Some things we've learned (about Markov
                                  chain Monte Carlo) . . . . . . . . . . . 1294--1305
          Hans Föllmer and   
               Alexander Schied   Probabilistic aspects of finance . . . . 1306--1326
               Tilmann Gneiting   Strictly and non-strictly positive
                                  definite functions on spheres  . . . . . 1327--1349
             Francis Hirsch and   
                       Marc Yor   On the Mellin transforms of the
                                  perpetuity and the remainder variables
                                  associated to a subordinator . . . . . . 1350--1377
              Michael I. Jordan   On statistics, computation and
                                  scalability  . . . . . . . . . . . . . . 1378--1390
            Hans R. Künsch   Particle filters . . . . . . . . . . . . 1391--1403
                     Nancy Reid   Aspects of likelihood inference  . . . . 1404--1418
          Sidney I. Resnick and   
                    David Zeber   Clustering of Markov chain exceedances   1419--1448
                Jonathan Taylor   The geometry of least squares in the
                                  21st century . . . . . . . . . . . . . . 1449--1464
                    Bin Dai and   
                Shilin Ding and   
                    Grace Wahba   Multivariate Bernoulli distribution  . . 1465--1483
                         Bin Yu   Stability  . . . . . . . . . . . . . . . 1484--1500
                      Anonymous   Editorial Board  . . . . . . . . . . . . ??
                      Anonymous   Table of Contents  . . . . . . . . . . . ??

Bernoulli
Volume 19, Number 5A, November, 2013

          Alexandros Beskos and   
              Natesh Pillai and   
             Gareth Roberts and   
     Jesus-Maria Sanz-Serna and   
                  Andrew Stuart   Optimal tuning of the hybrid Monte Carlo
                                  algorithm  . . . . . . . . . . . . . . . 1501--1534
     Siegfried Hörmann and   
                 Piotr Kokoszka   Consistency of the mean and the
                                  principal components of spatially
                                  distributed functional data  . . . . . . 1535--1558
    Gerardo Hernandez-del-Valle   On hitting times, Bessel bridges and
                                  Schrödinger's equation  . . . . . . . . . 1559--1575
               Jan Johannes and   
                   Maik Schwarz   Adaptive circular deconvolution by model
                                  selection under unknown error
                                  distribution . . . . . . . . . . . . . . 1576--1611
               Gert Nieuwenhuis   Asymptotic mean stationarity and
                                  absolute continuity of point process
                                  distributions  . . . . . . . . . . . . . 1612--1636
           Tomasz Schreiber and   
           Christoph Thäle   Geometry of iteration stable
                                  tessellations: Connection with Poisson
                                  hyperplanes  . . . . . . . . . . . . . . 1637--1654
           Axel Bücher and   
                   Holger Dette   Multiplier bootstrap of tail copulas
                                  with applications  . . . . . . . . . . . 1655--1687
             Thomas Mikosch and   
                Mohsen Rezapour   Stochastic volatility models with
                                  possible extremal clustering . . . . . . 1688--1713
                   Jiti Gao and   
                Qiying Wang and   
                     Jiying Yin   Long-range dependent time series
                                  specification  . . . . . . . . . . . . . 1714--1749
        Weronika \Laukajtys and   
            Leszek S\lomi\'nski   Penalization methods for the Skorokhod
                                  problem and reflecting SDEs with jumps   1750--1775
               Xiaoqing Pan and   
                 Maochao Xu and   
                    Taizhong Hu   Some inequalities of linear combinations
                                  of independent random variables: II  . . 1776--1789
               Jingchen Liu and   
                 Gongjun Xu and   
                  Zhiliang Ying   Theory of self-learning $Q$-matrix . . . 1790--1817
              Wissem Jedidi and   
                   Thomas Simon   Further examples of GGC and HCM
                                  densities  . . . . . . . . . . . . . . . 1818--1838
                Tiejun Tong and   
                 Yanyuan Ma and   
                   Yuedong Wang   Optimal variance estimation without
                                  estimating the mean function . . . . . . 1839--1854
           Djalil Chafa\"\i and   
          Aldéric Joulin   Intertwining and commutation relations
                                  for birth--death processes . . . . . . . 1855--1879
                Jean Picard and   
               Catherine Savona   Smoothness of the law of manifold-valued
                                  Markov processes with jumps  . . . . . . 1880--1919
         Elena Stanghellini and   
               Barbara Vantaggi   Identification of discrete concentration
                                  graph models with one hidden binary
                                  variable . . . . . . . . . . . . . . . . 1920--1937
                J. C. Pardo and   
                  V. Rivero and   
                  K. van Schaik   On the density of exponential
                                  functionals of Lévy processes . . . . . . 1938--1964
            Piet Groeneboom and   
                Geurt Jongbloed   Testing monotonicity of a hazard:
                                  Asymptotic distribution theory . . . . . 1965--1999
         Stavros Vakeroudis and   
                       Marc Yor   Integrability properties and limit
                                  theorems for the exit time from a cone
                                  of planar Brownian motion  . . . . . . . 2000--2009
              Alexander Schnurr   Generalization of the Blumenthal--Getoor
                                  index to the class of homogeneous
                                  diffusions with jumps and some
                                  applications . . . . . . . . . . . . . . 2010--2032
   Krzysztof \Latuszy\'nski and   
       B\la\.zej Miasojedow and   
               Wojciech Niemiro   Nonasymptotic bounds on the estimation
                                  error of MCMC algorithms . . . . . . . . 2033--2066
        Hervé Cardot and   
               David Degras and   
              Etienne Josserand   Confidence bands for Horvitz--Thompson
                                  estimators using sampled noisy
                                  functional data  . . . . . . . . . . . . 2067--2097
             Ngai Hang Chan and   
                  Rongmao Zhang   Marked empirical processes for
                                  non-stationary time series . . . . . . . 2098--2119
       Lajos Horváth and   
                     Ron Reeder   A test of significance in functional
                                  quadratic regression . . . . . . . . . . 2120--2151
                      Anonymous   Editorial Board  . . . . . . . . . . . . ??
                      Anonymous   Table of Contents  . . . . . . . . . . . ??

Bernoulli
Volume 19, Number 5B, November, 2013

         Guillaume Lecué   Empirical risk minimization is optimal
                                  for the convex aggregation problem . . . 2153--2166
               Nikola Sandri\'c   Recurrence and transience property for a
                                  class of Markov chains . . . . . . . . . 2167--2199
           Tatsuya Kubokawa and   
         William E. Strawderman   Dominance properties of constrained
                                  Bayes and empirical Bayes estimators . . 2200--2221
            Cyrille Dubarry and   
               Sylvain Le Corff   Non-asymptotic deviation inequalities
                                  for smoothed additive functionals in
                                  nonlinear state-space models . . . . . . 2222--2249
               Anton Schick and   
            Wolfgang Wefelmeyer   Uniform convergence of convolution
                                  estimators for the response density in
                                  nonparametric regression . . . . . . . . 2250--2276
                     Tong Zhang   Multi-stage convex relaxation for
                                  feature selection  . . . . . . . . . . . 2277--2293
                A. M. Kulik and   
                 N. N. Leonenko   Ergodicity and mixing bounds for the
                                  Fisher--Snedecor diffusion . . . . . . . 2294--2329
                 Kayvan Sadeghi   Stable mixed graphs  . . . . . . . . . . 2330--2358
                T. Tony Cai and   
                    Zongming Ma   Optimal hypothesis testing for high
                                  dimensional covariance matrices  . . . . 2359--2388
            Liudas Giraitis and   
                   Hira L. Koul   On asymptotic distributions of weighted
                                  sums of periodograms . . . . . . . . . . 2389--2413
                Alexander Walsh   Stochastic integration with respect to
                                  additive functionals of zero quadratic
                                  variation  . . . . . . . . . . . . . . . 2414--2436
           Jacek Jakubowski and   
          Maciej Wi\'sniewolski   On hyperbolic Bessel processes and
                                  beyond . . . . . . . . . . . . . . . . . 2437--2454
            Tomoyuki Ichiba and   
           Ioannis Karatzas and   
                  Vilmos Prokaj   Diffusions with rank-based
                                  characteristics and values in the
                                  nonnegative quadrant . . . . . . . . . . 2455--2493
           Lo\"\ic Chaumont and   
         Henry Pantí and   
           Víctor Rivero   The Lamperti representation of
                                  real-valued self-similar Markov
                                  processes  . . . . . . . . . . . . . . . 2494--2523
                Marc Hallin and   
           Davy Paindaveine and   
               Thomas Verdebout   Optimal rank-based tests for Common
                                  Principal Components . . . . . . . . . . 2524--2556
           Abdelaati Daouia and   
             Laurent Gardes and   
         Stéphane Girard   On kernel smoothing for extremal
                                  quantile regression  . . . . . . . . . . 2557--2589
                    John W. Lau   A conjugate class of random probability
                                  measures based on tilting and with its
                                  posterior analysis . . . . . . . . . . . 2590--2626
         Christophe Crambes and   
               André Mas   Asymptotics of prediction in functional
                                  linear regression with functional
                                  outputs  . . . . . . . . . . . . . . . . 2627--2651
           Cristina Butucea and   
                Yuri I. Ingster   Detection of a sparse submatrix of a
                                  high-dimensional noisy matrix  . . . . . 2652--2688
            J. L. Wadsworth and   
                     J. A. Tawn   A new representation for multivariate
                                  tail probabilities . . . . . . . . . . . 2689--2714
         Philip Preuß and   
             Mathias Vetter and   
                   Holger Dette   A test for stationarity based on
                                  empirical processes  . . . . . . . . . . 2715--2749
          Octavio Arizmendi and   
                Takahiro Hasebe   On a class of explicit Cauchy--Stieltjes
                                  transforms related to monotone stable
                                  and free Poisson laws  . . . . . . . . . 2750--2767
               Emilio Porcu and   
       René L. Schilling   Addendum to ``From Schoenberg to
                                  Pick--Nevanlinna: Towards a complete
                                  picture of the variogram class'' . . . . 2768
                      Anonymous   Acknowledgements . . . . . . . . . . . . 2769--2771
                      Anonymous   Author Index . . . . . . . . . . . . . . 2772--2779
                      Anonymous   Editorial Board  . . . . . . . . . . . . ??
                      Anonymous   Table of Contents  . . . . . . . . . . . ??


Bernoulli
Volume 20, Number 1, February, 2014

                    Elena Villa   On the local approximation of mean
                                  densities of random closed sets  . . . . 1--27
         Claudio Durastanti and   
               Xiaohong Lan and   
             Domenico Marinucci   Gaussian semiparametric estimates on the
                                  unit sphere  . . . . . . . . . . . . . . 28--77
                      Zhou Zhou   Nonparametric specification for
                                  non-stationary time series regression    78--108
                  Mathias Trabs   Calibration of self-decomposable Lévy
                                  models . . . . . . . . . . . . . . . . . 109--140
                Guang Cheng and   
                   Lan Zhou and   
               Jianhua Z. Huang   Efficient semiparametric estimation in
                                  generalized partially linear additive
                                  models for longitudinal/clustered data   141--163
                    Zudi Lu and   
               Qingguo Tang and   
                Longsheng Cheng   Estimating spatial quantile regression
                                  with functional coefficients: A robust
                                  semiparametric framework . . . . . . . . 164--189
    Gerónimo Uribe Bravo   Bridges of Lévy processes conditioned to
                                  stay positive  . . . . . . . . . . . . . 190--206
                Qiying Wang and   
                     Nigel Chan   Uniform convergence rates for a class of
                                  martingales with application in
                                  non-linear cointegrating regression  . . 207--230
          Fadoua Balabdaoui and   
                 Jon A. Wellner   Chernoff's density is log-concave  . . . 231--244
                G. Afendras and   
                   N. Papadatos   Strengthened Chernoff-type variance
                                  bounds . . . . . . . . . . . . . . . . . 245--264
              Robert Hintze and   
              Ilya Pavlyukevich   Small noise asymptotics and first
                                  passage times of integrated
                                  Ornstein--Uhlenbeck processes driven by
                                  $ \alpha $-stable Lévy processes  . . . . 265--281
                     Olga Klopp   Noisy low-rank matrix completion with
                                  general sampling distribution  . . . . . 282--303
           Gilles Blanchard and   
           Sylvain Delattre and   
                Etienne Roquain   Testing over a continuum of null
                                  hypotheses with False Discovery Rate
                                  control  . . . . . . . . . . . . . . . . 304--333
      Carenne Ludeña and   
               Philippe Soulier   Estimating the scaling function of
                                  multifractal measures and multifractal
                                  random walks using ratios  . . . . . . . 334--376
                Weijuan Chu and   
                Wenbo V. Li and   
                    Yan-Xia Ren   Small value probabilities for
                                  supercritical branching processes with
                                  immigration  . . . . . . . . . . . . . . 377--393
                      Anonymous   Editorial Board  . . . . . . . . . . . . ??
                      Anonymous   Table of Contents  . . . . . . . . . . . ??

Bernoulli
Volume 20, Number 2, May, 2014

          Marek Arendarczyk and   
        Krzysztof D\kebicki and   
                 Michel Mandjes   On the tail asymptotics of the area
                                  swept under the Brownian storage graph   395--415
              Jose Blanchet and   
                   Jingchen Liu   Total variation approximations and
                                  conditional limit theorems for
                                  multivariate regularly varying random
                                  walks conditioned on ruin  . . . . . . . 416--456
                    G. Fort and   
                E. Moulines and   
                P. Priouret and   
               P. Vandekerkhove   A central limit theorem for adaptive and
                                  interacting Markov chains  . . . . . . . 457--485
               Günter Last   Perturbation analysis of Poisson
                                  processes  . . . . . . . . . . . . . . . 486--513
            Nathalie Akakpo and   
          Fadoua Balabdaoui and   
            Cécile Durot   Testing monotonicity via local least
                                  concave majorants  . . . . . . . . . . . 514--544
         Christophe Andrieu and   
                   Matti Vihola   Markovian stochastic approximation with
                                  expanding projections  . . . . . . . . . 545--585
       Aurélien Deya and   
                   Ivan Nourdin   Invariance principles for homogeneous
                                  sums of free random variables  . . . . . 586--603
              Peter D. Hoff and   
                Xiaoyue Niu and   
                 Jon A. Wellner   Information bounds for Gaussian copulas  604--622
           Valentin Konakov and   
                Enno Mammen and   
              Jeannette Woerner   Statistical convergence of Markov
                                  experiments to diffusion limits  . . . . 623--644
               Mogens Bladt and   
        Michael Sòrensen   Simple simulation of diffusion bridges
                                  with application to likelihood inference
                                  for diffusions . . . . . . . . . . . . . 645--675
             Kayvan Sadeghi and   
              Steffen Lauritzen   Markov properties for mixed graphs . . . 676--696
           Giovanni Peccati and   
                   Cengbo Zheng   Universal Gaussian fluctuations on the
                                  discrete Poisson chaos . . . . . . . . . 697--715
                 Sylvain Corlay   Partial functional quantization and
                                  generalized bridges  . . . . . . . . . . 716--746
                 Till Sabel and   
        Johannes Schmidt-Hieber   Asymptotically efficient estimation of a
                                  scale parameter in Gaussian time series
                                  and closed-form expressions for the
                                  Fisher information . . . . . . . . . . . 747--774
            Mitia Duerinckx and   
             Christophe Ley and   
                      Yvik Swan   Maximum likelihood characterization of
                                  distributions  . . . . . . . . . . . . . 775--802
             Thomas Mikosch and   
                     Yuwei Zhao   A Fourier analysis of extreme events . . 803--845
               Eric Beutner and   
              Henryk Zähle   Continuous mapping approach to the
                                  asymptotics of $U$- and $V$-statistics   846--877
               Bruno Saussereau   Nonparametric inference for fractional
                                  diffusion  . . . . . . . . . . . . . . . 878--918
                     Hilmar Mai   Efficient maximum likelihood estimation
                                  for Lévy-driven Ornstein--Uhlenbeck
                                  processes  . . . . . . . . . . . . . . . 919--957
          Daniel J. Nordman and   
            Soumendra N. Lahiri   Convergence rates of empirical block
                                  length selectors for block bootstrap . . 958--978
                    S. Y. Novak   Lower bounds to the accuracy of
                                  inference on heavy tails . . . . . . . . 979--989
              Torkel Erhardsson   Conditions for convergence of random
                                  coefficient $ \mathrm {AR}(1) $
                                  processes and perpetuities in higher
                                  dimensions . . . . . . . . . . . . . . . 990--1005
             Wicher Bergsma and   
                Angelos Dassios   A consistent test of independence based
                                  on a sign covariance related to
                                  Kendall's tau  . . . . . . . . . . . . . 1006--1028
                      Anonymous   Editorial Board  . . . . . . . . . . . . ??
                      Anonymous   Table of Contents  . . . . . . . . . . . ??

Bernoulli
Volume 20, Number 3, August, 2014

                  Karim Lounici   High-dimensional covariance matrix
                                  estimation with missing observations . . 1029--1058
  Emmanuelle Clément and   
           Sylvain Delattre and   
                  Arnaud Gloter   Asymptotic lower bounds in estimating
                                  jumps  . . . . . . . . . . . . . . . . . 1059--1096
Jean-François Coeurjolly and   
           Jesper Mòller   Variational approach for spatial point
                                  process intensity estimation . . . . . . 1097--1125
José E. Figueroa-López and   
                   Peter Tankov   Small-time asymptotics of stopped Lévy
                                  bridges and simulation schemes with
                                  controlled bias  . . . . . . . . . . . . 1126--1164
José E. Figueroa-López and   
                Yankeng Luo and   
                   Cheng Ouyang   Small-time expansions for local
                                  jump-diffusion models with infinite jump
                                  activity . . . . . . . . . . . . . . . . 1165--1209
             Ilya Molchanov and   
            Michael Schmutz and   
                  Kaspar Stucki   Invariance properties of random vectors
                                  and stochastic processes based on the
                                  zonoid concept . . . . . . . . . . . . . 1210--1233
              Anirban Basak and   
                  Arup Bose and   
                  Sanchayan Sen   Limiting spectral distribution of sample
                                  autocovariance matrices  . . . . . . . . 1234--1259
              Antonio Lijoi and   
            Bernardo Nipoti and   
             Igor Prünster   Bayesian inference with dependent
                                  normalized completely random measures    1260--1291
           Jüri Lember and   
         Heinrich Matzinger and   
                   Anna Vollmer   Optimal alignments of longest common
                                  subsequences and their path properties   1292--1343
           Christian Genest and   
Johanna G. Ne\vslehová and   
         Bruno Rémillard   On the empirical multilinear copula
                                  process for count data . . . . . . . . . 1344--1371
             Herold Dehling and   
             Olivier Durieu and   
                   Marco Tusche   Approximating class approach for
                                  empirical processes of dependent
                                  sequences indexed by functions . . . . . 1372--1403
                      Xiao Fang   Discretized normal approximation by
                                  Stein's method . . . . . . . . . . . . . 1404--1431
                Marc Hallin and   
                 Christophe Ley   Skew-symmetric distributions and Fisher
                                  information: The double sin of the
                                  skew-normal  . . . . . . . . . . . . . . 1432--1453
           Nikolai Leonenko and   
                  Andriy Olenko   Sojourn measures of Student and
                                  Fisher--Snedecor random fields . . . . . 1454--1483
         Subhra Sankar Dhar and   
          Biman Chakraborty and   
               Probal Chaudhuri   Comparison of multivariate distributions
                                  using quantile--quantile plots and
                                  related tests  . . . . . . . . . . . . . 1484--1506
             Silvia Bianconcini   Asymptotic properties of adaptive
                                  maximum likelihood estimators in latent
                                  variable models  . . . . . . . . . . . . 1507--1531
               Zhibiao Zhao and   
                   Ying Wei and   
               Dennis K. J. Lin   Asymptotics of nonparametric L-1
                                  regression models with dependent data    1532--1559
   Michaël Chichignoud and   
               Johannes Lederer   A robust, adaptive $M$-estimator for
                                  pointwise estimation in heteroscedastic
                                  regression . . . . . . . . . . . . . . . 1560--1599
               A. B. Dieker and   
                       B. Yakir   On asymptotic constants in the theory of
                                  extremes for Gaussian processes  . . . . 1600--1619
               S. G. Bobkov and   
           G. P. Chistyakov and   
                  F. Götze   Fisher information and convergence to
                                  stable laws  . . . . . . . . . . . . . . 1620--1646
                 Peter Hall and   
                Jiashun Jin and   
                    Hugh Miller   Feature selection when there are many
                                  influential features . . . . . . . . . . 1647--1671
                      Anonymous   Editorial Board  . . . . . . . . . . . . ??
                      Anonymous   Table of Contents  . . . . . . . . . . . ??

Bernoulli
Volume 20, Number 4, November, 2014

            Lothar Heinrich and   
        Sebastian Lück and   
                 Volker Schmidt   Asymptotic goodness-of-fit tests for the
                                  Palm mark distribution of stationary
                                  point processes with correlated marks    1673--1697
               Neng-Yi Wang and   
                      Liming Wu   Convergence rate and concentration
                                  inequalities for Gibbs sampling in high
                                  dimension  . . . . . . . . . . . . . . . 1698--1716
               Ana Ferreira and   
                Laurens de Haan   The generalized Pareto process; with a
                                  view towards application and simulation  1717--1737
                 Chi Tim Ng and   
                      Harry Joe   Model comparison with composite
                                  likelihood information criteria  . . . . 1738--1764
                 Markus Fischer   On the form of the large deviation rate
                                  function for the empirical measures of
                                  weakly interacting systems . . . . . . . 1765--1801
               Arlene K. H. Kim   Minimax bounds for estimation of normal
                                  mixtures . . . . . . . . . . . . . . . . 1802--1818
     Clément Foucart and   
    Gerónimo Uribe Bravo   Local extinction in continuous-state
                                  branching processes with immigration . . 1819--1844
     José Trashorras and   
           Olivier Wintenberger   Large deviations for bootstrapped
                                  empirical measures . . . . . . . . . . . 1845--1878
                 Dan Crisan and   
   Joaquín Míguez   Particle-kernel estimation of the filter
                                  density in state-space models  . . . . . 1879--1929
          Benjamin Jourdain and   
            Tony Leli\`evre and   
           B\la\.zej Miasojedow   Optimal scaling for the transient phase
                                  of Metropolis Hastings algorithms: The
                                  longtime behavior  . . . . . . . . . . . 1930--1978
               Andrew L. Rukhin   Restricted likelihood representation and
                                  decision-theoretic aspects of
                                  meta-analysis  . . . . . . . . . . . . . 1979--1998
    Omiros Papaspiliopoulos and   
                Matteo Ruggiero   Optimal filtering and the dual process   1999--2019
           Johannes Lederer and   
               Sara van de Geer   New concentration inequalities for
                                  suprema of empirical processes . . . . . 2020--2038
          Elisabeth Gassiat and   
                Judith Rousseau   About the posterior distribution in
                                  hidden Markov models with unknown number
                                  of states  . . . . . . . . . . . . . . . 2039--2075
                 Frank Ball and   
     Miguel González and   
    Rodrigo Martínez and   
   Maroussia Slavtchova-Bojkova   Stochastic monotonicity and continuity
                                  properties of functions defined on
                                  Crump--Mode--Jagers branching processes,
                                  with application to vaccination in
                                  epidemic modelling . . . . . . . . . . . 2076--2101
                 Dmitrii Zholud   Tail approximations for the Student
                                  $t$-, $F$-, and Welch statistics for
                                  non-normal and not necessarily i.i.d.
                                  random variables . . . . . . . . . . . . 2102--2130
              Claire Lacour and   
            Thanh Mai Pham Ngoc   Goodness-of-fit test for noisy
                                  directional data . . . . . . . . . . . . 2131--2168
Francisco J. Delgado-Vences and   
         Marta Sanz-Solé   Approximation of a stochastic wave
                                  equation in dimension three, with
                                  application to a support theorem in
                                  Hölder norm . . . . . . . . . . . . . . . 2169--2216
                  Rui M. Castro   Adaptive sensing performance lower
                                  bounds for sparse signal detection and
                                  support estimation . . . . . . . . . . . 2217--2246
Márton Ispány and   
Kristóf Körmendi and   
                      Gyula Pap   Asymptotic behavior of CLS estimators
                                  for $2$-type doubly symmetric critical
                                  Galton--Watson processes with
                                  immigration  . . . . . . . . . . . . . . 2247--2277
          Takafumi Kanamori and   
              Hironori Fujisawa   Affine invariant divergences associated
                                  with proper composite scoring rules and
                                  their applications . . . . . . . . . . . 2278--2304
             Johannes Dueck and   
           Dominic Edelmann and   
           Tilmann Gneiting and   
                Donald Richards   The affinely invariant distance
                                  correlation  . . . . . . . . . . . . . . 2305--2330
                      Anonymous   Author Index . . . . . . . . . . . . . . ??
                      Anonymous   Editorial Board  . . . . . . . . . . . . ??
                      Anonymous   Table of Contents  . . . . . . . . . . . ??


Bernoulli
Volume 21, Number 1, February, 2015

           Sergio Bacallado and   
             Stefano Favaro and   
                 Lorenzo Trippa   Looking-backward probabilities for
                                  Gibbs-type exchangeable random
                                  partitions . . . . . . . . . . . . . . . 1--37
          Sebastian Engelke and   
           Zakhar Kabluchko and   
               Martin Schlather   Maxima of independent, non-identically
                                  distributed Gaussian vectors . . . . . . 38--61
           Davy Paindaveine and   
              Germain Van Bever   Nonparametrically consistent depth-based
                                  classifiers  . . . . . . . . . . . . . . 62--82
       Niels Richard Hansen and   
    Patricia Reynaud-Bouret and   
              Vincent Rivoirard   Lasso and probabilistic inequalities for
                                  multivariate point processes . . . . . . 83--143
          Katharina Proksch and   
           Nicolai Bissantz and   
                   Holger Dette   Confidence bands for multivariate and
                                  time dependent inverse regression models 144--175
   Sébastien Loustau and   
         Clément Marteau   Minimax fast rates for discriminant
                                  analysis with errors in variables  . . . 176--208
           Ery Arias-Castro and   
    Sébastien Bubeck and   
            Gábor Lugosi   Detecting positive correlations in a
                                  multivariate sample  . . . . . . . . . . 209--241
                   Tao Wang and   
                 Peirong Xu and   
                     Lixing Zhu   Variable selection and estimation for
                                  semi-parametric multiple-index models    242--275
           Kirstin Strokorb and   
               Martin Schlather   An exceptional max-stable process fully
                                  parameterized by its extremal
                                  coefficients . . . . . . . . . . . . . . 276--302
                  Lihua Bai and   
                         Jin Ma   Stochastic differential equations driven
                                  by fractional Brownian motion and
                                  Poisson point process  . . . . . . . . . 303--334
           Louis H. Y. Chen and   
                      Xiao Fang   On the error bound in a combinatorial
                                  central limit theorem  . . . . . . . . . 335--359
     Mathias Beiglböck and   
                Pietro Siorpaes   Pathwise versions of the
                                  Burkholder--Davis--Gundy inequality  . . 360--373
                Christophe Cuny   A compact LIL for martingales in
                                  $2$-smooth Banach spaces with
                                  applications . . . . . . . . . . . . . . 374--400
           Donald A. Pierce and   
                 Ruggero Bellio   Beyond first-order asymptotics for Cox
                                  regression . . . . . . . . . . . . . . . 401--419
          Clément Dombry   Existence and consistency of the maximum
                                  likelihood estimators for the extreme
                                  value index within the block maxima
                                  framework  . . . . . . . . . . . . . . . 420--436
       Witold Marek Bednorz and   
       Rafa\l Marcin \Lochowski   Integrability and concentration of the
                                  truncated variation for the sample paths
                                  of fractional Brownian motions,
                                  diffusions and Lévy processes . . . . . . 437--464
           Alexandra Carpentier   Testing the regularity of a smooth
                                  signal . . . . . . . . . . . . . . . . . 465--488
             D. Buraczewski and   
                   E. Damek and   
                 J. Zienkiewicz   Precise tail asymptotics of fixed points
                                  of the smoothing transform with general
                                  weights  . . . . . . . . . . . . . . . . 489--504
             Bertrand Cloez and   
                  Martin Hairer   Exponential ergodicity for Markov
                                  processes with random switching  . . . . 505--536
       Mahendra Mariadassou and   
               Catherine Matias   Convergence of the groups posterior
                                  distribution in latent or stochastic
                                  block models . . . . . . . . . . . . . . 537--573
                   Zhiqiang Tan   Improved minimax estimation of a
                                  multivariate normal mean under
                                  heteroscedasticity . . . . . . . . . . . 574--603
               Takashi Nakamura   A complete Riemann zeta distribution and
                                  the Riemann hypothesis . . . . . . . . . 604--617
                XuanLong Nguyen   Posterior contraction of the population
                                  polytope in finite admixture models  . . 618--646
                      Anonymous   Editorial Board  . . . . . . . . . . . . ??
                      Anonymous   Table of Contents  . . . . . . . . . . . ??

Bernoulli
Volume 21, Number 2, May, 2015

          Martin G. Riedler and   
            Mich\`ele Thieullen   Spatio-temporal hybrid (PDMP) models:
                                  Central limit theorem and Langevin
                                  approximation for global fluctuations.
                                  Application to electrophysiology . . . . 647--696
            Carsten Jentsch and   
                   Markus Pauly   Testing equality of spectral densities
                                  using randomization techniques . . . . . 697--739
          Emmanuel Boissard and   
           Thibaut Le Gouic and   
             Jean-Michel Loubes   Distribution's template estimate with
                                  Wasserstein metrics  . . . . . . . . . . 740--759
              Raghid Zeineddine   Fluctuations of the power variation of
                                  fractional Brownian motion in Brownian
                                  time . . . . . . . . . . . . . . . . . . 760--780
               Holger Dette and   
                Marc Hallin and   
                Tobias Kley and   
            Stanislav Volgushev   Of copulas, quantiles, ranks and
                                  spectra: An $ L_1 $-approach to spectral
                                  analysis . . . . . . . . . . . . . . . . 781--831
                  Yang Feng and   
                 Yuguo Chen and   
                      Xuming He   Bayesian quantile regression with
                                  approximate likelihood . . . . . . . . . 832--850
         Adrian Röllin and   
                    Nathan Ross   Local limit theorems via
                                  Landau--Kolmogorov inequalities  . . . . 851--880
 Alessandro Baldi Antognini and   
             Maroussa Zagoraiou   On the almost sure convergence of
                                  adaptive allocation procedures . . . . . 881--908
             Xianyang Zhang and   
                  Xiaofeng Shao   Two sample inference for the
                                  second-order property of temporally
                                  dependent functional data  . . . . . . . 909--929
                 Yuqiang Li and   
              Wensheng Wang and   
                     Yimin Xiao   Exact moduli of continuity for
                                  operator-scaling Gaussian random fields  930--956
               Holger Drees and   
                Laurens de Haan   Estimating failure probabilities . . . . 957--1001
              A. D. Barbour and   
                  H. L. Gan and   
                         A. Xia   Stein factors for negative binomial
                                  approximation in Wasserstein distance    1002--1013
             Wilfrid S. Kendall   Coupling, local times, immersions  . . . 1014--1046
                 Qing Huang and   
                Rosemary Renaut   Functional partial canonical correlation 1047--1066
          Stefan Ankirchner and   
               David Hobson and   
                 Philipp Strack   Finite, integrable and bounded time
                                  embeddings for diffusions  . . . . . . . 1067--1088
                Binbin Chen and   
                  Guangming Pan   CLT for linear spectral statistics of
                                  normalized sample covariance matrices
                                  with the dimension much larger than the
                                  sample size  . . . . . . . . . . . . . . 1089--1133
           Anatoli Juditsky and   
              Arkadi Nemirovski   On detecting harmonic oscillations . . . 1134--1165
            Lucian Maticiuc and   
              Aurel R\ua\cscanu   Backward stochastic variational
                                  inequalities on random interval  . . . . 1166--1199
           Florentina Bunea and   
                       Luo Xiao   On the sample covariance matrix
                                  estimator of reduced effective rank
                                  population matrices, with applications
                                  to fPCA  . . . . . . . . . . . . . . . . 1200--1230
 Vidmantas Kastytis Bentkus and   
           Dainius Dzindzalieta   A tight Gaussian bound for weighted sums
                                  of Rademacher random variables . . . . . 1231--1237
              Alexander Aue and   
         Christopher Dienes and   
              Stefan Fremdt and   
               Josef Steinebach   Reaction times of monitoring schemes for
                                  ARMA time series . . . . . . . . . . . . 1238--1259
               Rimas Norvai\vsa   Weighted power variation of integrals
                                  with respect to a Gaussian process . . . 1260--1288
                      Anonymous   Editorial Board  . . . . . . . . . . . . ??
                      Anonymous   Table of Contents  . . . . . . . . . . . ??

Bernoulli
Volume 21, Number 3, August, 2015

                Debashis Mondal   Applying Dynkin's isomorphism: An
                                  alternative approach to understand the
                                  Markov property of the de Wijs process   1289--1303
       Rémi Bardenet and   
       Olivier Cappé and   
              Gersende Fort and   
      Balázs Kégl   Adaptive MCMC with online relabeling . . 1304--1340
                Jie Yen Fan and   
                 Kais Hamza and   
                  Fima Klebaner   Mimicking self-similar processes . . . . 1341--1360
       Rémi Bardenet and   
        Odalric-Ambrym Maillard   Concentration inequalities for sampling
                                  without replacement  . . . . . . . . . . 1361--1385
                    Harry Crane   Lipschitz partition processes  . . . . . 1386--1411
              Henryk Zähle   Qualitative robustness of statistical
                                  functionals under strong mixing  . . . . 1412--1434
                Marc Hallin and   
                    Zudi Lu and   
           Davy Paindaveine and   
               Miroslav \vSiman   Local bilinear multiple-output
                                  quantile/depth regression  . . . . . . . 1435--1466
           Takuya Kashimura and   
              Akimichi Takemura   Standard imsets for undirected and chain
                                  graphical models . . . . . . . . . . . . 1467--1493
    Christian Houdré and   
                     Jinyong Ma   Simultaneous large deviations for the
                                  shape of Young diagrams associated with
                                  random words . . . . . . . . . . . . . . 1494--1537
                Zhidong Bai and   
                   Jiang Hu and   
              Guangming Pan and   
                      Wang Zhou   Convergence of the empirical spectral
                                  distribution function of Beta matrices   1538--1574
              Takashi Owada and   
          Gennady Samorodnitsky   Maxima of long memory stationary
                                  symmetric $ \alpha $-stable processes,
                                  and self-similar processes with
                                  stationary max-increments  . . . . . . . 1575--1599
                Zhigang Bao and   
              Guangming Pan and   
                      Wang Zhou   The logarithmic law of random
                                  determinant  . . . . . . . . . . . . . . 1600--1628
               Jonathan B. Hill   Robust estimation and inference for
                                  heavy tailed GARCH . . . . . . . . . . . 1629--1669
                    Harry Crane   Time-varying network models  . . . . . . 1670--1696
                Anita Behme and   
              Alexander Schnurr   A criterion for invariant measures of Itô
                                  processes based on the symbol  . . . . . 1697--1718
      Hermine Biermé and   
           Céline Lacaux   Modulus of continuity of some
                                  conditionally sub-Gaussian fields,
                                  application to stable random fields  . . 1719--1759
               Marie Doumic and   
              Marc Hoffmann and   
             Nathalie Krell and   
                   Lydia Robert   Statistical estimation of a
                                  growth-fragmentation model observed on a
                                  genealogical tree  . . . . . . . . . . . 1760--1799
                  Jinzhu Li and   
                      Qihe Tang   Interplay of insurance and financial
                                  risks in a discrete-time model with
                                  strongly regular variation . . . . . . . 1800--1823
               Anna De Masi and   
            Errico Presutti and   
  Dimitrios Tsagkarogiannis and   
            Maria Eulalia Vares   Extinction time for a random walk in a
                                  random environment . . . . . . . . . . . 1824--1843
               Anna De Masi and   
            Errico Presutti and   
  Dimitrios Tsagkarogiannis and   
            Maria Eulalia Vares   Exponential rate of convergence in
                                  current reservoirs . . . . . . . . . . . 1844--1854
             Nicolas Chopin and   
             Sumeetpal S. Singh   On particle Gibbs sampling . . . . . . . 1855--1883
         Matthias Löwe and   
                  Franck Vermet   Capacity of an associative memory model
                                  on random graph architectures  . . . . . 1884--1910
       Jean-David Fermanian and   
         Dragan Radulovi\'c and   
                 Marten Wegkamp   Asymptotic total variation tests for
                                  copulas  . . . . . . . . . . . . . . . . 1911--1945
                      Anonymous   Editorial Board  . . . . . . . . . . . . ??
                      Anonymous   Table of Contents  . . . . . . . . . . . ??

Bernoulli
Volume 21, Number 4, November, 2015

          Mohamed Ben Alaya and   
             Kaouther Hajji and   
                  Ahmed Kebaier   Importance sampling and statistical
                                  Romberg method . . . . . . . . . . . . . 1947--1983
                Gilles Rebelles   Pointwise adaptive estimation of a
                                  multivariate density under independence
                                  hypothesis . . . . . . . . . . . . . . . 1984--2023
                 Teppei Ogihara   Local asymptotic mixed normality
                                  property for nonsynchronously observed
                                  diffusion processes  . . . . . . . . . . 2024--2072
         Rados\law Adamczak and   
                 Witold Bednorz   Some remarks on MCMC estimation of
                                  spectra of integral operators  . . . . . 2073--2092
              Fumiya Akashi and   
                    Yan Liu and   
             Masanobu Taniguchi   An empirical likelihood approach for
                                  symmetric $ \alpha $-stable processes    2093--2119
                   Paul Vos and   
                       Qiang Wu   Maximum likelihood estimators uniformly
                                  minimize distribution variance among
                                  distribution unbiased estimators in
                                  exponential families . . . . . . . . . . 2120--2138
               Solesne Bourguin   Poisson convergence on the free Poisson
                                  algebra  . . . . . . . . . . . . . . . . 2139--2156
                  Xiao Fang and   
             Adrian Röllin   Rates of convergence for multivariate
                                  normal approximation with applications
                                  to dense graphs and doubly indexed
                                  permutation statistics . . . . . . . . . 2157--2189
              Carsten Chong and   
       Claudia Klüppelberg   Integrability conditions for space--time
                                  stochastic integrals: Theory and
                                  applications . . . . . . . . . . . . . . 2190--2216
                  Fuqi Chen and   
Sévérien Nkurunziza   Optimal method in multiple regression
                                  with structural changes  . . . . . . . . 2217--2241
      Giambattista Giacomin and   
                  Mathieu Merle   Weak noise and non-hyperbolic unstable
                                  fixed points: Sharp estimates on transit
                                  and exit times . . . . . . . . . . . . . 2242--2288
                   Adam D. Bull   Adaptive-treed bandits . . . . . . . . . 2289--2307
              Stanislav Minsker   Geometric median and robust estimation
                                  in Banach spaces . . . . . . . . . . . . 2308--2335
                Yaozhong Hu and   
              David Nualart and   
                Samy Tindel and   
                     Fangjun Xu   Density convergence in the Breuer--Major
                                  theorem for Gaussian stationary
                                  sequences  . . . . . . . . . . . . . . . 2336--2350
             Jianliang Zhai and   
                  Tusheng Zhang   Large deviations for $2$-D stochastic
                                  Navier--Stokes equations driven by
                                  multiplicative Lévy noises  . . . . . . . 2351--2392
                 Mathias Vetter   Estimation of integrated volatility of
                                  volatility with applications to
                                  goodness-of-fit testing  . . . . . . . . 2393--2418
               Luc Deleaval and   
                    Nizar Demni   Probabilistic proof of product formulas
                                  for Bessel functions . . . . . . . . . . 2419--2429
              Yury A. Kutoyants   On ADF goodness-of-fit tests for
                                  perturbed dynamical systems  . . . . . . 2430--2456
                Sergej Beck and   
               Jochen Blath and   
              Michael Scheutzow   A new class of large claim size
                                  distributions: Definition, properties,
                                  and ruin theory  . . . . . . . . . . . . 2457--2483
                 Jim Pitman and   
                   Ngoc M. Tran   Size-biased permutation of a finite
                                  sequence with independent and
                                  identically distributed terms  . . . . . 2484--2512
    M. Borowiecka-Olszewska and   
     B. H. Jasiulis-Go\ldyn and   
            J. K. Misiewicz and   
                  J. Rosi\'nski   Lévy processes and stochastic integrals
                                  in the sense of generalized convolutions 2513--2551
               Pierre Bosch and   
                   Thomas Simon   On the infinite divisibility of inverse
                                  Beta distributions . . . . . . . . . . . 2552--2568
            L. I. Galtchouk and   
         S. M. Pergamenshchikov   Efficient pointwise estimation based on
                                  discrete data in ergodic nonparametric
                                  diffusions . . . . . . . . . . . . . . . 2569--2594
                      Anonymous   Editorial Board  . . . . . . . . . . . . ??
                      Anonymous   Table of Contents  . . . . . . . . . . . ??


Bernoulli
Volume 22, Number 1, February, 2016

                  Lee H. Dicker   Ridge regression and asymptotic minimax
                                  estimation over spheres of growing
                                  dimension  . . . . . . . . . . . . . . . 1--37
              Mathias Drton and   
                       Han Xiao   Wald tests of singular hypotheses  . . . 38--59
            Michela Ottobre and   
           Natesh S. Pillai and   
            Frank J. Pinski and   
               Andrew M. Stuart   A function space HMC algorithm with
                                  second order Langevin diffusion limit    60--106
           Zakhar Kabluchko and   
                  Stilian Stoev   Stochastic integral representations and
                                  classification of sum- and
                                  max-infinitely divisible processes . . . 107--142
               Itai Dattner and   
          Markus Reiß and   
                  Mathias Trabs   Adaptive quantile estimation in
                                  deconvolution with unknown error
                                  distribution . . . . . . . . . . . . . . 143--192
          Elisabeth Gassiat and   
                Judith Rousseau   Nonparametric finite translation hidden
                                  Markov models and extensions . . . . . . 193--212
            Simon Guillotte and   
         François Perron   Polynomial Pickands functions  . . . . . 213--241
    Béatrice Laurent and   
     Clément Marteau and   
         Cathy Maugis-Rabusseau   Non-asymptotic detection of
                                  two-component mixtures with unknown
                                  means  . . . . . . . . . . . . . . . . . 242--274
              David Barrera and   
                 Magda Peligrad   Quenched limit theorems for Fourier
                                  transforms and periodogram . . . . . . . 275--301
           Sylvain Delattre and   
                Etienne Roquain   On empirical distribution function of
                                  high-dimensional Gaussian vector
                                  components with an application to
                                  multiple testing . . . . . . . . . . . . 302--324
           Matthieu Lerasle and   
            Daniel Y. Takahashi   Sharp oracle inequalities and slope
                                  heuristic for specification
                                  probabilities estimation in discrete
                                  random fields  . . . . . . . . . . . . . 325--344
               S. N. Lahiri and   
              Peter M. Robinson   Central limit theorems for long range
                                  dependent spatial linear processes . . . 345--375
               Lauri Viitasaari   Integral representation of random
                                  variables with respect to Gaussian
                                  processes  . . . . . . . . . . . . . . . 376--395
               Weining Shen and   
               Subhashis Ghosal   Adaptive Bayesian density regression for
                                  high-dimensional data  . . . . . . . . . 396--420
                  Manabu Kuroki   Equivalence between direct and indirect
                                  effects with different sets of
                                  intermediate variables and covariates    421--443
        Archil Gulisashvili and   
                   Peter Tankov   Tail behavior of sums and differences of
                                  log-normal random variables  . . . . . . 444--493
              Nick Whiteley and   
                Anthony Lee and   
                     Kari Heine   On the role of interaction in sequential
                                  Monte Carlo algorithms . . . . . . . . . 494--529
             Emmanuel Gobet and   
              Plamen Turkedjiev   Approximation of backward stochastic
                                  differential equations using Malliavin
                                  weights and least-squares regression . . 530--562
               Estate Khmaladze   Unitary transformations, empirical
                                  processes and distribution free testing  563--588
                  Yuichi Hirose   On differentiability of implicitly
                                  defined function in semi-parametric
                                  profile likelihood estimation  . . . . . 589--614
                Janne V. Kujala   Asymptotic optimality of myopic
                                  information-based strategies for
                                  Bayesian adaptive estimation . . . . . . 615--651
                      Anonymous   Editorial Board  . . . . . . . . . . . . ??
                      Anonymous   Table of Contents  . . . . . . . . . . . ??

Bernoulli
Volume 22, Number 2, May, 2016

          Julien Berestycki and   
         Éric Brunet and   
                       Zhan Shi   The number of accessible paths in the
                                  hypercube  . . . . . . . . . . . . . . . 653--680
           Patrick Cattiaux and   
              Myriam Fradon and   
            Alexei M. Kulik and   
                  Sylvie Roelly   Long time behavior of stochastic hard
                                  ball systems . . . . . . . . . . . . . . 681--710
                Nigel J. Newton   Infinite-dimensional statistical
                                  manifolds based on a balanced chart  . . 711--731
                    Oleg Lepski   Upper functions for $ \mathbb {L}_p
                                  $-norms of Gaussian random fields  . . . 732--773
           Fred Espen Benth and   
              Heidar Eyjolfsson   Simulation of volatility modulated
                                  Volterra processes using hyperbolic
                                  stochastic partial differential
                                  equations  . . . . . . . . . . . . . . . 774--793
             Murray Pollock and   
           Adam M. Johansen and   
              Gareth O. Roberts   On the exact and $ \varepsilon $-strong
                                  simulation of (jump) diffusions  . . . . 794--856
                   Giles Hooker   Consistency, efficiency and robustness
                                  of conditional disparity methods . . . . 857--900
      Ramsés H. Mena and   
                Matteo Ruggiero   Dynamic density estimation with
                                  diffusive Dirichlet mixtures . . . . . . 901--926
           Axel Bücher and   
               Ivan Kojadinovic   A dependent multiplier bootstrap for the
                                  sequential empirical copula process
                                  under strong mixing  . . . . . . . . . . 927--968
      Élodie Bouchet and   
Alejandro F. Ramírez and   
               Christophe Sabot   Sharp ellipticity conditions for
                                  ballistic behavior of random walks in
                                  random environment . . . . . . . . . . . 969--994
             Christel Geiss and   
            Alexander Steinicke   $ L_2 $-variation of Lévy driven BSDEs
                                  with non-smooth terminal conditions  . . 995--1025
        Gábor Fukker and   
László Györfi and   
             Péter Kevei   Asymptotic behavior of the generalized
                                  St. Petersburg sum conditioned on its
                                  maximum  . . . . . . . . . . . . . . . . 1026--1054
           Ritwik Chaudhuri and   
                 Vladas Pipiras   Non-Gaussian semi-stable laws arising in
                                  sampling of finite point processes . . . 1055--1092
    Jana Jure\vcková and   
               Hira L. Koul and   
      Radim Navrátil and   
                      Jan Picek   Behavior of $R$-estimators under
                                  measurement errors . . . . . . . . . . . 1093--1112
                  Dan Cheng and   
                     Yimin Xiao   Excursion probability of Gaussian random
                                  fields on sphere . . . . . . . . . . . . 1113--1130
      Sòren Johansen and   
                   Bent Nielsen   Analysis of the Forward Search using
                                  some new results for martingales and
                                  empirical processes  . . . . . . . . . . 1131--1183
             Marten Wegkamp and   
                       Yue Zhao   Adaptive estimation of the copula
                                  correlation matrix for semiparametric
                                  elliptical copulas . . . . . . . . . . . 1184--1226
               Alessio Sancetta   Greedy algorithms for prediction . . . . 1227--1277
           Jan-Frederik Mai and   
             Steffen Schenk and   
               Matthias Scherer   Exchangeable exogenous shock models  . . 1278--1299
                      Anonymous   Editorial Board  . . . . . . . . . . . . ??
                      Anonymous   Table of Contents  . . . . . . . . . . . ??

Bernoulli
Volume 22, Number 3, August, 2016

             Ching-Kang Ing and   
             Hai-Tang Chiou and   
                     Meihui Guo   Estimation of inverse autocovariance
                                  matrices for long memory processes . . . 1301--1330
       Veronika Gontscharuk and   
            Sandra Landwehr and   
                  Helmut Finner   Goodness of fit tests in terms of local
                                  levels with special emphasis on higher
                                  criticism tests  . . . . . . . . . . . . 1331--1363
    Hansjörg Albrecher and   
          Jevgenijs Ivanovs and   
                   Xiaowen Zhou   Exit identities for Lévy processes
                                  observed at Poisson arrival times  . . . 1364--1382
           Fred Espen Benth and   
         André Süss   Integration theory for infinite
                                  dimensional volatility modulated
                                  Volterra processes . . . . . . . . . . . 1383--1430
          Marina Santacroce and   
                 Paola Siri and   
             Barbara Trivellato   New results on mixture and exponential
                                  models by Orlicz spaces  . . . . . . . . 1431--1447
               Anja Janssen and   
                   Holger Drees   A stochastic volatility model with
                                  flexible extremal dependence structure   1448--1490
                  Ron Doney and   
   Claudia Klüppelberg and   
                    Ross Maller   Passage time and fluctuation
                                  calculations for subexponential Lévy
                                  processes  . . . . . . . . . . . . . . . 1491--1519
     Guillaume Lecué and   
               Shahar Mendelson   Performance of empirical risk
                                  minimization in linear aggregation . . . 1520--1534
                XuanLong Nguyen   Borrowing strengh in hierarchical Bayes:
                                  Posterior concentration of the Dirichlet
                                  base measure . . . . . . . . . . . . . . 1535--1571
Francisco J. Delgado-Vences and   
         Marta Sanz-Solé   Approximation of a stochastic wave
                                  equation in dimension three, with
                                  application to a support theorem in
                                  Hölder norm: The non-stationary case  . . 1572--1597
                      Jian Wang   $ L^p $-Wasserstein distance for
                                  stochastic differential equations driven
                                  by Lévy processes . . . . . . . . . . . . 1598--1616
                   Mathieu Sart   Robust estimation on a parametric model
                                  via testing  . . . . . . . . . . . . . . 1617--1670
          Mikko S. Pakkanen and   
       Anthony Réveillac   Functional limit theorems for
                                  generalized variations of the fractional
                                  Brownian sheet . . . . . . . . . . . . . 1671--1708
           Christele Bioche and   
                Pierre Druilhet   Approximation of improper priors . . . . 1709--1728
              Alexander Meister   Optimal classification and nonparametric
                                  regression for functional data . . . . . 1729--1744
           Davy Paindaveine and   
               Thomas Verdebout   On high-dimensional sign tests . . . . . 1745--1769
                Tobias Kley and   
        Stanislav Volgushev and   
               Holger Dette and   
                    Marc Hallin   Quantile spectral processes: Asymptotic
                                  analysis and inference . . . . . . . . . 1770--1807
         Yves F. Atchadé   Markov Chain Monte Carlo confidence
                                  intervals  . . . . . . . . . . . . . . . 1808--1838
          Bharath Sriperumbudur   On the optimal estimation of probability
                                  measures in weak and strong topologies   1839--1893
                     Yuta Koike   Quadratic covariation estimation of an
                                  irregularly observed semimartingale with
                                  jumps and noise  . . . . . . . . . . . . 1894--1936
               Junlong Zhao and   
                   Chenlei Leng   An analysis of penalized interaction
                                  models . . . . . . . . . . . . . . . . . 1937--1961
                      Anonymous   Editorial Board  . . . . . . . . . . . . ??
                      Anonymous   Table of Contents  . . . . . . . . . . . ??

Bernoulli
Volume 22, Number 4, November, 2016

                 Ross A. Maller   Conditions for a Lévy process to stay
                                  positive near 0, in probability  . . . . 1963--1978
       Céline Lacaux and   
          Gennady Samorodnitsky   Time-changed extremal process as a
                                  random sup measure . . . . . . . . . . . 1979--2000
Christophe Ange Napoléon Biscio and   
Frédéric Lavancier   Quantifying repulsiveness of
                                  determinantal point processes  . . . . . 2001--2028
                Qi-Man Shao and   
                   Wen-Xin Zhou   Cramér type moderate deviation theorems
                                  for self-normalized processes  . . . . . 2029--2079
                   Min Wang and   
                  Yuzo Maruyama   Consistency of Bayes factor for
                                  nonnested model selection when the model
                                  dimension grows  . . . . . . . . . . . . 2080--2100
         Alberto Lanconelli and   
                  Aurel I. Stan   A note on a local limit theorem for
                                  Wiener space valued random variables . . 2101--2112
          Stephan Huckemann and   
              Kwang-Rae Kim and   
                  Axel Munk and   
           Florian Rehfeldt and   
             Max Sommerfeld and   
           Joachim Weickert and   
                 Carina Wollnik   The circular SiZer, inferred persistence
                                  of shape parameters and application to
                                  early stem cell differentiation  . . . . 2113--2142
          Hanna Döring and   
             Gabriel Faraud and   
            Wolfgang König   Connection times in large ad-hoc mobile
                                  networks . . . . . . . . . . . . . . . . 2143--2176
             Bernard Delyon and   
        François Portier   Integral approximation by kernel
                                  smoothing  . . . . . . . . . . . . . . . 2177--2208
                  Aser Cortines   The genealogy of a solvable population
                                  model under selection with dynamics
                                  related to directed polymers . . . . . . 2209--2236
              Marc Arnaudon and   
                  Laurent Miclo   A stochastic algorithm finding $p$-means
                                  on the circle  . . . . . . . . . . . . . 2237--2300
       Creighton Heaukulani and   
                  Daniel M. Roy   The combinatorial structure of beta
                                  negative binomial processes  . . . . . . 2301--2324
             Boris Buchmann and   
                Yuguang Fan and   
                 Ross A. Maller   Distributional representations and
                                  dominance of a Lévy process over its
                                  maximal jump processes . . . . . . . . . 2325--2371
       Christoph Thäle and   
                   J. E. Yukich   Asymptotic theory for statistics of the
                                  Poisson--Voronoi approximation . . . . . 2372--2400
      Donata Puplinskait\.e and   
              Donatas Surgailis   Aggregation of autoregressive random
                                  fields and anisotropic long-range
                                  dependence . . . . . . . . . . . . . . . 2401--2441
                 Vlad Bally and   
              Lucia Caramellino   Asymptotic development for the CLT in
                                  total variation distance . . . . . . . . 2442--2485
          Nicolas Perkowski and   
           David J. Prömel   Pathwise stochastic integrals for model
                                  free finance . . . . . . . . . . . . . . 2486--2520
                     Kanika and   
                   Somesh Kumar   Methods for improving estimators of
                                  truncated circular parameters  . . . . . 2521--2547
            Erhan Bayraktar and   
                 Alexander Munk   An $ \alpha $-stable limit theorem under
                                  sublinear expectation  . . . . . . . . . 2548--2578
              Denis Denisov and   
               Nikolai Leonenko   Limit theorems for multifractal products
                                  of geometric stationary processes  . . . 2579--2608
                      Anonymous   Author Index . . . . . . . . . . . . . . 2609--2614
                      Anonymous   Editorial Board  . . . . . . . . . . . . ??
                      Anonymous   Table of Contents  . . . . . . . . . . . ??


Bernoulli
Volume 23, Number 1, February, 2017

              Alexander Aue and   
           Rex C. Y. Cheung and   
           Thomas C. M. Lee and   
                     Ming Zhong   Piecewise quantile autoregressive
                                  modeling for nonstationary time series   1--22
                   Fang Han and   
                        Han Liu   Statistical analysis of latent
                                  generalized correlation matrix
                                  estimation in transelliptical
                                  distribution . . . . . . . . . . . . . . 23--57
            Vincent Bansaye and   
               Vladimir Vatutin   On the survival probability for a class
                                  of subcritical branching processes in
                                  random environment . . . . . . . . . . . 58--88
              Tonglin Zhang and   
                         Ge Lin   Asymptotic properties of spatial scan
                                  statistics under the alternative
                                  hypothesis . . . . . . . . . . . . . . . 89--109
      Vladimir Koltchinskii and   
                  Karim Lounici   Concentration inequalities and moment
                                  bounds for sample covariance operators   110--133
    Dario Cordero-Erausquin and   
                 Nathael Gozlan   Transport proofs of weighted Poincaré
                                  inequalities for log-concave
                                  distributions  . . . . . . . . . . . . . 134--158
             Chih-Hao Chang and   
           Hsin-Cheng Huang and   
                 Ching-Kang Ing   Mixed domain asymptotics for a
                                  stochastic process model with time trend
                                  and measurement error  . . . . . . . . . 159--190
         Andreas Anastasiou and   
                 Gesine Reinert   Bounds for the normal approximation of
                                  the maximum likelihood estimator . . . . 191--218
               Pierre C. Bellec   Optimal exponential bounds for
                                  aggregation of density estimators  . . . 219--248
             Anna Ben-Hamou and   
  Stéphane Boucheron and   
          Mesrob I. Ohannessian   Concentration inequalities in the
                                  infinite urn scheme for occupancy counts
                                  and the missing mass, with applications  249--287
             Omer Bobrowski and   
            Sayan Mukherjee and   
             Jonathan E. Taylor   Topological consistency via kernel
                                  estimation . . . . . . . . . . . . . . . 288--328
               Brice Franke and   
    Françoise P\`ene and   
                 Martin Wendler   Convergence of $U$-statistics indexed by
                                  a random walk to stochastic integrals of
                                  a Lévy sheet  . . . . . . . . . . . . . . 329--378
             Antonio Canale and   
             Pierpaolo De Blasi   Posterior asymptotics of nonparametric
                                  location-scale mixtures for multivariate
                                  density estimation . . . . . . . . . . . 379--404
         Firas Rassoul-Agha and   
 Timo Seppäläinen and   
                  Atilla Yilmaz   Variational formulas and disorder
                                  regimes of random walks in random
                                  potentials . . . . . . . . . . . . . . . 405--431
           David Landriault and   
                     Bin Li and   
                Hongzhong Zhang   On magnitude, asymptotics and duration
                                  of drawdowns for Lévy models  . . . . . . 432--458
           Tavis Abrahamsen and   
                James P. Hobert   Convergence analysis of block Gibbs
                                  samplers for Bayesian linear mixed
                                  models with $ p > N $ . . . . . . . . . . 459--478
          Måns Thulin and   
               Silvelyn Zwanzig   Exact confidence intervals and
                                  hypothesis tests for parameters of
                                  discrete distributions . . . . . . . . . 479--502
                   Yinghui Wang   Viscosity characterization of the
                                  explosion time distribution for
                                  diffusions . . . . . . . . . . . . . . . 503--521
                Le Thi Thu Hien   On the continuity of Lyapunov exponents
                                  of random walk in random potential . . . 522--538
              Anton Muratov and   
                   Sergei Zuyev   Neighbour-dependent point shifts and
                                  random exchange models: Invariance and
                                  attractors . . . . . . . . . . . . . . . 539--551
          Arnak S. Dalalyan and   
             Mohamed Hebiri and   
               Johannes Lederer   On the prediction performance of the
                                  Lasso  . . . . . . . . . . . . . . . . . 552--581
                 Adam J. Harper   Pickands' constant $ H_\alpha $ does not
                                  equal $ 1 / \Gamma (1 / \alpha) $, for
                                  small $ \alpha $ . . . . . . . . . . . . 582--602
          Oliver Jovanovski and   
                    Neal Madras   Convergence rates for a hierarchical
                                  Gibbs sampler  . . . . . . . . . . . . . 603--625
             M. Sofia Massa and   
                 Eva Riccomagno   Algebraic representations of Gaussian
                                  Markov combinations  . . . . . . . . . . 626--644
                Jianhai Bao and   
                 George Yin and   
                  Chenggui Yuan   Two-time-scale stochastic partial
                                  differential equations driven by $
                                  \alpha $-stable noises: Averaging
                                  principles . . . . . . . . . . . . . . . 645--669
     François Giraud and   
               Pierre Del Moral   Nonasymptotic analysis of adaptive and
                                  annealed Feynman--Kac particle models    670--709
                Shuyang Bai and   
                 Murad S. Taqqu   The impact of the diagonals of
                                  polynomial forms on limit theorems with
                                  long memory  . . . . . . . . . . . . . . 710--742
            Betina Berghaus and   
           Axel Bücher and   
            Stanislav Volgushev   Weak convergence of the empirical copula
                                  process with respect to weighted metrics 743--772
                Anita Behme and   
              Lennart Bondesson   A class of scale mixtures of $
                                  \operatorname {Gamma}(k) $-distributions
                                  that are generalized gamma convolutions  773--787
                      Anonymous   Editorial Board  . . . . . . . . . . . . ??
                      Anonymous   Table of Contents  . . . . . . . . . . . ??

Bernoulli
Volume 23, Number 2, May, 2017

          Alexander Rakhlin and   
          Karthik Sridharan and   
          Alexandre B. Tsybakov   Empirical entropy, minimax regret and
                                  minimax risk . . . . . . . . . . . . . . 789--824
                 C. Butucea and   
         R. Ngueyep Tzoumpe and   
               P. Vandekerkhove   Semiparametric topographical mixture
                                  models with symmetric errors . . . . . . 825--862
         Federica Nicolussi and   
                Roberto Colombi   Type II chain graph models for
                                  categorical data: A smooth subclass  . . 863--883
               O. V. Lepski and   
                      T. Willer   Lower bounds in the convolution
                                  structure density model  . . . . . . . . 884--926
           Denis Belomestny and   
              Tigran Nagapetyan   Multilevel path simulation for weak
                                  approximation schemes with application
                                  to Lévy-driven SDEs . . . . . . . . . . . 927--950
               Wen-Xin Zhou and   
                 Chao Zheng and   
                     Zhen Zhang   Two-sample smooth tests for the equality
                                  of distributions . . . . . . . . . . . . 951--989
             Thierry Dumont and   
               Sylvain Le Corff   Nonparametric regression on hidden $
                                  \Phi $-mixing variables: Identifiability
                                  and consistency of a pseudo-likelihood
                                  based estimation procedure . . . . . . . 990--1021
          Markus Reiß and   
                    Leonie Selk   Efficient estimation of functionals in
                                  nonparametric boundary models  . . . . . 1022--1055
              Franck Barthe and   
                 Beno\^\it Huou   Perimeters, uniform enlargement and high
                                  dimensions . . . . . . . . . . . . . . . 1056--1081
                   Jean Bertoin   Markovian growth-fragmentation processes 1082--1101
                Jan Draisma and   
                 Piotr Zwiernik   Automorphism groups of Gaussian Bayesian
                                  networks . . . . . . . . . . . . . . . . 1102--1129
              Shurong Zheng and   
                Zhidong Bai and   
                   Jianfeng Yao   CLT for eigenvalue statistics of
                                  large-dimensional general Fisher
                                  matrices with applications . . . . . . . 1130--1178
                   Ran Wang and   
                  Jie Xiong and   
                        Lihu Xu   Irreducibility of stochastic real
                                  Ginzburg--Landau equation driven by $
                                  \alpha $-stable noises and applications  1179--1201
              Mathias Drton and   
                Shaowei Lin and   
                 Luca Weihs and   
                 Piotr Zwiernik   Marginal likelihood and model selection
                                  for Gaussian latent tree and forest
                                  models . . . . . . . . . . . . . . . . . 1202--1232
          Alexander Iksanov and   
         Alexander Marynych and   
               Matthias Meiners   Asymptotics of random processes with
                                  immigration I: Scaling limits  . . . . . 1233--1278
          Alexander Iksanov and   
         Alexander Marynych and   
               Matthias Meiners   Asymptotics of random processes with
                                  immigration II: Convergence to
                                  stationarity . . . . . . . . . . . . . . 1279--1298
Jean-François Coeurjolly and   
Frédéric Lavancier   Parametric estimation of pairwise Gibbs
                                  point processes with infinite range
                                  interaction  . . . . . . . . . . . . . . 1299--1334
           Axel Bücher and   
           Michael Hoffmann and   
             Mathias Vetter and   
                   Holger Dette   Nonparametric tests for detecting breaks
                                  in the jump behaviour of a
                                  time-continuous process  . . . . . . . . 1335--1364
             Antoine Ayache and   
                Julien Hamonier   Uniformly and strongly consistent
                                  estimation for the Hurst function of a
                                  Linear Multifractional Stable Motion . . 1365--1407
                  S. Chakar and   
               E. Lebarbier and   
       C. Lévy-Leduc and   
                       S. Robin   A robust approach for estimating
                                  change-points in the mean of an $ {\rm
                                  AR}(1) $ process . . . . . . . . . . . . 1408--1447
                      Anonymous   Editorial Board  . . . . . . . . . . . . ??
                      Anonymous   Table of Contents  . . . . . . . . . . . ??

Bernoulli
Volume 23, Number 3, August, 2017

          Fadoua Balabdaoui and   
        Cécile Durot and   
        François Koladjo   On asymptotics of the discrete convex
                                  LSE of a p.m.f.  . . . . . . . . . . . . 1449--1480
                 Sojung Kim and   
                 Kyoung-Kuk Kim   Saddlepoint methods for conditional
                                  expectations with applications to risk
                                  management . . . . . . . . . . . . . . . 1481--1517
          Giovanni Conforti and   
                  Sylvie Roelly   Bridge mixtures of random walks on an
                                  Abelian group  . . . . . . . . . . . . . 1518--1537
             Sandra Fortini and   
                  Sonia Petrone   Predictive characterization of mixtures
                                  of Markov chains . . . . . . . . . . . . 1538--1565
                Yuzhen Zhou and   
                     Yimin Xiao   Tail asymptotics for the extremes of
                                  bivariate Gaussian random fields . . . . 1566--1598
                  Minh Tang and   
             Avanti Athreya and   
          Daniel L. Sussman and   
             Vince Lyzinski and   
                Carey E. Priebe   A nonparametric two-sample hypothesis
                                  testing problem for random graphs  . . . 1599--1630
               Ery Arias-Castro   Some theory for ordinal embedding  . . . 1663--1693
               Xianping Guo and   
                       Yi Zhang   Constrained total undiscounted
                                  continuous-time Markov decision
                                  processes  . . . . . . . . . . . . . . . 1694--1736
            Christine Jacob and   
              Manuel Molina and   
                    Manuel Mota   A general class of population-dependent
                                  two-sex processes with random mating . . 1737--1758
          Sirin Nitinawarat and   
        Venugopal V. Veeravalli   Universal scheme for optimal search and
                                  stop . . . . . . . . . . . . . . . . . . 1759--1783
                Bastien Mallein   Branching random walk with selection at
                                  critical rate  . . . . . . . . . . . . . 1784--1821
                Ryan Martin and   
               Raymond Mess and   
              Stephen G. Walker   Empirical Bayes posterior concentration
                                  in sparse high-dimensional linear models 1822--1847
               Gery Geenens and   
         Arthur Charpentier and   
               Davy Paindaveine   Probit transformation for nonparametric
                                  kernel estimation of the copula density  1848--1873
     Nina Munkholt Jakobsen and   
        Michael Sòrensen   Efficient estimation for diffusions
                                  sampled at high frequency over a fixed
                                  time interval  . . . . . . . . . . . . . 1874--1910
                Evan Greene and   
                 Jon A. Wellner   Exponential bounds for the
                                  hypergeometric distribution  . . . . . . 1911--1950
               Jimmy Olsson and   
               Johan Westerborn   Efficient particle-based online
                                  smoothing in general hidden Markov
                                  models: The PaRIS algorithm  . . . . . . 1951--1996
                Weihua Zhao and   
                  Heng Lian and   
                      Hua Liang   Quantile regression for the single-index
                                  coefficient model  . . . . . . . . . . . 1997--2027
           Patrik Andersson and   
            Arturo Kohatsu-Higa   Unbiased simulation of stochastic
                                  differential equations using parametrix
                                  expansions . . . . . . . . . . . . . . . 2028--2057
                Jinwen Chen and   
                  Siqi Jian and   
                      Haitao Li   Representations for the decay parameter
                                  of Markov chains . . . . . . . . . . . . 2058--2082

Bernoulli
Volume 23, Number 4A, November, 2017

                 Bernard Delyon   Convergence rate of the powers of an
                                  operator. Applications to stochastic
                                  systems  . . . . . . . . . . . . . . . . 2129--2180
                  Lili Wang and   
              Alexander Aue and   
                  Debashis Paul   Spectral analysis of sample
                                  autocovariance matrices of a class of
                                  linear time series in moderately high
                                  dimensions . . . . . . . . . . . . . . . 2181--2209
          Giovanni Luca Torrisi   Probability approximation of point
                                  processes with Papangelou conditional
                                  intensity  . . . . . . . . . . . . . . . 2210--2256
         Michael Betancourt and   
                Simon Byrne and   
            Sam Livingstone and   
                  Mark Girolami   The geometric foundations of Hamiltonian
                                  Monte Carlo  . . . . . . . . . . . . . . 2257--2298
             Ansgar Steland and   
               Rainer von Sachs   Large-sample approximations for
                                  variance-covariance matrices of
                                  high-dimensional time series . . . . . . 2299--2329
                  Panki Kim and   
            Takashi Kumagai and   
                      Jian Wang   Laws of the iterated logarithm for
                                  symmetric jump processes . . . . . . . . 2330--2379
                  Hongsheng Dai   A new rejection sampling method without
                                  using hat function . . . . . . . . . . . 2434--2465
              Kamil Jurczak and   
                 Angelika Rohde   Spectral analysis of high-dimensional
                                  sample covariance matrices with missing
                                  observations . . . . . . . . . . . . . . 2466--2532
         Arnoud V. den Boer and   
                 Michel Mandjes   Convergence rates of Laplace-transform
                                  based estimators . . . . . . . . . . . . 2533--2557
Miklós Csörg\Ho and   
           Masoud M. Nasari and   
            Mohamedou Ould-Haye   Randomized pivots for means of short and
                                  long memory linear processes . . . . . . 2558--2586
            R. Höpfner and   
         E. Löcherbach and   
                   M. Thieullen   Strongly degenerate time inhomogeneous
                                  SDEs: Densities and support properties.
                                  Application to Hodgkin--Huxley type
                                  systems  . . . . . . . . . . . . . . . . 2587--2616
               Luc Pronzato and   
              Henry P. Wynn and   
         Anatoly A. Zhigljavsky   Extended generalised variances, with
                                  applications . . . . . . . . . . . . . . 2617--2642
            Vincent Lemaire and   
                 Gilles Pag\`es   Multilevel Richardson--Romberg
                                  extrapolation  . . . . . . . . . . . . . 2643--2692
      Ursula U. Müller and   
                   Anton Schick   Efficiency transfer for regression
                                  models with responses missing at random  2693--2719
               Yassir Rabhi and   
               Masoud Asgharian   Inference under biased sampling and
                                  right censoring for a change point in
                                  the hazard function  . . . . . . . . . . 2720--2745
                Abhik Ghosh and   
              Ian R. Harris and   
                Avijit Maji and   
         Ayanendranath Basu and   
                  Leandro Pardo   A generalized divergence for statistical
                                  inference  . . . . . . . . . . . . . . . 2746--2783
         Lasse Leskelä and   
                   Matti Vihola   Conditional convex orders and measurable
                                  martingale couplings . . . . . . . . . . 2784--2807
            Benedikt Jahnel and   
           Christof Külske   Sharp thresholds for Gibbs-non-Gibbs
                                  transitions in the fuzzy Potts model
                                  with a Kac-type interaction  . . . . . . 2808--2827
         Neelesh S. Upadhye and   
         Vydas Cekanavicius and   
                  P. Vellaisamy   On Stein operators for discrete
                                  approximations . . . . . . . . . . . . . 2828--2859
                Vicky Fasen and   
               Sebastian Kimmig   Information criteria for multivariate
                                  CARMA processes  . . . . . . . . . . . . 2860--2886
    Sébastien Bubeck and   
                Ronen Eldan and   
            Elchanan Mossel and   
   Miklós Z. Rácz   From trees to seeds: On the inference of
                                  the seed from large trees in the uniform
                                  attachment model . . . . . . . . . . . . 2887--2916
             Moritz Schauer and   
       Frank van der Meulen and   
               Harry van Zanten   Guided proposals for simulating
                                  multi-dimensional diffusion bridges  . . 2917--2950

Bernoulli
Volume 23, Number 4B, November, 2017

             Mathieu Gerber and   
                 Nicolas Chopin   Convergence of sequential quasi-Monte
                                  Carlo smoothing algorithms . . . . . . . 2951--2987
                Marco Meyer and   
            Carsten Jentsch and   
              Jens-Peter Kreiss   Baxter's inequality and sieve bootstrap
                                  for random fields  . . . . . . . . . . . 2988--3020
             Tobias Fissler and   
                 Mark Podolskij   Testing the maximal rank of the
                                  volatility process for continuous
                                  diffusions observed with noise . . . . . 3021--3066
       Friedrich Götze and   
              Alexey Naumov and   
           Alexander Tikhomirov   Distribution of linear statistics of
                                  singular values of the product of random
                                  matrices . . . . . . . . . . . . . . . . 3067--3113
               Daniel Vogel and   
                 Martin Wendler   Studentized $U$-quantile processes under
                                  dependence with applications to
                                  change-point analysis  . . . . . . . . . 3114--3144
          Andrew R. Francis and   
       Milan Stehlík and   
                  Henry P. Wynn   ``Building'' exact confidence nets . . . 3145--3165
                 Heather Battey   Eigen structure of a new class of
                                  covariance and inverse covariance
                                  matrices . . . . . . . . . . . . . . . . 3166--3177
            Marco Avella-Medina   Influence functions for penalized
                                  $M$-estimators . . . . . . . . . . . . . 3178--3196
           Tatsuya Kubokawa and   
       Éric Marchand and   
         William E. Strawderman   On predictive density estimation for
                                  location families under integrated
                                  absolute error loss  . . . . . . . . . . 3197--3212
  S. Val\`ere Bitseki Penda and   
        Mikael Escobar-Bach and   
                 Arnaud Guillin   Transportation and concentration
                                  inequalities for bifurcating Markov
                                  chains . . . . . . . . . . . . . . . . . 3213--3242
        Antar Bandyopadhyay and   
               Debleena Thacker   Pólya urn schemes with infinitely many
                                  colors . . . . . . . . . . . . . . . . . 3243--3267
              Rita Giuliano and   
                   Michel Weber   Approximate local limit theorems with
                                  effective rate and application to random
                                  walks in random scenery  . . . . . . . . 3268--3310
                Robert E. Gaunt   On Stein's method for products of normal
                                  random variables and zero bias couplings 3311--3345
         Dragan Radulovi\'c and   
             Marten Wegkamp and   
                       Yue Zhao   Weak convergence of empirical copula
                                  processes indexed by functions . . . . . 3346--3384
               Xingqiu Zhao and   
                Yuanshan Wu and   
                   Guosheng Yin   Sieve maximum likelihood estimation for
                                  a general class of accelerated hazards
                                  models with bundled parameters . . . . . 3385--3411
    François Portier and   
           Anouar El Ghouch and   
            Ingrid Van Keilegom   Efficiency and bootstrap in the
                                  promotion time cure model  . . . . . . . 3437--3468
           Nikolai Leonenko and   
     M. Dolores Ruiz-Medina and   
                 Murad S. Taqqu   Non-central limit theorems for random
                                  fields subordinated to gamma-correlated
                                  random fields  . . . . . . . . . . . . . 3469--3507
               Ronald W. Butler   Asymptotic expansions and hazard rates
                                  for compound and first-passage
                                  distributions  . . . . . . . . . . . . . 3508--3536
          Prithwish Bhaumik and   
               Subhashis Ghosal   Efficient Bayesian estimation and
                                  uncertainty quantification in ordinary
                                  differential equation models . . . . . . 3537--3570
              Rémi Peyre   Fractional Brownian motion satisfies
                                  two-way crossing . . . . . . . . . . . . 3571--3597
  S. Val\`ere Bitseki Penda and   
              Marc Hoffmann and   
     Adéla\"\ide Olivier   Adaptive estimation for bifurcating
                                  Markov chains  . . . . . . . . . . . . . 3598--3637
              Erwan Hillion and   
                 Oliver Johnson   A proof of the Shepp--Olkin entropy
                                  concavity conjecture . . . . . . . . . . 3638--3649
               Eric Beutner and   
             Laurent Bordes and   
                  Laurent Doyen   The failure of the profile likelihood
                                  method for a large class of
                                  semi-parametric models . . . . . . . . . 3650--3684
                      Yaming Yu   Some monotonicity properties of
                                  parametric and nonparametric Bayesian
                                  bandits  . . . . . . . . . . . . . . . . 3685--3710
                  Colin Fox and   
                  Albert Parker   Accelerated Gibbs sampling of normal
                                  distributions using matrix splittings
                                  and polynomials  . . . . . . . . . . . . 3711--3743
           Madalina Deaconu and   
                Samuel Herrmann   Simulation of hitting times for Bessel
                                  processes with non-integer dimension . . 3744--3771


Bernoulli
Volume 24, Number 1, February, 2018

        Gérard Letac and   
                 Mauro Piccioni   Dirichlet curves, convex order and
                                  Cauchy distribution  . . . . . . . . . . 1--29
      Clément Dombry and   
               Zakhar Kabluchko   Random tessellations associated with
                                  max-stable random fields . . . . . . . . 30--52
             Evgeni Y. Ovcharov   Proper scoring rules and Bregman
                                  divergence . . . . . . . . . . . . . . . 53--79
                Xuejun Wang and   
                   Xiao Han and   
                  Guangming Pan   The logarithmic law of sample covariance
                                  matrices near singularity  . . . . . . . 80--114
           Cristina Butucea and   
Jean-François Delmas and   
                Anne Dutfoy and   
                Richard Fischer   Maximum entropy distribution of order
                                  statistics with given marginals  . . . . 115--155
          Cameron Bruggeman and   
               Andrey Sarantsev   Multiple collisions in systems of
                                  competing Brownian particles . . . . . . 156--201
                   Moritz Jirak   Rate of convergence for Hilbert space
                                  valued processes . . . . . . . . . . . . 202--230
              Sophie Donnet and   
          Vincent Rivoirard and   
            Judith Rousseau and   
               Catia Scricciolo   Posterior concentration rates for
                                  empirical Bayes procedures with
                                  applications to Dirichlet process
                                  mixtures . . . . . . . . . . . . . . . . 231--256
             Naomi Feldheim and   
        Arnaud Marsiglietti and   
                Piotr Nayar and   
                      Jing Wang   A note on the convex infimum convolution
                                  inequality . . . . . . . . . . . . . . . 257--270
         Clément Levrard   Sparse oracle inequalities for variable
                                  selection via regularized quantization   271--296
                  M. Möhle   Hitting probabilities for the Greenwood
                                  model and relations to near constancy
                                  oscillation  . . . . . . . . . . . . . . 316--332
       Jean-Baptiste Bardet and   
        Nathaël Gozlan and   
            Florent Malrieu and   
       Pierre-André Zitt   Functional inequalities for Gaussian
                                  convolutions of compactly supported
                                  measures: Explicit bounds and dimension
                                  dependence . . . . . . . . . . . . . . . 333--353
                Yaozhong Hu and   
              David Nualart and   
                  Tusheng Zhang   Large deviations for stochastic heat
                                  equation with rough dependence in space  354--385
            Elizabeth Gross and   
                 Seth Sullivant   The maximum likelihood threshold of a
                                  graph  . . . . . . . . . . . . . . . . . 386--407
                   Joonas Heino   Uniform measure density condition and
                                  game regularity for tug-of-war games . . 408--432
            Richard Arratia and   
             Skip Garibaldi and   
                Alfred W. Hales   The van den Berg--Kesten--Reimer
                                  operator and inequality for infinite
                                  spaces . . . . . . . . . . . . . . . . . 433--448
              Hanxiang Peng and   
                        Fei Tan   Jackknife empirical likelihood
                                  goodness-of-fit tests for $U$-statistics
                                  based general estimating equations . . . 449--464
         Jean-Marc Aza\"\is and   
           Yohann De Castro and   
      Stéphane Mourareau   Power of the spacing test for
                                  least-angle regression . . . . . . . . . 465--492
    Bhaswar B. Bhattacharya and   
                Sumit Mukherjee   Inference in Ising models  . . . . . . . 493--525
            Birte Eichinger and   
                  Claudia Kirch   A MOSUM procedure for the estimation of
                                  multiple random change points  . . . . . 526--564
          Lukas Steinberger and   
                    Hannes Leeb   On conditional moments of
                                  high-dimensional random vectors given
                                  lower-dimensional projections  . . . . . 565--591
             William Garner and   
            Dimitris N. Politis   Local block bootstrap for inhomogeneous
                                  Poisson marked point processes . . . . . 592--615
                 Chi Tim Ng and   
                 Woojoo Lee and   
                    Youngjo Lee   Change-point estimators with true
                                  identification property  . . . . . . . . 616--660
                 Chenlu Shi and   
                     Boxin Tang   Designs from good Hadamard matrices  . . 661--671
                  Max Fathi and   
                        Yan Shu   Curvature and transport inequalities for
                                  Markov chains in discrete spaces . . . . 672--698
         Rajarshi Mukherjee and   
                 Subhabrata Sen   Optimal adaptive inference in random
                                  design binary regression . . . . . . . . 699--739
                 Chihwa Kao and   
            Lorenzo Trapani and   
                  Giovanni Urga   Testing for instability in covariance
                                  structures . . . . . . . . . . . . . . . 740--771
               ZhiQiang Gao and   
                  Quansheng Liu   Second and third orders asymptotic
                                  expansions for the distribution of
                                  particles in a branching random walk
                                  with a random environment in time  . . . 772--800

Bernoulli
Volume 24, Number 2, May, 2018

              Julien Barral and   
                  Yueyun Hu and   
                 Thomas Madaule   The minimum of a branching random walk
                                  outside the boundary case  . . . . . . . 801--841
         Christophe Andrieu and   
                Anthony Lee and   
                   Matti Vihola   Uniform ergodicity of the iterated
                                  conditional SMC and geometric ergodicity
                                  of particle Gibbs samplers . . . . . . . 842--872
                    Zhiyi Zhang   Domains of attraction on countable
                                  alphabets  . . . . . . . . . . . . . . . 873--894
               Patrice Abry and   
                 Gustavo Didier   Wavelet estimation for operator
                                  fractional Brownian motion . . . . . . . 895--928
      Daniel Bonnéry and   
              F. Jay Breidt and   
         François Coquet   Asymptotics for the maximum sample
                                  likelihood estimator under informative
                                  selection from a finite population . . . 929--955
                    Jinniao Qiu   Hörmander-type theorem for Itô processes
                                  and related backward SPDEs . . . . . . . 956--970
             Raphael Hauser and   
         Heinrich Matzinger and   
                  Ionel Popescu   An upper bound on the convergence rate
                                  of a second functional in optimal
                                  sequence alignment . . . . . . . . . . . 971--992
           Pierre Del Moral and   
              Denis Villemonais   Exponential mixing properties for time
                                  inhomogeneous diffusion processes with
                                  killing  . . . . . . . . . . . . . . . . 1010--1032
          Fadoua Balabdaoui and   
                Charles R. Doss   Inference for a two-component mixture of
                                  symmetric distributions under
                                  log-concavity  . . . . . . . . . . . . . 1053--1071
      Sabyasachi Chatterjee and   
     Adityanand Guntuboyina and   
                Bodhisattva Sen   On matrix estimation under monotonicity
                                  constraints  . . . . . . . . . . . . . . 1072--1100
                    Li Wang and   
                    Guanqun Cao   Efficient estimation for generalized
                                  partially linear single-index models . . 1101--1127
            Liviu I. Nicolaescu   Critical points of multidimensional
                                  random Fourier series: Central limits    1128--1170
       Jesper Mòller and   
             Morten Nielsen and   
               Emilio Porcu and   
                      Ege Rubak   Determinantal point process models on
                                  the sphere . . . . . . . . . . . . . . . 1171--1201
              Akihiko Inoue and   
             Yukio Kasahara and   
              Mohsen Pourahmadi   Baxter's inequality for finite predictor
                                  coefficients of multivariate long-memory
                                  stationary processes . . . . . . . . . . 1202--1232
               Kyunghee Han and   
     Hans-Georg Müller and   
                 Byeong U. Park   Smooth backfitting for additive modeling
                                  with small errors-in-variables, with an
                                  application to additive functional
                                  regression for multiple predictor
                                  functions  . . . . . . . . . . . . . . . 1233--1265
            Farida Enikeeva and   
                  Axel Munk and   
                   Frank Werner   Bump detection in heterogeneous Gaussian
                                  regression . . . . . . . . . . . . . . . 1266--1306
                  David Barrera   Quenched invariance principles for the
                                  discrete Fourier transforms of a
                                  stationary process . . . . . . . . . . . 1307--1350
               Anja Janssen and   
             Thomas Mikosch and   
            Mohsen Rezapour and   
                    Xiaolei Xie   The eigenvalues of the sample covariance
                                  matrix of a multivariate heavy-tailed
                                  stochastic volatility model  . . . . . . 1351--1393
              Neda Esmaeeli and   
                 Peter Imkeller   American options with asymmetric
                                  information and reflected BSDE . . . . . 1394--1426
           Axel Bücher and   
                   Johan Segers   Maximum likelihood estimation for the
                                  Fréchet distribution based on block
                                  maxima extracted from a time series  . . 1427--1462
          Seiichiro Kusuoka and   
               Ciprian A. Tudor   Characterization of the convergence in
                                  total variation and extension of the
                                  Fourth Moment Theorem to invariant
                                  measures of diffusions . . . . . . . . . 1463--1496
              Marco Oesting and   
           Martin Schlather and   
                      Chen Zhou   Exact and fast simulation of max-stable
                                  processes on a compact set using the
                                  normalized spectral representation . . . 1497--1530
         François Bachoc   Asymptotic analysis of covariance
                                  parameter estimation for Gaussian
                                  processes in the misspecified case . . . 1531--1575
              Airam Blancas and   
           Víctor Rivero   On branching process with rare neutral
                                  mutation . . . . . . . . . . . . . . . . 1576--1612

Bernoulli
Volume 24, Number 3, August, 2018

             Bruno Bouchard and   
               Romuald Elie and   
                 Ludovic Moreau   Regularity of BSDEs with a convex
                                  constraint on the gains-process  . . . . 1613--1635
                Clement Lee and   
                     Peter Neal   Optimal scaling of the independence
                                  sampler: Theory and practice . . . . . . 1636--1652
                  Noufel Frikha   On the weak approximation of a skew
                                  diffusion by an Euler-type scheme  . . . 1653--1691
                   Nihat Ay and   
           Jürgen Jost and   
Hông Vân Lê and   
       Lorenz Schwachhöfer   Parametrized measure models  . . . . . . 1692--1725
            Sergios Agapiou and   
          Gareth O. Roberts and   
           Sebastian J. Vollmer   Unbiased Monte Carlo: Posterior
                                  estimation for
                                  intractable/infinite-dimensional models  1726--1786
                   Fang Han and   
                   Sheng Xu and   
                   Wen-Xin Zhou   On Gaussian comparison inequality and
                                  its application to spectral analysis of
                                  large random matrices  . . . . . . . . . 1787--1833
                 Wanli Qiao and   
               Wolfgang Polonik   Extrema of rescaled locally stationary
                                  Gaussian fields on manifolds . . . . . . 1834--1859
               Dootika Vats and   
            James M. Flegal and   
                 Galin L. Jones   Strong consistency of multivariate
                                  spectral variance estimators in Markov
                                  chain Monte Carlo  . . . . . . . . . . . 1860--1909
          Geoffrey Decrouez and   
           Michael Grabchak and   
                  Quentin Paris   Finite sample properties of the mean
                                  occupancy counts and probabilities . . . 1910--1941
                 Jim Pitman and   
                    Wenpin Tang   Tree formulas, mean first passage times
                                  and Kemeny's constant of a Markov chain  1942--1972
             H. Paul Keeler and   
                Nathan Ross and   
                      Aihua Xia   When do wireless network signals appear
                                  Poisson? . . . . . . . . . . . . . . . . 1973--1994
             Mireille Bossy and   
          Héctor Olivero   Strong convergence of the symmetrized
                                  Milstein scheme for some CEV-like SDEs   1995--2042
    Lavrentin M. Arutyunyan and   
                  Egor D. Kosov   Deviation of polynomials from their
                                  expectations and isoperimetry  . . . . . 2043--2063
      Rafail Z. Khasminskii and   
              Yury A. Kutoyants   On parameter estimation of hidden
                                  telegraph process  . . . . . . . . . . . 2064--2090
              Bartek Knapik and   
          Jean-Bernard Salomond   A general approach to posterior
                                  contraction in nonparametric inverse
                                  problems . . . . . . . . . . . . . . . . 2091--2121
             Jannis Buchsteiner   The function-indexed sequential
                                  empirical process under long-range
                                  dependence . . . . . . . . . . . . . . . 2154--2175
                 Adrien Saumard   On optimality of empirical risk
                                  minimization in linear aggregation . . . 2176--2203
             Giacomo Aletti and   
          Andrea Ghiglietti and   
          Anand N. Vidyashankar   Dynamics of an adaptive randomly
                                  reinforced urn . . . . . . . . . . . . . 2204--2255
             Enrique Andjel and   
           Thomas Mountford and   
                 Daniel Valesin   Equilibrium of the interface of the
                                  grass--bushes--trees process . . . . . . 2256--2277
             Shoichi Eguchi and   
                  Hiroki Masuda   Schwarz type model comparison for LAQ
                                  models . . . . . . . . . . . . . . . . . 2278--2327
             Beatriz Sinova and   
Gil González-Rodríguez and   
               Stefan Van Aelst   $M$-estimators of location for
                                  functional data  . . . . . . . . . . . . 2328--2357
       Friedrich Götze and   
              Alexey Naumov and   
       Alexander Tikhomirov and   
                Dmitry Timushev   On the local semicircular law for Wigner
                                  ensembles  . . . . . . . . . . . . . . . 2358--2400
     Aleksandar Mijatovi\'c and   
                   Jure Vogrinc   On the Poisson equation for
                                  Metropolis--Hastings chains  . . . . . . 2401--2428

Bernoulli
Volume 24, Number 4A, November, 2018

       Alexandra Carpentier and   
                 Olga Klopp and   
      Matthias Löffler and   
                  Richard Nickl   Adaptive confidence sets for matrix
                                  completion . . . . . . . . . . . . . . . 2429--2460
    Aurélien Alfonsi and   
            Jacopo Corbetta and   
              Benjamin Jourdain   Evolution of the Wasserstein distance
                                  between the marginals of two Markov
                                  processes  . . . . . . . . . . . . . . . 2461--2498
       Walter Schachermayer and   
                Florian Stebegg   The sharp constant for the
                                  Burkholder--Davis--Gundy inequality and
                                  non-smooth pasting . . . . . . . . . . . 2499--2530
              Elena Bandini and   
                Francesco Russo   Special weak Dirichlet processes and
                                  BSDEs driven by a random measure . . . . 2569--2609
              Daniel Rudolf and   
             Nikolaus Schweizer   Perturbation theory for Markov chains
                                  via Wasserstein distance . . . . . . . . 2610--2639
             Xianyang Zhang and   
                    Guang Cheng   Gaussian approximation for high
                                  dimensional vector under physical
                                  dependence . . . . . . . . . . . . . . . 2640--2675
     Christiane Görgen and   
                   Jim Q. Smith   Equivalence classes of staged trees  . . 2676--2692
             Nadine Gissibl and   
       Claudia Klüppelberg   Max-linear models on directed acyclic
                                  graphs . . . . . . . . . . . . . . . . . 2693--2720
              David Coupier and   
               Christian Hirsch   Coalescence of Euclidean geodesics on
                                  the Poisson--Delaunay triangulation  . . 2721--2751
Miklós Rásonyi and   
                 Hasanjan Sayit   Sticky processes, local and true
                                  martingales  . . . . . . . . . . . . . . 2752--2775
                   O. V. Lepski   A new approach to estimator selection    2776--2810
               Julian Grote and   
           Christoph Thäle   Concentration and moderate deviations
                                  for Poisson polytopes and polyhedra  . . 2811--2841
                  Jie Xiong and   
                 Jianliang Zhai   Large deviations for locally monotone
                                  stochastic partial differential
                                  equations driven by Lévy noise  . . . . . 2842--2874
                Xuefeng Gao and   
                  Lingjiong Zhu   Large deviations and applications for
                                  Markovian Hawkes processes with a large
                                  initial intensity  . . . . . . . . . . . 2875--2905
               Antoine Marchina   Concentration inequalities for
                                  separately convex functions  . . . . . . 2906--2933
                Jakub Chorowski   Nonparametric volatility estimation in
                                  scalar diffusions: Optimality across
                                  observation frequencies  . . . . . . . . 2934--2990
                  Weichi Wu and   
                      Zhou Zhou   Simultaneous quantile inference for
                                  non-stationary long-memory time series   2991--3012
               Hongyuan Cao and   
                Weidong Liu and   
                      Zhou Zhou   Simultaneous nonparametric regression
                                  analysis of sparse longitudinal data . . 3013--3038
                 Dan Crisan and   
   Joaquín Míguez   Nested particle filters for online
                                  parameter estimation in discrete-time
                                  state-space Markov models  . . . . . . . 3039--3086
           Richard A. Davis and   
              Muneya Matsui and   
             Thomas Mikosch and   
                    Phyllis Wan   Applications of distance correlation to
                                  time series  . . . . . . . . . . . . . . 3087--3116
     Andreas Basse-O'Connor and   
           Claudio Heinrich and   
                 Mark Podolskij   On limit theory for Lévy semi-stationary
                                  processes  . . . . . . . . . . . . . . . 3117--3146
Pedro C. Álvarez-Esteban and   
        Eustasio del Barrio and   
    Juan A. Cuesta-Albertos and   
           Carlos Matrán   Wide consensus aggregation in the
                                  Wasserstein space. Application to
                                  location-scatter families  . . . . . . . 3147--3179

Bernoulli
Volume 24, Number 4B, November, 2018

           Tamara Broderick and   
            Ashia C. Wilson and   
              Michael I. Jordan   Posteriors, conjugacy, and exponential
                                  families for completely random measures  3181--3221
                Pietro Siorpaes   Applications of pathwise
                                  Burkholder--Davis--Gundy inequalities    3222--3245
              Pietro Caputo and   
              Alistair Sinclair   Entropy production in nonlinear
                                  recombination models . . . . . . . . . . 3246--3282
               Jay Bartroff and   
            Larry Goldstein and   
                Ümit Islak   Bounded size biased couplings, log
                                  concave distributions and concentration
                                  of measure for occupancy models  . . . . 3283--3317
                 Teppei Ogihara   Parametric inference for
                                  nonsynchronously observed diffusion
                                  processes in the presence of market
                                  microstructure noise . . . . . . . . . . 3318--3383
      Christian Döbler and   
               Giovanni Peccati   The Gamma Stein equation and noncentral
                                  de Jong theorems . . . . . . . . . . . . 3384--3421
                  Dan Cheng and   
              Armin Schwartzman   Expected number and height distribution
                                  of critical points of smooth isotropic
                                  Gaussian random fields . . . . . . . . . 3422--3446
                   Xiao Han and   
              Guangming Pan and   
                      Qing Yang   A unified matrix model including both
                                  CCA and F matrices in multivariate
                                  analysis: The largest eigenvalue and its
                                  applications . . . . . . . . . . . . . . 3447--3468
               Simon Clinet and   
                  Yoann Potiron   Statistical inference for the doubly
                                  stochastic self-exciting process . . . . 3469--3493
                 Nadia Sidorova   Small deviations of a Galton--Watson
                                  process with immigration . . . . . . . . 3494--3521
                 Ole Martin and   
                 Mathias Vetter   Testing for simultaneous jumps in case
                                  of asynchronous observations . . . . . . 3522--3567
              Antoine Lejay and   
                   Paolo Pigato   Statistical estimation of the
                                  Oscillating Brownian Motion  . . . . . . 3568--3602
             N. N. Leonenko and   
                 I. Papi\'c and   
               A. Sikorskii and   
                       N. Suvak   Correlated continuous time random walks
                                  and fractional Pearson diffusions  . . . 3603--3627
           Ery Arias-Castro and   
    Sébastien Bubeck and   
        Gábor Lugosi and   
               Nicolas Verzelen   Detecting Markov random fields hidden in
                                  white noise  . . . . . . . . . . . . . . 3628--3656
                Donggyu Kim and   
                     Yi Liu and   
                    Yazhen Wang   Large volatility matrix estimation with
                                  factor-based diffusion model for
                                  high-frequency financial data  . . . . . 3657--3682
           Nicolas Verzelen and   
              Elisabeth Gassiat   Adaptive estimation of high-dimensional
                                  signal-to-noise ratios . . . . . . . . . 3683--3710
                 Kengo Kamatani   Efficient strategy for the Markov chain
                                  Monte Carlo in high-dimension with
                                  heavy-tailed target probability
                                  distribution . . . . . . . . . . . . . . 3711--3750
             Olivier Ledoit and   
                   Michael Wolf   Optimal estimation of a
                                  large-dimensional covariance matrix
                                  under Stein's loss . . . . . . . . . . . 3791--3832
               Chenlei Leng and   
                  Guangming Pan   Covariance estimation via sparse
                                  Kronecker structures . . . . . . . . . . 3833--3863
                 Ilaria Giulini   Robust dimension-free Gram operator
                                  estimates  . . . . . . . . . . . . . . . 3864--3923
                Xiaobin Sun and   
                 Yimin Xiao and   
                    Lihu Xu and   
                 Jianliang Zhai   Uniform dimension results for a family
                                  of Markov processes  . . . . . . . . . . 3924--3951


Bernoulli
Volume 25, Number 1, February, 2019

      Sabyasachi Chatterjee and   
                  John Lafferty   Adaptive risk bounds in unimodal
                                  regression . . . . . . . . . . . . . . . 1--25
            Steven N. Evans and   
           Ronald L. Rivest and   
                Philip B. Stark   Leading the field: Fortune favors the
                                  bold in Thurstonian choice models  . . . 26--46
            David R. Bickel and   
          Alexandre G. Patriota   Self-consistent confidence sets and
                                  tests of composite hypotheses applicable
                                  to restricted parameters . . . . . . . . 47--74
                      Yanqi Qiu   Rigid stationary determinantal processes
                                  in non-Archimedean fields  . . . . . . . 75--88
            Ian W. McKeague and   
         Erol A. Peköz and   
                      Yvik Swan   Stein's method and approximating the
                                  quantum harmonic oscillator  . . . . . . 89--111
          Alexandre Chotard and   
                     Anne Auger   Verifiable conditions for the
                                  irreducibility and aperiodicity of
                                  Markov chains by analyzing underlying
                                  deterministic models . . . . . . . . . . 112--147
             Amaury Lambert and   
             Emmanuel Schertzer   Recovering the Brownian coalescent point
                                  process from the Kingman coalescent by
                                  conditional sampling . . . . . . . . . . 148--173
                  Shulan Hu and   
                     Xinyu Wang   Subexponential decay in kinetic
                                  Fokker--Planck equation: Weak
                                  hypocoercivity . . . . . . . . . . . . . 174--188
            Erol Peköz and   
         Adrian Röllin and   
                    Nathan Ross   Pólya urns with immigration at random
                                  times  . . . . . . . . . . . . . . . . . 189--220
      Balázs Ráth   Feller property of the multiplicative
                                  coalescent with linear deletion  . . . . 221--240
               Dennis Leung and   
                     Qiman Shao   Asymptotic power of Rao's score test for
                                  independence in high dimensions  . . . . 241--263
              Daniel Paulin and   
                 Ajay Jasra and   
               Alexandre Thiery   Error bounds for sequential Monte Carlo
                                  samplers for multimodal distributions    310--340
          Radoslaw Adamczak and   
              Michal Strzelecki   On the convex Poincaré inequality and
                                  weak transportation inequalities . . . . 341--374
      Sòren Asmussen and   
          Jevgenijs Ivanovs and   
                   Johan Segers   On the longest gap between power-rate
                                  arrivals . . . . . . . . . . . . . . . . 375--394
          Joydeep Chowdhury and   
               Probal Chaudhuri   Nonparametric depth and quantile
                                  regression for functional data . . . . . 395--423
               Holger Drees and   
           Natalie Neumeyer and   
                    Leonie Selk   Estimation and hypotheses testing in
                                  boundary regression models . . . . . . . 424--463
            Luc Lehéricy   Consistent order estimation for
                                  nonparametric hidden Markov models . . . 464--498
             Magda Peligrad and   
                       Na Zhang   Central limit theorem for Fourier
                                  transform and periodogram of random
                                  fields . . . . . . . . . . . . . . . . . 499--520
           Zakhar Kabluchko and   
         Vladislav Vysotsky and   
             Dmitry Zaporozhets   A multidimensional analogue of the
                                  arcsine law for the number of positive
                                  terms in a random walk . . . . . . . . . 521--548
              Dragi Anevski and   
          Anne-Laure Foug\`eres   Limit properties of the monotone
                                  rearrangement for density and regression
                                  function estimation  . . . . . . . . . . 549--583
         Nicolas Flammarion and   
                  Cheng Mao and   
              Philippe Rigollet   Optimal rates of statistical seriation   623--653
                 Debraj Das and   
                   S. N. Lahiri   Second order correctness of perturbation
                                  bootstrap $M$-estimator of multiple
                                  linear regression parameter  . . . . . . 654--682
             Francis Comets and   
            Gregorio Moreno and   
   Alejandro F. Ramí rez   Random polymers on the complete graph    683--711
             Fabrice Gamboa and   
                  Jan Nagel and   
                  Alain Rouault   Sum rules and large deviations for
                                  spectral matrix measures . . . . . . . . 712--741
             Boris Buchmann and   
                Kevin W. Lu and   
                 Dilip B. Madan   Weak subordination of multivariate Lévy
                                  processes and variance generalised gamma
                                  convolutions . . . . . . . . . . . . . . 742--770
               Aline Duarte and   
             Antonio Galves and   
        Eva Löcherbach and   
                  Guilherme Ost   Estimating the interaction graph of
                                  stochastic neural dynamics . . . . . . . 771--792

Bernoulli
Volume 25, Number 2, May, 2019

                Enno Mammen and   
        Ingrid Van Keilegom and   
                     Kyusang Yu   Expansion for moments of regression
                                  quantiles with applications to
                                  nonparametric testing  . . . . . . . . . 793--827
              Piotr Graczyk and   
                  Jacek Malecki   On squared Bessel particle systems . . . 828--847
             Robin J. Evans and   
           Thomas S. Richardson   Smooth, identifiable supermodels of
                                  discrete DAG models with latent
                                  variables  . . . . . . . . . . . . . . . 848--876
                Minwoo Chae and   
              Stephen G. Walker   Bayesian consistency for a nonparametric
                                  stationary Markov model  . . . . . . . . 877--901
           Denis Belomestny and   
             Vladimir Panov and   
        Jeannette H. C. Woerner   Low-frequency estimation of
                                  continuous-time moving average Lévy
                                  processes  . . . . . . . . . . . . . . . 902--931
                 Yoav Zemel and   
            Victor M. Panaretos   Fréchet means and Procrustes analysis in
                                  Wasserstein space  . . . . . . . . . . . 932--976
              Rui M. Castro and   
           Ervin Tánczos   Are there needles in a moving haystack?
                                  Adaptive sensing for detection of
                                  dynamically evolving signals . . . . . . 977--1012
            Rainer Dahlhaus and   
             Stefan Richter and   
                    Wei Biao Wu   Towards a general theory for nonlinear
                                  locally stationary processes . . . . . . 1013--1044
              Xiaoshan Chen and   
             Zhen-Qing Chen and   
                    Ky Tran and   
                     George Yin   Properties of switching jump diffusions:
                                  Maximum principles and Harnack
                                  inequalities . . . . . . . . . . . . . . 1045--1075
              A. D. Barbour and   
         Adrian Röllin and   
                    Nathan Ross   Error bounds in local limit theorems
                                  using Stein's method . . . . . . . . . . 1076--1104
             Chris J. Oates and   
               Jon Cockayne and   
François-Xavier Briol and   
                  Mark Girolami   Convergence rates for a class of
                                  estimators based on Stein's method . . . 1141--1159
            Ekhine Irurozki and   
                Borja Calvo and   
                 Jose A. Lozano   Mallows and generalized Mallows model
                                  for matchings  . . . . . . . . . . . . . 1160--1188
               Ji Hyung Lee and   
                 Kyungchul Song   Stable limit theorems for empirical
                                  processes under conditional neighborhood
                                  dependence . . . . . . . . . . . . . . . 1189--1224
           Johannes Lederer and   
                      Lu Yu and   
                Irina Gaynanova   Oracle inequalities for high-dimensional
                                  prediction . . . . . . . . . . . . . . . 1225--1255
            Trevor Campbell and   
        Jonathan H. Huggins and   
            Jonathan P. How and   
               Tamara Broderick   Truncated random measures  . . . . . . . 1256--1288
                 Zhuqing Yu and   
             Michael Levine and   
                    Guang Cheng   Minimax optimal estimation in partially
                                  linear additive models under high
                                  dimension  . . . . . . . . . . . . . . . 1289--1325
            Friedrich Liese and   
          Alexander Meister and   
                 Johanna Kappus   Strong Gaussian approximation of the
                                  mixture Rasch model  . . . . . . . . . . 1326--1354
     François Roueff and   
               Rainer von Sachs   Time-frequency analysis of locally
                                  stationary Hawkes processes  . . . . . . 1355--1385
               Sung Won Ahn and   
              Jonathon Peterson   Quenched central limit theorem rates of
                                  convergence for one-dimensional random
                                  walks in random environments . . . . . . 1386--1411
             Olivier Durieu and   
                     Yizao Wang   From random partitions to fractional
                                  Brownian sheets  . . . . . . . . . . . . 1412--1450
                 Andreas Maurer   A Bernstein-type inequality for
                                  functions of bounded interaction . . . . 1451--1471
                 Cheng Zhou and   
                   Fang Han and   
            Xin-Sheng Zhang and   
                        Han Liu   An extreme-value approach for testing
                                  the equality of large $U$-statistic
                                  based correlation matrices . . . . . . . 1472--1503
               Jimmy Olsson and   
                    Randal Douc   Numerically stable online estimation of
                                  variance in particle filters . . . . . . 1504--1535
     Jean-Christophe Breton and   
            Adrien Clarenne and   
                   Renan Gobard   Macroscopic analysis of determinantal
                                  random balls . . . . . . . . . . . . . . 1568--1601

Bernoulli
Volume 25, Number 3, August, 2019

                   Shuheng Zhou   Sparse Hanson--Wright inequalities for
                                  subgaussian quadratic forms  . . . . . . 1603--1639
     Mathias Beiglböck and   
               Tongseok Lim and   
              Jan Ob\lój   Dual attainment for the martingale
                                  transport problem  . . . . . . . . . . . 1640--1658
           Ivan S. Yaroslavtsev   Martingale decompositions and weak
                                  differential subordination in UMD Banach
                                  spaces . . . . . . . . . . . . . . . . . 1659--1689
      Clément Dombry and   
                   Ana Ferreira   Maximum likelihood estimators based on
                                  the block maxima method  . . . . . . . . 1690--1723
              Arnaud Poinas and   
             Bernard Delyon and   
Frédéric Lavancier   Mixing properties and Central Limit
                                  Theorem for associated point processes   1724--1754
            Franziska Kühn   Perpetual integrals via random time
                                  changes  . . . . . . . . . . . . . . . . 1755--1769
         Victor-Emmanuel Brunel   Uniform behaviors of random polytopes
                                  under the Hausdorff metric . . . . . . . 1770--1793
             Adrien Saumard and   
                 Jon A. Wellner   On the isoperimetric constant,
                                  covariance inequalities and $
                                  L_p$--Poincaré inequalities in dimension
                                  one  . . . . . . . . . . . . . . . . . . 1794--1815
Jérémie Kellner and   
                  Alain Celisse   A one-sample test for normality with
                                  kernel methods . . . . . . . . . . . . . 1816--1837
                Zhidong Bai and   
                  Huiqin Li and   
                  Guangming Pan   Central Limit Theorem for linear
                                  spectral statistics of large dimensional
                                  separable sample covariance matrices . . 1838--1869
           Masaaki Fukasawa and   
             Tetsuya Takabatake   Asymptotically efficient estimators for
                                  self-similar stationary Gaussian noises
                                  under high frequency observations  . . . 1870--1900
           Denis Belomestny and   
              Mathias Trabs and   
          Alexandre B. Tsybakov   Sparse covariance matrix estimation in
                                  high-dimensional deconvolution . . . . . 1901--1938
        Anirvan Chakraborty and   
            Victor M. Panaretos   Hybrid regularisation and the
                                  (in)admissibility of ridge regression in
                                  infinite dimensional Hilbert spaces  . . 1939--1976
          Jean-Michel Marin and   
               Pierre Pudlo and   
                 Mohammed Sedki   Consistency of adaptive importance
                                  sampling and recycling schemes . . . . . 1977--1998
                   Cheng Li and   
                 Lizhen Lin and   
                David B. Dunson   On posterior consistency of tail index
                                  for Bayesian kernel mixture models . . . 1999--2028
           Danijel Grahovac and   
        Nikolai N. Leonenko and   
             Alla Sikorskii and   
                 Murad S. Taqqu   The unusual properties of aggregated
                                  superpositions of Ornstein--Uhlenbeck
                                  type processes . . . . . . . . . . . . . 2029--2050
            Florian Henning and   
          Richard C. Kraaij and   
           Christof Külske   Gibbs--non-Gibbs transitions in the
                                  fuzzy Potts model with a Kac-type
                                  interaction: Closing the Ising gap . . . 2051--2074
        Gábor Lugosi and   
               Shahar Mendelson   Regularization, sparse recovery, and
                                  median-of-means tournaments  . . . . . . 2075--2106
                 Lionel Truquet   Root-$n$ consistent estimation of the
                                  marginal density in semiparametric
                                  autoregressive time series models  . . . 2107--2136
       Aurélien Deya and   
             René Schott   Integration with respect to the
                                  non-commutative fractional Brownian
                                  motion . . . . . . . . . . . . . . . . . 2137--2162
                Yuanzhen He and   
               C. Devon Lin and   
                    Fasheng Sun   Construction of marginally coupled
                                  designs by subspace theory . . . . . . . 2163--2182
               Jere Koskela and   
              Dario Span\`o and   
                Paul A. Jenkins   Consistency of Bayesian nonparametric
                                  inference for discretely observed jump
                                  diffusions . . . . . . . . . . . . . . . 2183--2205
                 Billy Fang and   
         Adityanand Guntuboyina   On the risk of convex-constrained least
                                  squares estimators under
                                  misspecification . . . . . . . . . . . . 2206--2244
            Andrea Granelli and   
            Almut E. D. Veraart   A central limit theorem for the realised
                                  covariation of a bivariate Brownian
                                  semistationary process . . . . . . . . . 2245--2278
               Longmin Wang and   
               KaiNan Xiang and   
                       Lang Zou   The first order correction to harmonic
                                  measure for random walks of rotationally
                                  invariant step distribution  . . . . . . 2279--2300
                     Hui He and   
                Matthias Winkel   Gromov--Hausdorff--Prokhorov convergence
                                  of vertex cut-trees of $n$-leaf
                                  Galton--Watson trees . . . . . . . . . . 2301--2329
         William Weimin Yoo and   
               Subhashis Ghosal   Bayesian mode and maximum estimation and
                                  accelerated rates of contraction . . . . 2330--2358
            Carsten Jentsch and   
        Christian H. Weiß   Bootstrapping INAR models  . . . . . . . 2359--2408

Bernoulli
Volume 25, Number 4A, November, 2019

                        Tao Lei   Scaling limit of random forests with
                                  prescribed degree sequences  . . . . . . 2409--2438
            Tomoyuki Ichiba and   
               Andrey Sarantsev   Stationary distributions and convergence
                                  for Walsh diffusions . . . . . . . . . . 2439--2478
                    Vlada Limic   The eternal multiplicative coalescent
                                  encoding via excursions of Lévy-type
                                  processes  . . . . . . . . . . . . . . . 2479--2507
                  Sven Buhl and   
           Richard A. Davis and   
   Claudia Klüppelberg and   
            Christina Steinkohl   Semiparametric estimation for isotropic
                                  max-stable space-time processes  . . . . 2508--2537
       Friedrich Götze and   
              Alexey Naumov and   
          Vladimir Spokoiny and   
               Vladimir Ulyanov   Large ball probabilities, Gaussian
                                  comparison and anti-concentration  . . . 2538--2563
                  Xiao Fang and   
                 Shige Peng and   
                Qi-Man Shao and   
                 Yongsheng Song   Limit theorems with rate of convergence
                                  under sublinear expectations . . . . . . 2564--2596
          Markus Reiß and   
                    Martin Wahl   Functional estimation and hypothesis
                                  testing in nonparametric boundary models 2597--2619
              Jonathan Weed and   
                   Francis Bach   Sharp asymptotic and finite-sample rates
                                  of convergence of empirical measures in
                                  Wasserstein distance . . . . . . . . . . 2620--2648
                  Aline Marguet   Uniform sampling in a structured
                                  branching population . . . . . . . . . . 2649--2695
                  Kweku Abraham   Nonparametric Bayesian posterior
                                  contraction rates for scalar diffusions
                                  with high-frequency data . . . . . . . . 2696--2728
            Martin Huesmann and   
                 Dario Trevisan   A Benamou-Brenier formulation of
                                  martingale optimal transport . . . . . . 2729--2757
      Chinmoy Bhattacharjee and   
                Larry Goldstein   Dickman approximation in simulation,
                                  summations and perpetuities  . . . . . . 2758--2792
                Xiequan Fan and   
                  Ion Grama and   
              Quansheng Liu and   
                    Qi-Man Shao   Self-normalized Cramér type moderate
                                  deviations for martingales . . . . . . . 2793--2823
                    Martin Raic   A multivariate Berry--Esseen theorem
                                  with explicit constants  . . . . . . . . 2824--2853
               Alain Durmus and   
           Éric Moulines   High-dimensional Bayesian inference via
                                  the unadjusted Langevin algorithm  . . . 2854--2882
                Julien Bect and   
     François Bachoc and   
              David Ginsbourger   A supermartingale approach to Gaussian
                                  process based sequential design of
                                  experiments  . . . . . . . . . . . . . . 2883--2919
                     Vo Anh and   
           Nikolai Leonenko and   
              Andriy Olenko and   
            Volodymyr Vaskovych   On rate of convergence in non-central
                                  limit theorems . . . . . . . . . . . . . 2920--2948
                Zhipeng Liu and   
           Jose H. Blanchet and   
               A. B. Dieker and   
                 Thomas Mikosch   On logarithmically optimal exact
                                  simulation of max-stable and related
                                  random fields on a compact set . . . . . 2949--2981
            Emanuele Dolera and   
              Eugenio Regazzini   Uniform rates of the Glivenko-Cantelli
                                  convergence and their use in
                                  approximating Bayesian inferences  . . . 2982--3015
                  Marc Ditzhaus   Signal detection via Phi-divergences for
                                  general mixtures . . . . . . . . . . . . 3041--3068
            Raluca M. Balan and   
                      Jian Song   Second order Lyapunov exponents for
                                  parabolic and hyperbolic Anderson models 3069--3089
         Samuel Livingstone and   
         Michael Betancourt and   
                Simon Byrne and   
                  Mark Girolami   On the geometric ergodicity of
                                  Hamiltonian Monte Carlo  . . . . . . . . 3109--3138
             Evgenii Chzhen and   
             Mohamed Hebiri and   
                  Joseph Salmon   On Lasso refitting strategies  . . . . . 3175--3200
     Vanessa Berenguer-Rico and   
      Sòren Johansen and   
                   Bent Nielsen   Corrigendum: Analysis of the forward
                                  search using some new results for
                                  martingales and empirical processes  . . 3201

Bernoulli
Volume 25, Number 4B, November, 2019

       Florence Merlev\`ede and   
             Magda Peligrad and   
                    Sergey Utev   Functional CLT for martingale-like
                                  nonstationary dependent structures . . . 3203--3233
                Maylis Varvenne   Rate of convergence to equilibrium for
                                  discrete-time stochastic dynamics with
                                  memory . . . . . . . . . . . . . . . . . 3234--3275
          Fadoua Balabdaoui and   
        Cécile Durot and   
                Hanna Jankowski   Least squares estimation in the monotone
                                  single index model . . . . . . . . . . . 3276--3310
               Toshio Honda and   
             Ching-Kang Ing and   
                    Wei-Ying Wu   Adaptively weighted group Lasso for
                                  semiparametric quantile regression
                                  models . . . . . . . . . . . . . . . . . 3311--3338
             Giacomo Aletti and   
             Irene Crimaldi and   
              Andrea Ghiglietti   Networks of reinforced stochastic
                                  processes: Asymptotics for the empirical
                                  means  . . . . . . . . . . . . . . . . . 3339--3378
           Ronald W. Butler and   
              Andrew T. A. Wood   Limiting saddlepoint relative errors in
                                  large deviation regions under purely
                                  Tauberian conditions . . . . . . . . . . 3379--3399
               Wenhua Jiang and   
                  Cun-Hui Zhang   Rate of divergence of the nonparametric
                                  likelihood ratio test for Gaussian
                                  mixtures . . . . . . . . . . . . . . . . 3400--3420
           Gilles Blanchard and   
          Oleksandr Zadorozhnyi   Concentration of weakly dependent
                                  Banach-valued sums and applications to
                                  statistical learning methods . . . . . . 3421--3458
          Eitan Greenshtein and   
             Ariel Mantzura and   
                  Ya'acov Ritov   Nonparametric empirical Bayes
                                  improvement of shrinkage estimators with
                                  applications to time series  . . . . . . 3459--3478
            Bastien Mallein and   
               Sanjay Ramassamy   Two-sided infinite-bin models and
                                  analyticity for Barak--Erd\Hos graphs    3479--3495
            Patrice Bertail and   
Stephan Clémençon   Bernstein-type exponential inequalities
                                  in survey sampling: Conditional Poisson
                                  sampling schemes . . . . . . . . . . . . 3527--3554
     Simon Barthelmé and   
     Pierre-Olivier Amblard and   
               Nicolas Tremblay   Asymptotic equivalence of fixed-size and
                                  varying-size determinantal point
                                  processes  . . . . . . . . . . . . . . . 3555--3589
             Johannes Heiny and   
                 Thomas Mikosch   The eigenstructure of the sample
                                  covariance matrices of high-dimensional
                                  stochastic volatility models with heavy
                                  tails  . . . . . . . . . . . . . . . . . 3590--3622
                 Jim Pitman and   
                Yuri Yakubovich   Gaps and interleaving of point processes
                                  in sampling from a residual allocation
                                  model  . . . . . . . . . . . . . . . . . 3623--3651
                       Shen Lin   Harmonic measure for biased random walk
                                  in a supercritical Galton--Watson tree   3652--3672
          Sandro Franceschi and   
                 Kilian Raschel   Integral expression for the stationary
                                  distribution of reflected Brownian
                                  motion in a wedge  . . . . . . . . . . . 3673--3713
Jean-Baptiste Gouéré and   
            Marie Théret   Equivalence of some subcritical
                                  properties in continuum percolation  . . 3714--3733
               Liron Ravner and   
                 Onno Boxma and   
                 Michel Mandjes   Estimating the input of a Lévy-driven
                                  queue by Poisson sampling of the
                                  workload process . . . . . . . . . . . . 3734--3761
           Benjamin Colling and   
            Ingrid Van Keilegom   Estimation of fully nonparametric
                                  transformation models  . . . . . . . . . 3762--3795
            Yuichi Shiozawa and   
                      Jian Wang   Long-time heat kernel estimates and
                                  upper rate functions of Brownian motion
                                  type for symmetric jump processes  . . . 3796--3831
      Saptarshi Chakraborty and   
                  Kshitij Khare   Consistent estimation of the spectrum of
                                  trace class Data Augmentation algorithms 3832--3863
             Piotr Kokoszka and   
              Stilian Stoev and   
                     Qian Xiong   Principal components analysis of
                                  regularly varying functions  . . . . . . 3864--3882
                 Olga Klopp and   
                      Yu Lu and   
      Alexandre B. Tsybakov and   
               Harrison H. Zhou   Structured matrix estimation and
                                  completion . . . . . . . . . . . . . . . 3883--3911
            Patrice Bertail and   
        François Portier   Rademacher complexity for Markov chains:
                                  Applications to kernel smoothing and
                                  Metropolis--Hastings . . . . . . . . . . 3912--3938
           Krzysztof Burdzy and   
       Bartosz Ko\lodziejek and   
                 Tvrtko Tadi\'c   Inverse exponential decay: Stochastic
                                  fixed point equation and ARMA models . . 3939--3977
                 Adrien Saumard   Weighted Poincaré inequalities,
                                  concentration inequalities and tail
                                  bounds related to Stein kernels in
                                  dimension one  . . . . . . . . . . . . . 3978--4006


Bernoulli
Volume 26, Number 1, February, 2020

     Raphael Andreas Hauser and   
             Heinrich Matzinger   Microscopic path structure of optimally
                                  aligned random sequences . . . . . . . . 1--30
                  Dan Cheng and   
        Valentina Cammarota and   
            Yabebal Fantaye and   
         Domenico Marinucci and   
              Armin Schwartzman   Multiple testing of local maxima for
                                  detection of peaks on the (celestial)
                                  sphere . . . . . . . . . . . . . . . . . 31--60
            Harald Bernhard and   
                  Bikramjit Das   Heavy-tailed random walks, buffered
                                  queues and hidden large deviations . . . 61--92
       Friedrich Götze and   
                 Holger Sambale   Second order concentration via
                                  logarithmic Sobolev inequalities . . . . 93--126
       Ismaël Castillo and   
            Botond Szabó   Spike and slab empirical Bayes sparse
                                  credible sets  . . . . . . . . . . . . . 127--158
             Christel Geiss and   
       Céline Labart and   
                    Antti Luoto   Random walk approximation of BSDEs with
                                  Hölder continuous terminal condition  . . 159--190
            Eduard Belitser and   
               Nurzhan Nurushev   Needles and straw in a haystack: Robust
                                  confidence for possibly sparse sequences 191--225
               Stepan Mazur and   
           Dmitry Otryakhin and   
                 Mark Podolskij   Estimation of the linear fractional
                                  stable motion  . . . . . . . . . . . . . 226--252
                 Kay Bogerd and   
              Rui M. Castro and   
          Remco van der Hofstad   Cliques in rank-1 random graphs: The
                                  role of inhomogeneity  . . . . . . . . . 253--285
                Irina Gaynanova   Prediction and estimation consistency of
                                  sparse multi-class penalized optimal
                                  scoring  . . . . . . . . . . . . . . . . 286--322
           Tobias Zwingmann and   
                  Hajo Holzmann   Weak convergence of quantile and
                                  expectile processes under general
                                  assumptions  . . . . . . . . . . . . . . 323--351
           Luca M. Giordano and   
                Maria Jolis and   
   Lluís Quer-Sardanyons   SPDEs with fractional noise in space:
                                  Continuity in law with respect to the
                                  Hurst index  . . . . . . . . . . . . . . 352--386
                    Xiucai Ding   High dimensional deformed rectangular
                                  matrices with applications in matrix
                                  denoising  . . . . . . . . . . . . . . . 387--417
                 Chenlu Shi and   
                     Boxin Tang   Construction results for strong
                                  orthogonal arrays of strength three  . . 418--431
                  Zhuang Ma and   
                    Xiaodong Li   Subspace perspective on canonical
                                  correlation analysis: Dimension
                                  reduction and minimax rates  . . . . . . 432--470
      Konstantinos Fokianos and   
    Bård Stòve and   
       Dag Tjòstheim and   
                   Paul Doukhan   Multivariate count autoregression  . . . 471--499
                    Yi Shen and   
                     Yizao Wang   Operator-scaling Gaussian random fields
                                  via aggregation  . . . . . . . . . . . . 500--530
           Abdelaati Daouia and   
     Stéphane Girard and   
                Gilles Stupfler   Tail expectile process and risk
                                  assessment . . . . . . . . . . . . . . . 531--556
               Eric Beutner and   
             Laurent Bordes and   
                  Laurent Doyen   Consistent semiparametric estimators for
                                  recurrent event times models with
                                  application to virtual age models  . . . 557--586
               Keisuke Yano and   
                     Kengo Kato   On frequentist coverage errors of
                                  Bayesian credible sets in moderately
                                  high dimensions  . . . . . . . . . . . . 616--641
              Alexander Schnurr   The fourth characteristic of a
                                  semimartingale . . . . . . . . . . . . . 642--663
              Mingjie Liang and   
   René L. Schilling and   
                      Jian Wang   A unified approach to coupling SDEs
                                  driven by Lévy noise and some
                                  applications . . . . . . . . . . . . . . 664--693
          Stanislav Minsker and   
                    Xiaohan Wei   Robust modifications of $U$-statistics
                                  and applications to covariance
                                  estimation problems  . . . . . . . . . . 694--727
             Elena Issoglio and   
                Francesco Russo   A Feynman--Kac result via Markov BSDEs
                                  with generalised drivers . . . . . . . . 728--766
                       Jing Lei   Convergence and concentration of
                                  empirical measures under Wasserstein
                                  distance in unbounded functional spaces  767--798

Bernoulli
Volume 26, Number 2, May, 2020

           Richard A. Davis and   
        Mikkel Slot Nielsen and   
                   Victor Rohde   Stochastic differential equations with a
                                  fractionally filtered delay: a
                                  semimartingale model for long-range
                                  dependent processes  . . . . . . . . . . 799--827
                    Nhat Ho and   
            XuanLong Nguyen and   
                  Ya'acov Ritov   Robust estimation of mixing measures in
                                  finite mixture models  . . . . . . . . . 828--857
         Peggy Cénac and   
           Basile de Loynes and   
               Yoann Offret and   
               Arnaud Rousselle   Recurrence of multidimensional
                                  persistent random walks. Fourier and
                                  series criteria  . . . . . . . . . . . . 858--892
                Jie Yen Fan and   
                 Kais Hamza and   
               Peter Jagers and   
                  Fima Klebaner   Convergence of the age structure of
                                  general schemes of population processes  893--926
           Christian Hirsch and   
           Christian Mönch   Distances and large deviations in the
                                  spatial preferential attachment model    927--947
              Gilles Bonnet and   
              Nicolas Chenavier   The maximal degree in a Poisson-Delaunay
                                  graph  . . . . . . . . . . . . . . . . . 948--979
           Leif Döring and   
               Philip Weissmann   Stable processes conditioned to hit an
                                  interval continuously from the outside   980--1015
                Sumit Mukherjee   Degeneracy in sparse ERGMs with
                                  functions of degrees as sufficient
                                  statistics . . . . . . . . . . . . . . . 1016--1043
           Pier Luigi Conti and   
            Daniela Marella and   
             Fulvia Mecatti and   
               Federico Andreis   A unified principled framework for
                                  resampling based on pseudo-populations:
                                  Asymptotic theory  . . . . . . . . . . . 1044--1069
             Ester Mariucci and   
                 Kolyan Ray and   
            Botond Szabó   A Bayesian nonparametric approach to
                                  log-concave density estimation . . . . . 1070--1097
             Giacomo Aletti and   
             Irene Crimaldi and   
              Andrea Ghiglietti   Interacting reinforced stochastic
                                  processes: Statistical inference based
                                  on the weighted empirical means  . . . . 1098--1138
                       Chao Gao   Robust regression via mutivariate
                                  regression depth . . . . . . . . . . . . 1139--1170
          Michael Schweinberger   Consistent structure estimation of
                                  exponential-family random graph models
                                  with block structure . . . . . . . . . . 1205--1233
               Binyan Jiang and   
                  Ziqi Chen and   
                   Chenlei Leng   Dynamic linear discriminant analysis in
                                  high dimensional space . . . . . . . . . 1234--1268
            Emanuele Dolera and   
                 Stefano Favaro   Rates of convergence in de Finetti's
                                  representation theorem, and Hausdorff
                                  moment problem . . . . . . . . . . . . . 1294--1322
                Denis Talay and   
             Milica Tomasevi\'c   A new McKean--Vlasov stochastic
                                  interpretation of the
                                  parabolic-parabolic Keller--Segel model:
                                  The one-dimensional case . . . . . . . . 1323--1353
                  Pasha Tkachov   On stability of traveling wave solutions
                                  for integro-differential equations
                                  related to branching Markov processes    1354--1380
          Ilya Pavlyukevich and   
             Georgiy Shevchenko   Stratonovich stochastic differential
                                  equation with irregular coefficients:
                                  Girsanov's example revisited . . . . . . 1381--1409
              Wensheng Wang and   
                Zhonggen Su and   
                     Yimin Xiao   The moduli of non-differentiability for
                                  Gaussian random fields with stationary
                                  increments . . . . . . . . . . . . . . . 1410--1430
          Giovanni Conforti and   
                  Luigia Ripani   Around the entropic Talagrand inequality 1431--1452
                Martin Kolb and   
                   Mladen Savov   A characterization of the finiteness of
                                  perpetual integrals of Lévy processes . . 1453--1472
                Shuyang Bai and   
                 Murad S. Taqqu   Limit theorems for long-memory flows on
                                  Wiener chaos . . . . . . . . . . . . . . 1473--1503
             Kamran Kalbasi and   
               Thomas Mountford   On the probability distribution of the
                                  local times of diagonally
                                  operator-self-similar Gaussian fields
                                  with stationary increments . . . . . . . 1504--1534
                Amir Najafi and   
    Seyed Abolfazl Motahari and   
                Hamid R. Rabiee   Reliable clustering of Bernoulli mixture
                                  models . . . . . . . . . . . . . . . . . 1535--1559
              Michael Jauch and   
              Peter D. Hoff and   
                David B. Dunson   Random orthogonal matrices and the
                                  Cayley transform . . . . . . . . . . . . 1560--1586
        Arun K. Kuchibhotla and   
                 Rohit K. Patra   Efficient estimation in single index
                                  models through smoothing splines . . . . 1587--1618

Bernoulli
Volume 26, Number 3, August, 2020

               Ivan Nourdin and   
           Giovanni Peccati and   
         Stéphane Seuret   Sojourn time dimensions of fractional
                                  Brownian motion  . . . . . . . . . . . . 1619--1634
         Jason M. Klusowski and   
                      Yihong Wu   Estimating the number of connected
                                  components in a graph via subgraph
                                  sampling . . . . . . . . . . . . . . . . 1635--1664
      David Corlin Marchand and   
                 Ioan Manolescu   Influence of the seed in affine
                                  preferential attachment trees  . . . . . 1665--1705
            Pavel Chigansky and   
           Marina Kleptsyna and   
            Dmytro Marushkevych   On the eigenproblem for Gaussian bridges 1706--1726
           Cristina Butucea and   
            Amandine Dubois and   
               Martin Kroll and   
                 Adrien Saumard   Local differential privacy: Elbow effect
                                  in optimal density estimation and
                                  adaptation over Besov ellipsoids . . . . 1727--1764
                   Xin Bing and   
           Florentina Bunea and   
                 Marten Wegkamp   A fast algorithm with minimax optimal
                                  guarantees for topic models with an
                                  unknown number of topics . . . . . . . . 1765--1796
     Sébastien Gadat and   
Sébastien Gerchinovitz and   
         Clément Marteau   Optimal functional supervised
                                  classification with separation condition 1797--1831
         Galatia Cleanthous and   
   Athanasios G. Georgiadis and   
       Gerard Kerkyacharian and   
           Pencho Petrushev and   
               Dominique Picard   Kernel and wavelet density estimators on
                                  manifolds and more general metric spaces 1832--1862
             Holger Sambale and   
                 Arthur Sinulis   Logarithmic Sobolev inequalities for
                                  finite spin systems and applications . . 1863--1890
               Ulrike Mayer and   
          Henryk Zähle and   
                      Zhou Zhou   Functional weak limit theorem for a
                                  local empirical process of
                                  non-stationary time series and its
                                  application  . . . . . . . . . . . . . . 1891--1911
                 Adam Osekowski   On the best constant in the martingale
                                  version of Fefferman's inequality  . . . 1912--1926
                Tom Alberts and   
         Firas Rassoul-Agha and   
               Mackenzie Simper   Busemann functions and semi-infinite
                                  O'Connell--Yor polymers  . . . . . . . . 1927--1955
          Arnak S. Dalalyan and   
             Lionel Riou-Durand   On sampling from a log-concave density
                                  using kinetic Langevin diffusions  . . . 1956--1988
                 O. Collier and   
               L. Comminges and   
                 A. B. Tsybakov   On estimation of nonsmooth functionals
                                  of sparse normal means . . . . . . . . . 1989--2020
           Adriana Coutinho and   
            Rodrigo Lambert and   
   Jérôme Rousseau   Matching strings in encoded sequences    2021--2050
                Marie Ernst and   
             Gesine Reinert and   
                      Yvik Swan   First-order covariance inequalities via
                                  Stein's method . . . . . . . . . . . . . 2051--2081
              Sarat B. Moka and   
                 Dirk P. Kroese   Perfect sampling for Gibbs point
                                  processes using partial rejection
                                  sampling . . . . . . . . . . . . . . . . 2082--2104
              Akio Fujiwara and   
                Koichi Yamagata   Noncommutative Lebesgue decomposition
                                  and contiguity with applications in
                                  quantum statistics . . . . . . . . . . . 2105--2142
      Javier Cárcamo and   
             Antonio Cuevas and   
  Luis-Alberto Rodríguez   Directional differentiability for
                                  supremum-type functionals: Statistical
                                  applications . . . . . . . . . . . . . . 2143--2175
                 Peter Bank and   
                   Yan Dolinsky   Scaling limits for super-replication
                                  with transient price impact  . . . . . . 2176--2201
            Anton Thalmaier and   
                 James Thompson   Exponential integrability and exit times
                                  of diffusions on sub-Riemannian and
                                  metric measure spaces  . . . . . . . . . 2202--2225
Sreenivasa Rao Jammalamadaka and   
            Simos Meintanis and   
               Thomas Verdebout   On Sobolev tests of uniformity on the
                                  circle with an extension to the sphere   2226--2252
        Gábor Lugosi and   
           Shahar Mendelson and   
            Nikita Zhivotovskiy   Concentration of the spectral norm of
                                  Erd\Hos--Rényi random graphs  . . . . . . 2253--2274
              Takashi Owada and   
                 Omer Bobrowski   Convergence of persistence diagrams for
                                  topological crackle  . . . . . . . . . . 2275--2310
            Pavel Zorin-Kranich   Weighted Lépingle inequality  . . . . . . 2311--2318
                  Xiao Fang and   
                     Li Luo and   
                    Qi-Man Shao   A refined Cramér-type moderate deviation
                                  for sums of local statistics . . . . . . 2319--2352
                    Bo Ning and   
            Seonghyun Jeong and   
               Subhashis Ghosal   Bayesian linear regression for
                                  multivariate responses under group
                                  sparsity . . . . . . . . . . . . . . . . 2353--2382
             Piotr Kokoszka and   
        Neda Mohammadi Jouzdani   Frequency domain theory for functional
                                  time series: Variance decomposition and
                                  an invariance principle  . . . . . . . . 2383--2399
             Jong Yun Hwang and   
                 Ji Oon Lee and   
                   Wooseok Yang   Local law and Tracy--Widom limit for
                                  sparse stochastic block models . . . . . 2400--2435

Bernoulli
Volume 26, Number 4, November, 2020

           Matthew Van Hala and   
       Soutir Bandyopadhyay and   
        Soumendra N. Lahiri and   
              Daniel J. Nordman   A general frequency domain method for
                                  assessing spatial covariance structures  2463--2487
         Victor-Emmanuel Brunel   Deviation inequalities for random
                                  polytopes in arbitrary convex bodies . . 2488--2502
              Mathias Drton and   
               Elina Robeva and   
                     Luca Weihs   Nested covariance determinants and
                                  restricted trek separation in Gaussian
                                  graphical models . . . . . . . . . . . . 2503--2540
                  Haoran Li and   
              Alexander Aue and   
                  Debashis Paul   High-dimensional general linear
                                  hypothesis tests via non-linear spectral
                                  shrinkage  . . . . . . . . . . . . . . . 2541--2571
             Filip Lindskog and   
          Abhishek Pal Majumder   Exact long time behavior of some regime
                                  switching stochastic processes . . . . . 2572--2604
                  Zheng Gao and   
                  Stilian Stoev   Fundamental limits of exact support
                                  recovery in high dimensions  . . . . . . 2605--2638
           Anatoli Juditsky and   
              Arkadi Nemirovski   Estimating linear and quadratic forms
                                  via indirect observations  . . . . . . . 2639--2669
                Roland Diel and   
           Sylvain Le Corff and   
               Matthieu Lerasle   Learning the distribution of latent
                                  variables in paired comparison models
                                  with round-robin scheduling  . . . . . . 2670--2698
                  Jian Song and   
              Xiaoming Song and   
                     Fangjun Xu   Fractional stochastic wave equation
                                  driven by a Gaussian noise rough in
                                  space  . . . . . . . . . . . . . . . . . 2699--2726
             Patric Bonnier and   
              Harald Oberhauser   Signature cumulants, ordered partitions,
                                  and independence of stochastic processes 2727--2757
             Herold Dehling and   
              Muneya Matsui and   
             Thomas Mikosch and   
      Gennady Samorodnitsky and   
                 Laleh Tafakori   Distance covariance for discretized
                                  stochastic processes . . . . . . . . . . 2758--2789
              Hajo Holzmann and   
              Alexander Meister   Rate-optimal nonparametric estimation
                                  for random coefficient regression models 2790--2814
                   Yue Zhao and   
            Ir\`ene Gijbels and   
            Ingrid Van Keilegom   Inference for semiparametric Gaussian
                                  copula model adjusted for linear
                                  regression using residual ranks  . . . . 2815--2846
                       Luo Xiao   Asymptotic properties of penalized
                                  splines for functional data  . . . . . . 2847--2875
                 Lionel Truquet   A perturbation analysis of Markov chains
                                  models with time-varying parameters  . . 2876--2906
                 Viktor Todorov   Testing and inference for fixed times of
                                  discontinuity in semimartingales . . . . 2907--2948
          Alexandre Richard and   
       Etienne Tanré and   
                 Soledad Torres   Penalisation techniques for
                                  one-dimensional reflected rough
                                  differential equations . . . . . . . . . 2949--2986
           Davy Paindaveine and   
                Julien Remy and   
               Thomas Verdebout   Sign tests for weak principal directions 2987--3016
   Claire Brécheteau and   
         Clément Levrard   A $k$-points-based distance for robust
                                  geometric inference  . . . . . . . . . . 3017--3050
  Jan-Christian Hütter and   
                  Cheng Mao and   
          Philippe Rigollet and   
                   Elina Robeva   Estimation of Monge matrices . . . . . . 3051--3080
              Anna Paola Todino   Nodal lengths in shrinking domains for
                                  random eigenfunctions on . . . . . . . . 3081--3110
           Olga Lopusanschi and   
                   Damien Simon   Area anomaly in the rough path Brownian
                                  scaling limit of hidden Markov walks . . 3111--3138
                Roman Vershynin   Concentration inequalities for random
                                  tensors  . . . . . . . . . . . . . . . . 3139--3162
              Sami Umut Can and   
         John H. J. Einmahl and   
             Roger J. A. Laeven   Goodness-of-fit testing for copulas: a
                                  distribution-free approach . . . . . . . 3163--3190
             Tomasz Grzywny and   
             Karol Szczypkowski   Lévy processes: Concentration function
                                  and heat kernel bounds . . . . . . . . . 3191--3223
                 Shogo Kato and   
                Peter McCullagh   Some properties of a Cauchy family on
                                  the sphere derived from the Möbius
                                  transformations  . . . . . . . . . . . . 3224--3248
                 Lionel Truquet   Coupling and perturbation techniques for
                                  categorical time series  . . . . . . . . 3249--3279
            Farida Enikeeva and   
                  Axel Munk and   
            Markus Pohlmann and   
                   Frank Werner   Bump detection in the presence of
                                  dependency: Does it ease or does it
                                  load?  . . . . . . . . . . . . . . . . . 3280--3310
                      Anonymous   Table of Contents  . . . . . . . . . . . ??


Bernoulli
Volume 27, Number 1, February, 2021

               M. Barkhagen and   
                 N. H. Chau and   
         É. Moulines and   
          M. Rásonyi and   
                 S. Sabanis and   
                       Y. Zhang   On stochastic gradient Langevin dynamics
                                  with dependent data streams in the
                                  logconcave case  . . . . . . . . . . . . 1--33
         Alexander Marynych and   
                 Ilya Molchanov   Sieving random iterative function
                                  systems  . . . . . . . . . . . . . . . . 34--65
               Pierre C. Bellec   Adaptive confidence sets in shape
                                  restricted regression  . . . . . . . . . 66--92
                Qizhao Chen and   
          Christina Goldschmidt   Parking on a random rooted plane tree    93--106
Sévérien Nkurunziza   Inference problem in generalized
                                  fractional Ornstein--Uhlenbeck processes
                                  with change-point  . . . . . . . . . . . 107--134
              Eliana Duarte and   
         Orlando Marigliano and   
                Bernd Sturmfels   Discrete statistical models with
                                  rational maximum likelihood estimator    135--154
                     Wanli Qiao   Nonparametric estimation of surface
                                  integrals on level sets  . . . . . . . . 155--191
     Arun Kumar Kuchibhotla and   
          Somabha Mukherjee and   
            Debapratim Banerjee   High-dimensional CLT: Improvements,
                                  non-uniform extensions and large
                                  deviations . . . . . . . . . . . . . . . 192--217
               Mogens Bladt and   
               Marcin Mider and   
        Michael Sòrensen   Corrigendum to ``Simple simulation of
                                  diffusion bridges with application to
                                  likelihood inference for diffusions''    218--220
                 Fuqing Gao and   
                  Lingjiong Zhu   Precise deviations for Hawkes processes  221--248
Jacobo de Uña-Álvarez and   
            Ingrid Van Keilegom   Efron--Petrosian integrals for doubly
                                  truncated data with covariates: An
                                  asymptotic analysis  . . . . . . . . . . 249--273
               Dandan Jiang and   
                    Zhidong Bai   Generalized four moment theorem and an
                                  application to CLT for spiked
                                  eigenvalues of high-dimensional
                                  covariance matrices  . . . . . . . . . . 274--294
           Mohammud Foondun and   
                Eulalia Nualart   The Osgood condition for stochastic
                                  partial differential equations . . . . . 295--311
             Mireille Bossy and   
 Jean-François Jabir and   
        Kerlyns Martínez   On the weak convergence rate of an
                                  exponential Euler scheme for SDEs
                                  governed by coefficients with
                                  superlinear growth . . . . . . . . . . . 312--347
              Petra Lazi\'c and   
               Nikola Sandri\'c   On sub-geometric ergodicity of diffusion
                                  processes  . . . . . . . . . . . . . . . 348--380
     Raanju R. Sundararajan and   
             Vladas Pipiras and   
              Mohsen Pourahmadi   Stationary subspace analysis of
                                  nonstationary covariance processes:
                                  Eigenstructure description and testing   381--418
                      Ilmun Kim   Comparing a large number of multivariate
                                  distributions  . . . . . . . . . . . . . 419--441
           Louis H. Y. Chen and   
                Martin Raic and   
         Lê V\uan Th\`anh   On the error bound in the normal
                                  approximation for Jack measures  . . . . 442--468
             Anne van Delft and   
                   Holger Dette   A similarity measure for second order
                                  properties of non-stationary functional
                                  time series with applications to
                                  clustering and testing . . . . . . . . . 469--501
                      Yuki Ueda   Max-convolution semigroups and extreme
                                  values in limit theorems for the free
                                  multiplicative convolution . . . . . . . 502--531
            Geoffrey Wolfer and   
              Aryeh Kontorovich   Statistical estimation of ergodic Markov
                                  chain kernel over discrete state space   532--553
                 Daren Wang and   
                      Yi Yu and   
             Alessandro Rinaldo   Optimal covariance change point
                                  localization in high dimensions  . . . . 554--575
              Paolo Guasoni and   
        Eberhard Mayerhofer and   
                 Mingchuan Zhao   Minimal $ {\cal L}^p $-densities with
                                  prescribed marginals . . . . . . . . . . 576--585
               Xiaohui Chen and   
                       Yun Yang   Hanson--Wright inequality in Hilbert
                                  spaces with application to $K$-means
                                  clustering for non-Euclidean data  . . . 586--614
               Rongfeng Sun and   
               Jan M. Swart and   
                    Jinjiong Yu   An invariance principle for biased voter
                                  model interfaces . . . . . . . . . . . . 615--636
                   Yabo Niu and   
               Debdeep Pati and   
                Bani K. Mallick   Bayesian graph selection consistency
                                  under model misspecification . . . . . . 637--672
             Stanislav Nagy and   
              Sami Helander and   
          Germain Van Bever and   
           Lauri Viitasaari and   
               Pauliina Ilmonen   Flexible integrated functional depths    673--701
             Patrizia Berti and   
           Emanuela Dreassi and   
              Luca Pratelli and   
                    Pietro Rigo   A class of models for Bayesian
                                  predictive inference . . . . . . . . . . 702--726
                      Anonymous   Table of Contents  . . . . . . . . . . . ??

Bernoulli
Volume 27, Number 2, May, 2021

       Alexandra Carpentier and   
               Nicolas Verzelen   Optimal sparsity testing in linear
                                  regression model . . . . . . . . . . . . 727--750
                Ivan Gentil and   
                 Simon Zugmeyer   A family of Beckner inequalities under
                                  various curvature-dimension conditions   751--771
     Victor-Emmanuel Brunel and   
         Jason M. Klusowski and   
                      Dana Yang   Estimation of convex supports from noisy
                                  measurements . . . . . . . . . . . . . . 772--793
                     Sen Na and   
                   Mladen Kolar   High-dimensional index volatility models
                                  via Stein's identity . . . . . . . . . . 794--817
          Lutz Dümbgen and   
        Richard J. Samworth and   
                 Jon A. Wellner   Bounding distributional errors via
                                  density ratios . . . . . . . . . . . . . 818--852
                 Peter Grandits   Asymptotics of the hitting probability
                                  for a small sphere and a two dimensional
                                  Brownian motion with discontinuous
                                  anisotropic drift  . . . . . . . . . . . 853--865
                  Chen Wang and   
                Saisai Yang and   
                  Tusheng Zhang   Reflected Brownian motion with singular
                                  drift  . . . . . . . . . . . . . . . . . 866--898
            Philippe Briand and   
             Christel Geiss and   
               Stefan Geiss and   
           Céline Labart   Donsker-type theorem for BSDEs: Rate of
                                  convergence  . . . . . . . . . . . . . . 899--929
                Puying Zhao and   
                   Lei Wang and   
                       Jun Shao   Sufficient dimension reduction and
                                  instrument search for data with
                                  nonignorable nonresponse . . . . . . . . 930--945
                     Wanli Qiao   Asymptotic confidence regions for
                                  density ridges . . . . . . . . . . . . . 946--975
           Boualem Djehiche and   
             Othmane Mazhar and   
              Cristian R. Rojas   Finite impulse response models: a
                                  non-asymptotic analysis of the least
                                  squares estimator  . . . . . . . . . . . 976--1000
             Michael Kupper and   
      José Miguel Zapata   Large deviations built on max-stability  1001--1027
            Adam Jakubowski and   
              Igor Rodionov and   
          Natalia Soja-Kukie\la   Directional phantom distribution
                                  functions for stationary random fields   1028--1056
                  Yiting Li and   
                    Yuanyuan Xu   On fluctuations of global and mesoscopic
                                  linear statistics of generalized Wigner
                                  matrices . . . . . . . . . . . . . . . . 1057--1076
           Solesne Bourguin and   
      Charles-Philippe Diez and   
               Ciprian A. Tudor   Limiting behavior of large correlated
                                  Wishart matrices with chaotic entries    1077--1102
        Anirvan Chakraborty and   
            Victor M. Panaretos   Functional registration and local
                                  variations: Identifiability, rank, and
                                  tuning . . . . . . . . . . . . . . . . . 1103--1130
       Michael Röckner and   
                  Xicheng Zhang   Well-posedness of distribution dependent
                                  SDEs with singular drifts  . . . . . . . 1131--1158
                 Kay Bogerd and   
              Rui M. Castro and   
      Remco van der Hofstad and   
               Nicolas Verzelen   Detecting a planted community in an
                                  inhomogeneous random graph . . . . . . . 1159--1188
                Changbo Zhu and   
                  Xiaofeng Shao   Interpoint distance based two sample
                                  tests in high dimension  . . . . . . . . 1189--1211
               Keisuke Yano and   
               Ryoya Kaneko and   
                Fumiyasu Komaki   Minimax predictive density for sparse
                                  count data . . . . . . . . . . . . . . . 1212--1238
               Holger Drees and   
              Sebastian Neblung   Asymptotics for sliding blocks
                                  estimators of rare events  . . . . . . . 1239--1269
                  Aihua Fan and   
               Davit Karagulyan   On $ \mu $-Dvoretzky random covering of
                                  the circle . . . . . . . . . . . . . . . 1270--1290
     Clément Foucart and   
                 Pei-Sen Li and   
                   Xiaowen Zhou   Time-changed spectrally positive Lévy
                                  processes started from infinity  . . . . 1291--1318
             Thomas Mikosch and   
                  Igor Rodionov   Precise large deviations for dependent
                                  subexponential variables . . . . . . . . 1319--1347
           Timothy B. Armstrong   Adaptation bounds for confidence bands
                                  under self-similarity  . . . . . . . . . 1348--1370
               Bojan Basrak and   
              Hrvoje Planini\'c   Compound Poisson approximation for
                                  regularly varying fields with
                                  application to sequence alignment  . . . 1371--1408
            Carsten Jentsch and   
                   Rafa\l Kulik   Bootstrapping Hill estimator and tail
                                  array sums for regularly varying time
                                  series . . . . . . . . . . . . . . . . . 1409--1439
                      Anonymous   Table of Contents  . . . . . . . . . . . ??

Bernoulli
Volume 27, Number 3, August, 2021

               Jonas Krampe and   
          Jens-Peter Kreiss and   
         Efstathios Paparoditis   Bootstrap based inference for sparse
                                  high-dimensional time series models  . . 1441--1466
                Michael Law and   
                  Ya'acov Ritov   Inference without compatibility: Using
                                  exponential weighting for inference on a
                                  parameter of a linear model  . . . . . . 1467--1495
              Richard C. Kraaij   Flux large deviations of weakly
                                  interacting jump processes via
                                  well-posedness of an associated
                                  Hamilton--Jacobi equation  . . . . . . . 1496--1528
                Volker Betz and   
      Julian Mühlbauer and   
         Helge Schäfer and   
                  Dirk Zeindler   Precise asymptotics of longest cycles in
                                  random permutations without macroscopic
                                  cycles . . . . . . . . . . . . . . . . . 1529--1555
                   E. Cator and   
                         H. Don   Explicit bounds for critical infection
                                  rates and expected extinction times of
                                  the contact process on finite random
                                  graphs . . . . . . . . . . . . . . . . . 1556--1582
              Eduardo Abi Jaber   Weak existence and uniqueness for affine
                                  stochastic Volterra equations with . . . 1583--1615
            Sergios Agapiou and   
            Masoumeh Dashti and   
                    Tapio Helin   Rates of contraction of posterior
                                  distributions based on p -exponential
                                  priors . . . . . . . . . . . . . . . . . 1616--1642
Natalia Cardona-Tobón and   
                   Sandra Palau   Yaglom's limit for critical
                                  Galton--Watson processes in varying
                                  environment: a probabilistic approach    1643--1665
          Alexander Kreiß   Correlation bounds, mixing and m
                                  -dependence under random time-varying
                                  network distances with an application to
                                  Cox-processes  . . . . . . . . . . . . . 1666--1694
                 Johannes Krebs   On the law of the iterated logarithm and
                                  strong invariance principles in
                                  stochastic geometry  . . . . . . . . . . 1695--1723
                   De Huang and   
                  Joel A. Tropp   From Poincaré inequalities to nonlinear
                                  matrix concentration . . . . . . . . . . 1724--1744
         Luiz Renato Fontes and   
        Pablo Almeida Gomes and   
                   Remy Sanchis   Contact process under heavy-tailed
                                  renewals on finite graphs  . . . . . . . 1745--1763
            Valentin Garino and   
               Ivan Nourdin and   
              David Nualart and   
                  Majid Salamat   Limit theorems for integral functionals
                                  of Hermite-driven processes  . . . . . . 1764--1788
         Yevgeniy Kovchegov and   
                  Ilya Zaliapin   Invariance and attraction properties of
                                  Galton--Watson trees . . . . . . . . . . 1789--1823
            Benjamin Bobbia and   
      Clément Dombry and   
                   Davit Varron   The coupling method in extreme value
                                  theory . . . . . . . . . . . . . . . . . 1824--1850
           Alexander Gnedin and   
            Amirlan Seksenbayev   Asymptotics and renewal approximation in
                                  the online selection of increasing
                                  subsequence  . . . . . . . . . . . . . . 1851--1869
           Jacek Jakubowski and   
          Maciej Wi\'sniewolski   A convolution formula for the local time
                                  of an Itô diffusion reflecting at 0 and a
                                  generalized Stroock-Williams equation    1870--1898
             Wai-Tong Louis Fan   Stochastic PDEs on graphs as scaling
                                  limits of discrete interacting systems   1899--1941
                   Yi-An Ma and   
       Niladri S. Chatterji and   
                Xiang Cheng and   
         Nicolas Flammarion and   
          Peter L. Bartlett and   
              Michael I. Jordan   Is there an analog of Nesterov
                                  acceleration for gradient-based MCMC?    1942--1992
           Jonas R. Brehmer and   
               Tilmann Gneiting   Scoring interval forecasts:
                                  Equal-tailed, shortest, and modal
                                  interval . . . . . . . . . . . . . . . . 1993--2010
         Peggy Cénac and   
           Brigitte Chauvin and   
         Camille Noûs and   
Frédéric Paccaut and   
               Nicolas Pouyanne   Variable Length Memory Chains:
                                  Characterization of stationary
                                  probability measures . . . . . . . . . . 2011--2039
              Lu-Jing Huang and   
           Mateusz B. Majka and   
                      Jian Wang   Approximation of heavy-tailed
                                  distributions via stable-driven SDEs . . 2040--2068
              Yury A. Kutoyants   On multi-step estimation of delay for
                                  SDE  . . . . . . . . . . . . . . . . . . 2069--2090
         Federica Nicolussi and   
                Manuela Cazzaro   Context-specific independencies in
                                  stratified chain regression graphical
                                  models . . . . . . . . . . . . . . . . . 2091--2116
           Zakhar Kabluchko and   
             Joscha Prochno and   
           Christoph Thäle   A new look at random projections of the
                                  cube and general product measures  . . . 2117--2138
                 Sohail Bahmani   Nearly optimal robust mean estimation
                                  via empirical characteristic function    2139--2158
                      Anonymous   Table of Contents  . . . . . . . . . . . ??

Bernoulli
Volume 27, Number 4, November, 2021

                Aritra Guha and   
                    Nhat Ho and   
                XuanLong Nguyen   On posterior contraction of parameters
                                  and interpretability in Bayesian mixture
                                  modeling . . . . . . . . . . . . . . . . 2159--2188
            Sladana Babi\'c and   
          Laetitia Gelbgras and   
                Marc Hallin and   
                 Christophe Ley   Optimal tests for elliptical symmetry:
                                  Specified and unspecified location . . . 2189--2216
            Thimo M. Kasper and   
            Sebastian Fuchs and   
            Wolfgang Trutschnig   On weak conditional convergence of
                                  bivariate Archimedean and Extreme Value
                                  copulas, and consequences to
                                  nonparametric estimation . . . . . . . . 2217--2240
               Stephen Page and   
  Steffen Grünewälder   The Goldenshluger--Lepski method for
                                  constrained least-squares estimators
                                  over RKHSs . . . . . . . . . . . . . . . 2241--2266
              Ilja Klebanov and   
         Björn Sprungk and   
                 T. J. Sullivan   The linear conditional expectation in
                                  Hilbert space  . . . . . . . . . . . . . 2267--2299
              Hongxiang Qiu and   
               Alex Luedtke and   
                   Marco Carone   Universal sieve-based strategies for
                                  efficient estimation using machine
                                  learning tools . . . . . . . . . . . . . 2300--2336
               Dandan Jiang and   
                    Zhidong Bai   Partial generalized four moment theorem
                                  revisited  . . . . . . . . . . . . . . . 2337--2352
          Gábor Pete and   
Ádám Timár   Finite-energy infinite clusters without
                                  anchored expansion . . . . . . . . . . . 2353--2361
             Nathalie Krell and   
       Émeline Schmisser   Nonparametric estimation of jump rates
                                  for a specific class of piecewise
                                  deterministic Markov processes . . . . . 2362--2388
             Evgenii Chzhen and   
           Christophe Denis and   
                 Mohamed Hebiri   Minimax semi-supervised set-valued
                                  approach to multi-class classification   2389--2412
Jorge González Cázares and   
              Jevgenijs Ivanovs   Recovering Brownian and jump parts from
                                  high-frequency observations of a Lévy
                                  process  . . . . . . . . . . . . . . . . 2413--2436
         Rina Foygel Barber and   
            Richard J. Samworth   Local continuity of log-concave
                                  projection, with applications to
                                  estimation under model misspecification  2437--2472
           Ghurumuruhan Ganesan   Minimum spanning trees of random
                                  geometric graphs with location dependent
                                  weights  . . . . . . . . . . . . . . . . 2473--2493
     Theerawat Bhudisaksang and   
           Álvaro Cartea   Online drift estimation for
                                  jump-diffusion processes . . . . . . . . 2494--2518
            Rohit Chaudhuri and   
               Vishesh Jain and   
               Natesh S. Pillai   Universality and least singular values
                                  of random matrix products: a simplified
                                  approach . . . . . . . . . . . . . . . . 2519--2531
                  Ning Ning and   
          Edward L. Ionides and   
                  Ya'acov Ritov   Scalable Monte Carlo inference and
                                  rescaled local asymptotic normality  . . 2532--2555
                 Dewei Wang and   
                  Chuan-Fa Tang   Testing against uniform stochastic
                                  ordering with paired observations  . . . 2556--2563
             Michael Kohler and   
                   Adam Krzyzak   Over-parametrized deep neural networks
                                  minimizing the empirical risk do not
                                  generalize well  . . . . . . . . . . . . 2564--2597
                    Bence Borda   Equidistribution of random walks on
                                  compact groups II. The Wasserstein
                                  metric . . . . . . . . . . . . . . . . . 2598--2623
          Ales Cerný and   
                   Johannes Ruf   Pure-jump semimartingales  . . . . . . . 2624--2648
        Céline Duval and   
                 Ester Mariucci   Spectral-free estimation of Lévy
                                  densities in high-frequency regime . . . 2649--2674
           Christophe Denis and   
       Charlotte Dion-Blanc and   
                Miguel Martinez   A ridge estimator of the drift from
                                  discrete repeated observations of the
                                  solution of a stochastic differential
                                  equation . . . . . . . . . . . . . . . . 2675--2713
               Randolf Altmeyer   Approximation of occupation time
                                  functionals  . . . . . . . . . . . . . . 2714--2739
              Jinwoong Kwak and   
                 Ji Oon Lee and   
                    Jaewhi Park   Extremal eigenvalues of sample
                                  covariance matrices with general
                                  population . . . . . . . . . . . . . . . 2740--2765
                         Wei Xu   Asymptotic results for heavy-tailed Lévy
                                  processes and their exponential
                                  functionals  . . . . . . . . . . . . . . 2766--2803
               Xiao-Yang Li and   
               Zhi-Sheng Ye and   
                Cheng Yong Tang   Estimating the inter-occurrence time
                                  distribution from superposed renewal
                                  processes  . . . . . . . . . . . . . . . 2804--2826
                      Anonymous   Table of Contents  . . . . . . . . . . . ??


Bernoulli
Volume 28, Number 1, February, 2022

    Ricardo Carrizo Vergara and   
               Denis Allard and   
               Nicolas Desassis   A general framework for SPDE-based
                                  stationary random fields . . . . . . . . 1--32
          Peter Braunsteins and   
          Sophie Hautphenne and   
                 Carmen Minuesa   Parameter estimation in branching
                                  processes with almost sure extinction    33--63
           Michel Bonnefont and   
          Aldéric Joulin   A note on eigenvalues estimates for
                                  one-dimensional diffusion operators  . . 64--86
                     Qiyang Han   Multiplier $U$-processes: Sharp bounds
                                  and applications . . . . . . . . . . . . 87--124
                Xavier Erny and   
        Eva Löcherbach and   
               Dasha Loukianova   Mean field limits for interacting Hawkes
                                  processes in a diffusive regime  . . . . 125--149
           Giulio Iacobelli and   
            Rodrigo Ribeiro and   
               Glauco Valle and   
        Leonel Zuaznábar   Tree builder random walk: Recurrence,
                                  transience and ballisticity  . . . . . . 150--180
Badr-Eddine Chérief-Abdellatif and   
                 Pierre Alquier   Finite sample properties of parametric
                                  MMD estimation: Robustness to
                                  misspecification and dependence  . . . . 181--213
                 Kunwoo Kim and   
                      Jaeyun Yi   Limit theorems for time-dependent
                                  averages of nonlinear stochastic heat
                                  equations  . . . . . . . . . . . . . . . 214--238
               Benjamin Eltzner   Geometrical smeariness - a new
                                  phenomenon of Fréchet means . . . . . . . 239--254
             Pablo Groisman and   
        Matthieu Jonckheere and   
               Facundo Sapienza   Nonhomogeneous Euclidean first-passage
                                  percolation and distance learning  . . . 255--276
                  Cheuk Yin Lee   The Hausdorff measure of the range and
                                  level sets of Gaussian random fields
                                  with sectorial local nondeterminism  . . 277--306
               Masahito Hayashi   Information geometry approach to
                                  parameter estimation in hidden Markov
                                  model  . . . . . . . . . . . . . . . . . 307--342
                Xiaobin Sun and   
                Longjie Xie and   
                   Yingchao Xie   Strong and weak convergence rates for
                                  slow-fast stochastic differential
                                  equations driven by $ \alpha $-stable
                                  process  . . . . . . . . . . . . . . . . 343--369
       J. Backhoff-Veraguas and   
                      G. Pammer   Applications of weak transport theory    370--394
             Karim Benhenni and   
           Didier A. Girard and   
                  Sana Louhichi   On bandwidth selection problems in
                                  nonparametric trend estimation under
                                  martingale difference errors . . . . . . 395--423
             Rancy El Nmeir and   
             Harald Luschgy and   
                 Gilles Pag\`es   New approach to greedy vector
                                  quantization . . . . . . . . . . . . . . 424--452
       Nathawut Phandoidaen and   
                 Stefan Richter   Empirical process theory for locally
                                  stationary processes . . . . . . . . . . 453--480
               Andrea Cosso and   
                Francesco Russo   Crandall-Lions viscosity solutions for
                                  path-dependent PDEs: The case of heat
                                  equation . . . . . . . . . . . . . . . . 481--503
         Christophe Gaillac and   
                   Eric Gautier   Adaptive estimation in the linear random
                                  coefficients model when regressors have
                                  limited variation  . . . . . . . . . . . 504--524
               Hongyuan Cao and   
                    Wei Biao Wu   Testing and estimation for clustered
                                  signals  . . . . . . . . . . . . . . . . 525--547
           Christian Francq and   
         Jean-Michel Zako\"\ian   Adaptiveness of the empirical
                                  distribution of residuals in
                                  semi-parametric conditional location
                                  scale models . . . . . . . . . . . . . . 548--578
            Joseph Lam-Weil and   
    Béatrice Laurent and   
             Jean-Michel Loubes   Minimax optimal goodness-of-fit testing
                                  for densities and multinomials under a
                                  local differential privacy constraint    579--600
                Irina Gaynanova   Erratum for Prediction and estimation
                                  consistency of sparse multi-class
                                  penalized optimal scoring  . . . . . . . 601--605
                 Weiming Li and   
                Qinwen Wang and   
               Jianfeng Yao and   
                      Wang Zhou   On eigenvalues of a high-dimensional
                                  spatial-sign covariance matrix . . . . . 606--637
                John W. Lau and   
                  Edward Cripps   Thinned completely random measures with
                                  applications in competing risks models   638--662
               Paul Doukhan and   
                Anne Leucht and   
             Michael H. Neumann   Mixing properties of non-stationary  . . 663--688
                Dane Rogers and   
                Matthias Winkel   A Ray--Knight representation of up-down
                                  Chinese restaurants  . . . . . . . . . . 689--712
                      Anonymous   Table of Contents  . . . . . . . . . . . ??

Bernoulli
Volume 28, Number 2, May, 2022

           Pierre C. Bellec and   
                  Cun-Hui Zhang   De-biasing the lasso with
                                  degrees-of-freedom adjustment  . . . . . 713--743
                 Yiren Wang and   
            Dimitris N. Politis   Model-free bootstrap for a general class
                                  of stationary time series  . . . . . . . 744--770
          Myl\`ene Ma\"\ida and   
            Tien Dat Nguyen and   
        Thanh Mai Pham Ngoc and   
          Vincent Rivoirard and   
                  Viet Chi Tran   Statistical deconvolution of the free
                                  Fokker--Planck equation at fixed time    771--802
             Daniel Gaigall and   
         Julian Gerstenberg and   
               Thi Thu Ha Trinh   Empirical process of concomitants for
                                  partly categorial data and applications
                                  in statistics  . . . . . . . . . . . . . 803--829
          Benjamin Jourdain and   
             William Margheriti   Martingale Wasserstein inequality for
                                  probability measures in the convex order 830--858
                   Qian Qin and   
                 Galin L. Jones   Convergence rates of two-component MCMC
                                  samplers . . . . . . . . . . . . . . . . 859--885
               Johannes Alt and   
             Torben Krüger   Local elliptic law . . . . . . . . . . . 886--909
            Bertrand Michel and   
                   Anthony Nouy   Learning with tree tensor networks:
                                  Complexity estimates and model selection 910--936
                  Jianya Lu and   
                 Yuzhen Tan and   
                        Lihu Xu   Central limit theorem and
                                  self-normalized Cramér-type moderate
                                  deviation for Euler--Maruyama scheme . . 937--964
               Davy Paindaveine   On the measure of anchored Gaussian
                                  simplices, with applications to
                                  multivariate medians . . . . . . . . . . 965--996
                   Xin Bing and   
           Florentina Bunea and   
                 Marten Wegkamp   Inference in latent factor regression
                                  with clusterable features  . . . . . . . 997--1020
           Simone A. Padoan and   
                Gilles Stupfler   Joint inference on extreme expectiles
                                  for multivariate heavy-tailed
                                  distributions  . . . . . . . . . . . . . 1021--1048
                  Minh Tang and   
                Joshua Cape and   
                Carey E. Priebe   Asymptotically efficient estimators for
                                  stochastic blockmodels: The naive MLE,
                                  the rank-constrained MLE, and the
                                  spectral estimator . . . . . . . . . . . 1049--1073
       Niladri S. Chatterji and   
          Peter L. Bartlett and   
                 Philip M. Long   Oracle lower bounds for stochastic
                                  gradient sampling algorithms . . . . . . 1074--1092
        Moumita Chakraborty and   
               Subhashis Ghosal   Rates and coverage for monotone
                                  densities using projection-posterior . . 1093--1119
    Alexander Goldenshluger and   
                 Oleg V. Lepski   Minimax estimation of norms of a
                                  probability density: I. Lower bounds . . 1120--1154
    Alexander Goldenshluger and   
                 Oleg V. Lepski   Minimax estimation of norms of a
                                  probability density: II. Rate-optimal
                                  estimation procedures  . . . . . . . . . 1155--1178
            Joseph Lam-Weil and   
       Alexandra Carpentier and   
       Bharath K. Sriperumbudur   Local minimax rates for closeness
                                  testing of discrete distributions  . . . 1179--1197
             Kasra Alishahi and   
                 Milad Barzegar   Paving property for real stable
                                  polynomials and strongly Rayleigh
                                  processes  . . . . . . . . . . . . . . . 1198--1223
                Lyuou Zhang and   
                   Wen Zhou and   
                    Haonan Wang   Non-asymptotic properties of spectral
                                  decomposition of large Gram-type
                                  matrices and applications  . . . . . . . 1224--1249
                 Daisuke Kurisu   Nonparametric regression for locally
                                  stationary random fields under
                                  stochastic sampling design . . . . . . . 1250--1275
               David Berger and   
              Alexander Lindner   A Cramér--Wold device for infinite
                                  divisibility of $ \mathbb {Z}^d $-valued
                                  distributions  . . . . . . . . . . . . . 1276--1283
                Zacharie Naulet   Adaptive Bayesian density estimation in
                                  sup-norm . . . . . . . . . . . . . . . . 1284--1308
                Anita Behme and   
              Apostolos Sideris   Markov-modulated generalized
                                  Ornstein--Uhlenbeck processes and an
                                  application in risk theory . . . . . . . 1309--1339
        Chiara Franceschini and   
Patrícia Gonçalves and   
                   Federico Sau   Symmetric inclusion process with slow
                                  boundary: Hydrodynamics and hydrostatics 1340--1381
           Denis Belomestny and   
             Leonid Iosipoi and   
              Quentin Paris and   
            Nikita Zhivotovskiy   Empirical variance minimization with
                                  applications in variance reduction and
                                  optimal control  . . . . . . . . . . . . 1382--1407
         Götz Kersting and   
                 Carmen Minuesa   Defective Galton--Watson processes in a
                                  varying environment  . . . . . . . . . . 1408--1431
     Marcelo Hilário and   
               Daniel Ungaretti   A note on the phase transition for
                                  independent alignment percolation  . . . 1432--1447
          Alexander Nazarov and   
                  Yakov Nikitin   Spectral equivalence of Gaussian random
                                  functions: Operator approach . . . . . . 1448--1460
                Sergiu Hart and   
                   Yosef Rinott   Posterior probabilities:
                                  Nonmonotonicity, asymptotic rates,
                                  log-concavity, and Turán's inequality . . 1461--1490
                 Clayton Barnes   Convergence of jump processes with
                                  stochastic intensity to Brownian motion
                                  with inert drift . . . . . . . . . . . . 1491--1518
                      Anonymous   Table of Contents  . . . . . . . . . . . ??

Bernoulli
Volume 28, Number 3, August, 2022

             Olivier Ledoit and   
                   Michael Wolf   Quadratic shrinkage for large covariance
                                  matrices . . . . . . . . . . . . . . . . 1519--1547
                Qi-Man Shao and   
                Zhuo-Song Zhang   Berry--Esseen bounds for multivariate
                                  nonlinear statistics with applications
                                  to M-estimators and stochastic gradient
                                  descent algorithms . . . . . . . . . . . 1548--1576
                Wenlong Mou and   
         Nicolas Flammarion and   
       Martin J. Wainwright and   
              Peter L. Bartlett   Improved bounds for discretization of
                                  Langevin diffusions: Near-optimal rates
                                  without convexity  . . . . . . . . . . . 1577--1601
        Dariusz Buraczewski and   
                      Ewa Damek   Limit theorems for supercritical
                                  branching processes in random
                                  environment  . . . . . . . . . . . . . . 1602--1624
          Prithwish Bhaumik and   
                  Wenli Shi and   
               Subhashis Ghosal   Two-step Bayesian methods for
                                  generalized regression driven by partial
                                  differential equations . . . . . . . . . 1625--1647
                 Qiao Huang and   
               Jinqiao Duan and   
                   Renming Song   Homogenization of nonlocal partial
                                  differential equations related to
                                  stochastic differential equations with
                                  Lévy noise  . . . . . . . . . . . . . . . 1648--1674
             Satyajit Ghosh and   
                   Zhiqiang Tan   Doubly robust semiparametric inference
                                  using regularized calibrated estimation
                                  with high-dimensional data . . . . . . . 1675--1703
           Steven R. Howard and   
                 Aaditya Ramdas   Sequential estimation of quantiles with
                                  applications to A/B testing and best-arm
                                  identification . . . . . . . . . . . . . 1704--1728
                    Yanqing Yin   Spectral statistics of high dimensional
                                  sample covariance matrix with unbounded
                                  population spectral norm . . . . . . . . 1729--1756
               Helena Kremp and   
              Nicolas Perkowski   Multidimensional SDE with distributional
                                  drift and Lévy noise  . . . . . . . . . . 1757--1783
           Djalil Chafa\"\i and   
 David García-Zelada and   
                      Paul Jung   At the edge of a one-dimensional jellium 1784--1809
               Abhishek Roy and   
              Lingqing Shen and   
Krishnakumar Balasubramanian and   
                  Saeed Ghadimi   Stochastic zeroth-order discretizations
                                  of Langevin diffusions for Bayesian
                                  inference  . . . . . . . . . . . . . . . 1810--1834
                  Qian Zhao and   
                 Pragya Sur and   
           Emmanuel J. Cand\`es   The asymptotic distribution of the MLE
                                  in high-dimensional logistic models:
                                  Arbitrary covariance . . . . . . . . . . 1835--1861
                Lukas Fertl and   
                 Efstathia Bura   Conditional variance estimator for
                                  sufficient dimension reduction . . . . . 1862--1891
                   Yunpeng Zhao   An optimal uniform concentration
                                  inequality for discrete entropies on
                                  finite alphabets in the high-dimensional
                                  setting  . . . . . . . . . . . . . . . . 1892--1911
              Dimitri Konen and   
               Davy Paindaveine   Multivariate $ \rho $-quantiles: A
                                  spatial approach . . . . . . . . . . . . 1912--1934
                  Guanyang Wang   On the theoretical properties of the
                                  exchange algorithm . . . . . . . . . . . 1935--1960
              Alexandre Pannier   Pathwise large deviations for white
                                  noise chaos expansions . . . . . . . . . 1961--1985
             Simon Fontaine and   
         Myl\`ene Bédard   An adaptive multiple-try Metropolis
                                  algorithm  . . . . . . . . . . . . . . . 1986--2011
                  Guanyang Wang   Exact convergence analysis of the
                                  independent Metropolis--Hastings
                                  algorithms . . . . . . . . . . . . . . . 2012--2033
             Jeong Min Jeon and   
            Young Kyung Lee and   
                Enno Mammen and   
                 Byeong U. Park   Locally polynomial Hilbertian additive
                                  regression . . . . . . . . . . . . . . . 2034--2066
            Tomoyuki Ichiba and   
               Ioannis Karatzas   Degenerate competing three-particle
                                  systems  . . . . . . . . . . . . . . . . 2067--2094
               Clarice Poon and   
           Gabriel Peyré   Degrees of freedom for off-the-grid
                                  sparse estimation  . . . . . . . . . . . 2095--2121
                      Anonymous   Table of Contents  . . . . . . . . . . . ??

Bernoulli
Volume 28, Number 4, November, 2022

        Eustasio del Barrio and   
    Juan A. Cuesta-Albertos and   
                  Carlos Matran   The complex behaviour of Galton
                                  rank-order statistic . . . . . . . . . . 2123--2150
           Denis Belomestny and   
           Shota Gugushvili and   
             Moritz Schauer and   
                   Peter Spreij   Nonparametric Bayesian volatility
                                  estimation for gamma-driven stochastic
                                  differential equations . . . . . . . . . 2151--2180
            Alessandro Barp and   
            Chris. J. Oates and   
               Emilio Porcu and   
                  Mark Girolami   A Riemann--Stein kernel method . . . . . 2181--2208
              Annika Betken and   
                 Martin Wendler   Rank-based change-point analysis for
                                  long-range dependent time series . . . . 2209--2233
                Ross Maller and   
             Sidney Resnick and   
           Soudabeh Shemehsavar   Splitting the sample at the largest
                                  uncensored observation . . . . . . . . . 2234--2259
             Anne van Delft and   
                   Holger Dette   Pivotal tests for relevant differences
                                  in the second order dynamics of
                                  functional time series . . . . . . . . . 2260--2293
           Patrick Cattiaux and   
                 Arnaud Guillin   Functional inequalities for perturbed
                                  measures with applications to
                                  log-concave measures and to some
                                  Bayesian problems  . . . . . . . . . . . 2294--2321
                Fuzhou Gong and   
                    Xiaoxia Sun   On the characterization of Brownian
                                  bridge measure on the pinned path space
                                  over a compact Riemannian manifold . . . 2322--2344
             Fabrice Gamboa and   
             Pierre Gremaud and   
              Thierry Klein and   
                Agn\`es Lagnoux   Global sensitivity analysis: a novel
                                  generation of mighty estimators based on
                                  rank statistics  . . . . . . . . . . . . 2345--2374
                Zhidong Bai and   
              Kwok Pui Choi and   
         Yasunori Fujikoshi and   
                       Jiang Hu   Asymptotics of AIC, BIC and $ C_p $
                                  model selection rules in
                                  high-dimensional regression  . . . . . . 2375--2403
            Andrea Bertazzi and   
                 Joris Bierkens   Adaptive schemes for piecewise
                                  deterministic Monte Carlo algorithms . . 2404--2430
                    Pierre Bras   Convergence rates of Gibbs measures with
                                  degenerate minimum . . . . . . . . . . . 2431--2458
                Mingao Yuan and   
                  Zuofeng Shang   Sharp detection boundaries on testing
                                  dense subhypergraph  . . . . . . . . . . 2459--2491
        Thibault Randrianarisoa   Smoothing and adaptation of shifted Pólya
                                  tree ensembles . . . . . . . . . . . . . 2492--2517
     François Bachoc and   
               Emilio Porcu and   
          Moreno Bevilacqua and   
            Reinhard Furrer and   
                   Tarik Faouzi   Asymptotically equivalent prediction in
                                  multivariate geostatistics . . . . . . . 2518--2545
              Marcelo Costa and   
                Jonathan Jordan   Phase transitions in non-linear urns
                                  with interacting types . . . . . . . . . 2546--2562
              Svante Janson and   
               Debleena Thacker   Continuous-time digital search tree and
                                  a border aggregation model . . . . . . . 2563--2577
                Asad Lodhia and   
                Keith Levin and   
               Elizaveta Levina   Matrix means and a novel
                                  high-dimensional shrinkage phenomenon    2578--2605
            Pierre Gloaguen and   
           Sylvain Le Corff and   
                   Jimmy Olsson   A pseudo-marginal sequential Monte Carlo
                                  online smoothing algorithm . . . . . . . 2606--2633
                  Hui Jiang and   
                 Yilong Wan and   
                   Guangyu Yang   Deviation inequalities and Cramér-type
                                  moderate deviations for the explosive
                                  autoregressive process . . . . . . . . . 2634--2662
        Jonathan Niles-Weed and   
              Philippe Rigollet   Estimation of Wasserstein distances in
                                  the Spiked Transport Model . . . . . . . 2663--2688
                  Eni Musta and   
           Valentin Patilea and   
            Ingrid Van Keilegom   A presmoothing approach for estimation
                                  in the semiparametric Cox mixture cure
                                  model  . . . . . . . . . . . . . . . . . 2689--2715
         Luiz Renato Fontes and   
      Susana Frómeta and   
        Leonel Zuaznábar   Asymptotic behavior of a low-temperature
                                  non-cascading 2-GREM dynamics at extreme
                                  time scales  . . . . . . . . . . . . . . 2716--2743
       Alexandra Carpentier and   
            Olivier Collier and   
         Laetitia Comminges and   
      Alexandre B. Tsybakov and   
                     Yuhao Wang   Estimation of the  . . . . . . . . . . . 2744--2787
               Tiangang Cui and   
                    Xin T. Tong   A unified performance analysis of
                                  likelihood-informed subspace methods . . 2788--2815
          Johannes C. W. Wiesel   Measuring association with Wasserstein
                                  distances  . . . . . . . . . . . . . . . 2816--2832
    Vytaute Pilipauskait\.e and   
              Donatas Surgailis   Local scaling limits of Lévy driven
                                  fractional random fields . . . . . . . . 2833--2861
                Paulo Orenstein   Robust importance sampling with adaptive
                                  winsorization  . . . . . . . . . . . . . 2862--2873
            Franziska Kühn   Upper functions for sample paths of
                                  Lévy(-type) processes . . . . . . . . . . 2874--2908
               Holger Dette and   
          Gauthier Dierickx and   
                      Tim Kutta   Quantifying deviations from separability
                                  in space--time functional processes  . . 2909--2940
                    Wen Jun and   
                 Xie Jiahui and   
                    Yu Long and   
                      Zhou Wang   Tracy--Widom limit for the largest
                                  eigenvalue of high-dimensional
                                  covariance matrices in elliptical
                                  distributions  . . . . . . . . . . . . . 2941--2967
                     Li Liu and   
                     Wen Su and   
               Guosheng Yin and   
               Xingqiu Zhao and   
                     Ying Zhang   Nonparametric inference for reversed
                                  mean models with panel count data  . . . 2968--2997
         Sebastian Calonico and   
         Matias D. Cattaneo and   
                 Max H. Farrell   Coverage error optimal confidence
                                  intervals for local polynomial
                                  regression . . . . . . . . . . . . . . . 2998--3022
Sòren Wengel Mogensen and   
           Niels Richard Hansen   Graphical modeling of stochastic
                                  processes driven by correlated noise . . 3023--3050
         Alessandro Lanteri and   
             Mauro Maggioni and   
                Stefano Vigogna   Conditional regression for single-index
                                  models . . . . . . . . . . . . . . . . . 3051--3078
                      Anonymous   Table of Contents  . . . . . . . . . . . ??


Bernoulli
Volume 29, Number 1, February, 2023

             Matteo Fontana and   
              Gianluca Zeni and   
                 Simone Vantini   Conformal prediction: a unified review
                                  of theory and new challenges . . . . . . 1--23
            Sumit Mukherjee and   
                     Yuanzhe Xu   Statistics of the two star ERGM  . . . . 24--51
           Ery Arias-Castro and   
                      Lin Zheng   Template matching with ranks . . . . . . 52--74
            Nawaf Bou-Rabee and   
                 Andreas Eberle   Mixing time guarantees for unadjusted
                                  Hamiltonian Monte Carlo  . . . . . . . . 75--104
                Yuefeng Han and   
               Ruey S. Tsay and   
                    Wei Biao Wu   High dimensional generalized linear
                                  models for temporal dependent data . . . 105--131
              Hristo Sariev and   
             Sandra Fortini and   
                  Sonia Petrone   Infinite-color randomly reinforced urns
                                  with dominant colors . . . . . . . . . . 132--152
              Yuzo Maruyama and   
         William E. Strawderman   On admissible estimation of a mean
                                  vector when the scale is unknown . . . . 153--180
Eduardo García-Portugués and   
      Paula Navarro-Esteban and   
        Juan A. Cuesta-Albertos   On a projection-based class of
                                  uniformity tests on the hypersphere  . . 181--204
               Eric Beutner and   
              Henryk Zähle   Donsker results for the empirical
                                  process indexed by functions of locally
                                  bounded variation and applications to
                                  the smoothed empirical process . . . . . 205--228
                Marc Hallin and   
          Davide La Vecchia and   
                       Hang Liu   Rank-based testing for semiparametric
                                  VAR models: a measure transportation
                                  approach . . . . . . . . . . . . . . . . 229--273
                Zhuo-Song Zhang   Cramér-type moderate deviation of normal
                                  approximation for unbounded exchangeable
                                  pairs  . . . . . . . . . . . . . . . . . 274--299
              Lu-Jing Huang and   
                   Yong-Hua Mao   Variational formulas for asymptotic
                                  variance of general discrete-time Markov
                                  chains . . . . . . . . . . . . . . . . . 300--322
               Yanglei Song and   
               Xiaohui Chen and   
                     Kengo Kato   Stratified incomplete local simplex
                                  tests for curvature of nonparametric
                                  multiple regression  . . . . . . . . . . 323--349
             Ehsan Azmoodeh and   
             Dario Gasbarra and   
                Robert E. Gaunt   On algebraic Stein operators for
                                  Gaussian polynomials . . . . . . . . . . 350--376
               Jiawei Zhang and   
                   Jie Ding and   
                    Yuhong Yang   Targeted cross-validation  . . . . . . . 377--402
                    Minwoo Chae   Adaptive Bayesian inference for current
                                  status data on a grid  . . . . . . . . . 403--427
             Miles E. Lopes and   
       N. Benjamin Erichson and   
             Michael W. Mahoney   Bootstrapping the operator norm in high
                                  dimensions: Error estimation for
                                  covariance matrices and sketching  . . . 428--450
                Shaojun Guo and   
                   Xinghao Qiao   On consistency and sparsity for
                                  high-dimensional functional time series
                                  with application to autoregressions  . . 451--472
          Tomas Vaskevicius and   
            Nikita Zhivotovskiy   Suboptimality of constrained least
                                  squares and improvements via non-linear
                                  predictors . . . . . . . . . . . . . . . 473--495
                  Rama Cont and   
                      Purba Das   Quadratic variation and quadratic
                                  roughness  . . . . . . . . . . . . . . . 496--522
              Cheuk Yin Lee and   
                     Yimin Xiao   Chung-type law of the iterated logarithm
                                  and exact moduli of continuity for a
                                  class of anisotropic Gaussian random
                                  fields . . . . . . . . . . . . . . . . . 523--550
                 Kari Heine and   
                 Daniel Burrows   Multilevel bootstrap particle filter . . 551--579
                       Tao Wang   Exponential and strong ergodicity for
                                  one-dimensional time-changed symmetric
                                  stable processes . . . . . . . . . . . . 580--596
            Bastien Mallein and   
                       Quan Shi   A necessary and sufficient condition for
                                  the convergence of the derivative
                                  martingale in a branching Lévy process    597--624
                     Louis Gass   Almost-sure asymptotics for Riemannian
                                  random waves . . . . . . . . . . . . . . 625--651
            Hamid Eftekhari and   
         Moulinath Banerjee and   
                  Ya'acov Ritov   Design of c-optimal experiments for
                                  high-dimensional linear models . . . . . 652--668
          Zinsou-Max Debaly and   
                 Lionel Truquet   Multivariate time series models for
                                  mixed data . . . . . . . . . . . . . . . 669--695
      Giovanni Luca Torrisi and   
            Michele Garetto and   
                Emilio Leonardi   Bootstrap percolation on the stochastic
                                  block model  . . . . . . . . . . . . . . 696--724
         Bertram Tschiderer and   
                Lane Chun Yeung   A trajectorial approach to relative
                                  entropy dissipation of McKean--Vlasov
                                  diffusions: Gradient flows and HWBI
                                  inequalities . . . . . . . . . . . . . . 725--756
       Michael Röckner and   
                   Guohuan Zhao   SDEs with critical time dependent
                                  drifts: Weak solutions . . . . . . . . . 757--784
                 Yujia Ding and   
                  Qidi Peng and   
                     Yimin Xiao   Linear multifractional stable sheets in
                                  the broad sense: Existence and joint
                                  continuity of local times  . . . . . . . 785--814
           Tin Lok James Ng and   
          Andrew Zammit-Mangion   Non-homogeneous Poisson process
                                  intensity modeling and estimation using
                                  measure transport  . . . . . . . . . . . 815--838
          Giovanni Puccetti and   
        Ludger Rüschendorf   General construction and classes of
                                  explicit . . . . . . . . . . . . . . . . 839--874
                      Anonymous   Table of Contents  . . . . . . . . . . . ??

Bernoulli
Volume 29, Number 2, May, 2023

                  Toni Karvonen   Small sample spaces for Gaussian
                                  processes  . . . . . . . . . . . . . . . 875--900
                     Peter Hoff   Bayes-optimal prediction with
                                  frequentist coverage control . . . . . . 901--928
           Quentin Duchemin and   
           Yohann De Castro and   
                  Claire Lacour   Concentration inequality for
                                  $U$-statistics of order two for
                                  uniformly ergodic Markov chains  . . . . 929--956
     Simon Barthelmé and   
           Nicolas Tremblay and   
         Konstantin Usevich and   
         Pierre-Olivier Amblard   Determinantal point processes in the
                                  flat limit . . . . . . . . . . . . . . . 957--983
                Yanqing Yin and   
              Shurong Zheng and   
                   Tingting Zou   Central limit theorem of linear spectral
                                  statistics of high-dimensional sample
                                  correlation matrices . . . . . . . . . . 984--1006
              Ayan Bhattacharya   Large deviations of extremes in
                                  branching random walk with regularly
                                  varying displacements  . . . . . . . . . 1007--1034
                   Feng-Yu Wang   Exponential ergodicity for
                                  non-dissipative McKean--Vlasov SDEs  . . 1035--1062
László Erd\Hos and   
                    Yuanyuan Xu   Small deviation estimates for the
                                  largest eigenvalue of Wigner matrices    1063--1079
            Nicholas Syring and   
                    Ryan Martin   Gibbs posterior concentration rates
                                  under sub-exponential type losses  . . . 1080--1108
                  Dennis Dobler   Randomized empirical processes by
                                  algebraic groups, and tests for weak
                                  null hypotheses  . . . . . . . . . . . . 1109--1136
             Louis Sharrock and   
                 Nikolas Kantas   Two-timescale stochastic gradient
                                  descent in continuous time with
                                  applications to joint online parameter
                                  estimation and optimal sensor placement  1137--1165
           Poly H. da Silva and   
           Arash Jamshidpey and   
            Peter McCullagh and   
            Simon Tavaré   Fisher's measure of variability in
                                  repeated samples . . . . . . . . . . . . 1166--1194
                 Ilsang Ohn and   
                     Lizhen Lin   Optimal Bayesian estimation of Gaussian
                                  mixtures with growing number of
                                  components . . . . . . . . . . . . . . . 1195--1218
                   Moritz Jirak   A Berry--Esseen bound with (almost)
                                  sharp dependence conditions  . . . . . . 1219--1245
               Rad Niazadeh and   
           Renato Paes Leme and   
                  Jon Schneider   Combinatorial Bernoulli factories  . . . 1246--1274
                 Simona Diaconu   On the eigenstructure of covariance
                                  matrices with divergent spikes . . . . . 1275--1296
                  Serres Jordan   Stability of the Poincaré constant  . . . 1297--1320
             Patrizia Berti and   
           Emanuela Dreassi and   
            Fabrizio Leisen and   
              Luca Pratelli and   
                    Pietro Rigo   Kernel based Dirichlet sequences . . . . 1321--1342
  Mariela Pentón Machado   Convergence of the one-dimensional
                                  contact process with two types of
                                  particles and priority . . . . . . . . . 1343--1367
                   Xin Bing and   
           Florentina Bunea and   
                 Marten Wegkamp   Detecting approximate replicate
                                  components of a high-dimensional random
                                  vector with latent structure . . . . . . 1368--1391
               Ivan Alexeev and   
                 Alexey Khartov   Spectral representations of
                                  characteristic functions of discrete
                                  probability laws . . . . . . . . . . . . 1392--1409
           Filippo Ascolani and   
              Antonio Lijoi and   
                Matteo Ruggiero   Smoothing distributions for conditional
                                  Fleming-Viot and Dawson-Watanabe
                                  diffusions . . . . . . . . . . . . . . . 1410--1434
            Tomasz Klimsiak and   
              Tomasz Komorowski   Hopf type lemmas for subsolutions of
                                  integro-differential equations . . . . . 1435--1463
               Emilio Porcu and   
             Samuel F. Feng and   
               Xavier Emery and   
                   Ana P. Peron   Rudin extension theorems on product
                                  spaces, turning bands, and random fields
                                  on balls cross time  . . . . . . . . . . 1464--1475
                David Bolin and   
               Kristin Kirchner   Equivalence of measures and
                                  asymptotically optimal linear prediction
                                  for Gaussian random fields with
                                  fractional-order covariance operators    1476--1504
                   Degui Li and   
          Peter M. Robinson and   
                  Han Lin Shang   Nonstationary fractionally integrated
                                  functional time series . . . . . . . . . 1505--1526
         Subhra Sankar Dhar and   
                      Weichi Wu   Comparing time varying regression
                                  quantiles under shift invariance . . . . 1527--1554
              Mingchang Liu and   
                         Hao Wu   Loop-erased random walk branch of
                                  uniform spanning tree in topological
                                  polygons . . . . . . . . . . . . . . . . 1555--1577
            Mokshay Madiman and   
            James Melbourne and   
                  Cyril Roberto   Bernoulli sums and Rényi entropy
                                  inequalities . . . . . . . . . . . . . . 1578--1599
               Vytas Zacharovas   Poisson approximation in . . . . . . . . 1600--1614
              Sung-Soo Byun and   
                   Seong-Mi Seo   Random normal matrices in the
                                  almost-circular regime . . . . . . . . . 1615--1637
          Alexander Iksanov and   
           Andrey Pilipenko and   
                      Ben Povar   Functional limit theorems for random
                                  walks perturbed by positive alpha-stable
                                  jumps  . . . . . . . . . . . . . . . . . 1638--1662
             Michael Kohler and   
                   Adam Krzyzak   On the rate of convergence of a deep
                                  recurrent neural network estimate in a
                                  regression problem with dependent data   1663--1685
             Theodoros Assiotis   On the singular values of complex matrix
                                  Brownian motion with a matrix drift  . . 1686--1713
             Gilles Germain and   
                      Yvik Swan   A note on one-dimensional Poincaré
                                  inequalities by Stein-type integration   1714--1740
                      Anonymous   Table of Contents  . . . . . . . . . . . ??

Bernoulli
Volume 29, Number 3, August, 2023

                      Anonymous   Editorial Board  . . . . . . . . . . . . ??
         Louis V. Cammarata and   
                 Zheng Tracy Ke   Power enhancement and phase transitions
                                  for global testing of the mixed
                                  membership stochastic block model  . . . 1741--1763
          Jürgen Kampf and   
              Alexander Meister   Testing for linearity in boundary
                                  regression models with application to
                                  maximal life expectancies  . . . . . . . 1764--1791
              Carsten Chong and   
               Robert C. Dalang   Power variations in fractional Sobolev
                                  spaces for a class of parabolic
                                  stochastic PDEs  . . . . . . . . . . . . 1792--1820
        Peter Eichelsbacher and   
          Benedikt Rednoß   Kolmogorov bounds for decomposable
                                  random variables and subgraph counting
                                  by the Stein-Tikhomirov method . . . . . 1821--1848
          Achmad Choiruddin and   
Jean-François Coeurjolly and   
Frédérique Letué   Adaptive lasso and Dantzig selector for
                                  spatial point processes intensity
                                  estimation . . . . . . . . . . . . . . . 1849--1876
      Johanna Garzón and   
       Jorge A. León and   
                 Soledad Torres   Forward integration of bounded variation
                                  coefficients with respect to Hölder
                                  continuous processes . . . . . . . . . . 1877--1904
                Zongming Ma and   
                       Fan Yang   Sample canonical correlation
                                  coefficients of high-dimensional random
                                  vectors with finite rank correlations    1905--1932
             Xiaolong Zhang and   
                  Xicheng Zhang   Ergodicity of supercritical SDEs driven
                                  by $ \alpha $-stable processes and
                                  heavy-tailed sampling  . . . . . . . . . 1933--1958
                 Qifan Song and   
                    Guang Cheng   Optimal false discovery control of
                                  minimax estimators . . . . . . . . . . . 1959--1982
               Laure Coutin and   
                Liliana Peralta   Rates of convergence for the number of
                                  zeros of random trigonometric
                                  polynomials  . . . . . . . . . . . . . . 1983--2007
            Robert E. Gaunt and   
                 Gesine Reinert   Bounds for the chi-square approximation
                                  of Friedman's statistic by Stein's
                                  method . . . . . . . . . . . . . . . . . 2008--2034
           Randolf Altmeyer and   
              Igor Cialenco and   
                Gregor Pasemann   Parameter estimation for semilinear
                                  SPDEs from local measurements  . . . . . 2035--2061
                Enno Mammen and   
           Marilena Müller   Nonparametric estimation of locally
                                  stationary Hawkes processes  . . . . . . 2062--2083
            Trevor Campbell and   
             Saifuddin Syed and   
              Chiao-Yu Yang and   
          Michael I. Jordan and   
               Tamara Broderick   Local exchangeability  . . . . . . . . . 2084--2100
              Burim Ramosaj and   
                   Markus Pauly   Consistent and unbiased variable
                                  selection under independent features
                                  using Random Forest permutation
                                  importance . . . . . . . . . . . . . . . 2101--2118
                   Neil Deo and   
        Thibault Randrianarisoa   On adaptive confidence sets for the
                                  Wasserstein distances  . . . . . . . . . 2119--2141
                   Juho Lee and   
          Xenia Miscouridou and   
          François Caron   A unified construction for series
                                  representations and finite
                                  approximations of completely random
                                  measures . . . . . . . . . . . . . . . . 2142--2166
          Heidar Eyjolfsson and   
           Dag Tjòstheim   Multivariate self-exciting jump
                                  processes with applications to financial
                                  data . . . . . . . . . . . . . . . . . . 2167--2191
             Mihai Giurcanu and   
                 Brett Presnell   Bootstrap inference for a class of
                                  non-regular estimators . . . . . . . . . 2192--2218
          Witold M. Bednorz and   
             RafaL M. Lochowski   Moments and tails of hitting times of
                                  Bessel processes and convolutions of
                                  elementary mixtures of exponential
                                  distributions  . . . . . . . . . . . . . 2219--2246
      Sergio Brenner Miguel and   
             Fabienne Comte and   
                   Jan Johannes   Linear functional estimation under
                                  multiplicative measurement error . . . . 2247--2271
                  Cagin Uru and   
              Savas Dayanik and   
                 Semih O. Sezer   Compound Poisson disorder problem with
                                  uniformly distributed disorder time  . . 2272--2294
                 Mohamed Ndaoud   Harmonic analysis meets stationarity: a
                                  general framework for series expansions
                                  of special Gaussian processes  . . . . . 2295--2317
                   Mathieu Sart   Density estimation under local
                                  differential privacy and Hellinger loss  2318--2341
             Teppei Ogihara and   
                    Yuma Uehara   Local asymptotic normality for ergodic
                                  jump-diffusion processes via transition
                                  density approximation  . . . . . . . . . 2342--2366
                Marco Meyer and   
         Efstathios Paparoditis   A frequency domain bootstrap for general
                                  multivariate stationary processes  . . . 2367--2391
          Luciano de Castro and   
             Bruno N. Costa and   
          Antonio F. Galvao and   
               Jorge P. Zubelli   Conditional quantiles: an
                                  operator-theoretical approach  . . . . . 2392--2416
                   Suqi Liu and   
   Miklós Z. Rácz   A probabilistic view of latent space
                                  graphs and phase transitions . . . . . . 2417--2441
                Jianhai Bao and   
                      Jian Wang   Exponential ergodicity for damping
                                  Hamiltonian dynamics with
                                  state-dependent and non-local collisions 2442--2465
                  Xiao Fang and   
               Song-Hao Liu and   
                    Qi-Man Shao   Cramér-type moderate deviation for
                                  quadratic forms with a fast rate . . . . 2466--2491
                     Kai Du and   
                Yifan Jiang and   
                     Jinfeng Li   Empirical approximation to invariant
                                  measures for McKean--Vlasov processes:
                                  Mean-field interaction vs
                                  self-interaction . . . . . . . . . . . . 2492--2518
               Wei-Liem Loh and   
                     Saifei Sun   Estimating the parameters of some common
                                  Gaussian random fields with nugget under
                                  fixed-domain asymptotics . . . . . . . . 2519--2543
        Anders Bredahl Kock and   
           David Preinerstorfer   Consistency of p -norm based tests in
                                  high dimensions: Characterization,
                                  monotonicity, domination . . . . . . . . 2544--2573
             Stefano Favaro and   
             Sandra Fortini and   
             Stefano Peluchetti   Deep stable neural networks: Large-width
                                  asymptotics and convergence rates  . . . 2574--2597
                      Anonymous   Table of Contents  . . . . . . . . . . . ??

Bernoulli
Volume 29, Number 4, November, 2023

                      Anonymous   Editorial Board  . . . . . . . . . . . . ??
                Hyemin Yeon and   
               Xiongtao Dai and   
              Daniel J. Nordman   Bootstrap inference in functional linear
                                  regression models with scalar response   2599--2626
        Antoine-Marie Bogso and   
            Moustapha Dieye and   
         Olivier Menoukeu Pamen   Stochastic integration with respect to
                                  local time of the Brownian sheet and
                                  regularising properties of Brownian
                                  sheet paths  . . . . . . . . . . . . . . 2627--2651
           Jean-Marc Bardet and   
                Kamila Kare and   
                 William Kengne   Efficient and consistent model selection
                                  procedures for time series . . . . . . . 2652--2690
                 Teng Zhang and   
          Sabyasachi Chatterjee   Element-wise estimation error of
                                  generalized Fused Lasso  . . . . . . . . 2691--2718
                    Elena Villa   On the mean perimeter density of
                                  inhomogeneous random closed sets . . . . 2719--2744
     Gabriel Berzunza Ojeda and   
               Cecilia Holmgren   Invariance principle for fragmentation
                                  processes derived from conditioned
                                  stable Galton--Watson trees  . . . . . . 2745--2770
 Anders Rònn-Nielsen and   
                     Mads Stehr   Extremal clustering and cluster counting
                                  for spatial random fields  . . . . . . . 2771--2796
Stéphan Clémençon and   
             Hamid Jalalzai and   
      Stéphane Lhaut and   
              Anne Sabourin and   
                   Johan Segers   Concentration bounds for the empirical
                                  angular measure with statistical
                                  learning applications  . . . . . . . . . 2797--2827
                Xiangbin Hu and   
                     Li Liu and   
                 Ying Zhang and   
                   Xingqiu Zhao   Semiparametric regression of panel count
                                  data with informative terminal event . . 2828--2853
                 Fuqing Gao and   
                  Hui Jiang and   
                   Xingqiu Zhao   Cramér type moderate deviations for the
                                  Grenander estimator near the boundaries
                                  of the support . . . . . . . . . . . . . 2854--2878
                Runmin Wang and   
                  Xiaofeng Shao   Dating the break in high-dimensional
                                  data . . . . . . . . . . . . . . . . . . 2879--2901
               Benedikt Stufler   The uniform infinite cubic planar graph  2902--2926
                     Ho Yun and   
                 Byeong U. Park   Exponential concentration for
                                  geometric-median-of-means in
                                  non-positive curvature spaces  . . . . . 2927--2960
               Mai Ngoc Bui and   
                 Yvo Pokern and   
             Petros Dellaportas   Inference for partially observed
                                  Riemannian Ornstein--Uhlenbeck
                                  diffusions of covariance matrices  . . . 2961--2986
                  Jie Xiong and   
                        Xu Yang   SPDEs with non-Lipschitz coefficients
                                  and nonhomogeneous boundary conditions   2987--3012
            Benedikt Jahnel and   
           Christof Külske   Gibbsianness and non-Gibbsianness for
                                  Bernoulli lattice fields under removal
                                  of isolated sites  . . . . . . . . . . . 3013--3032
            Sascha Gaudlitz and   
              Markus Reiß   Estimation for the reaction term in
                                  semi-linear SPDEs under small
                                  diffusivity  . . . . . . . . . . . . . . 3033--3058
                Hyerim Hong and   
            Young Kyung Lee and   
                 Byeong U. Park   Additive regression with parametric help 3059--3092
            Mufan (Bill) Li and   
               Murat A. Erdogdu   Riemannian Langevin algorithm for
                                  solving semidefinite programs  . . . . . 3093--3113
                Fabian Mies and   
                 Ansgar Steland   Sequential Gaussian approximation for
                                  nonstationary time series in high
                                  dimensions . . . . . . . . . . . . . . . 3114--3140
           Benjamin Eltzner and   
      Pernille E. H. Hansen and   
       Stephan F. Huckemann and   
                  Stefan Sommer   Diffusion means in geometric spaces  . . 3141--3170
               Zhiqiang Hou and   
             Xiaozhuo Zhang and   
                Zhidong Bai and   
                       Jiang Hu   Spiked eigenvalues of noncentral Fisher
                                  matrix with applications . . . . . . . . 3171--3197
                   Jiang Hu and   
              Shaochen Wang and   
             Yangchun Zhang and   
                      Wang Zhou   Sampling without replacement from a
                                  high-dimensional finite population . . . 3198--3220
                  Xinjie Du and   
                      Minh Tang   Hypothesis testing for equality of
                                  latent positions in random graphs  . . . 3221--3254
                Shuyang Bai and   
                     Yizao Wang   Tail processes for stable-regenerative
                                  multiple-stable model  . . . . . . . . . 3255--3279
               Andrew M. Thomas   Central limit theorems and asymptotic
                                  independence for local $U$-statistics on
                                  diverging halfspaces . . . . . . . . . . 3280--3306
             Martin Minchev and   
                   Mladen Savov   Asymptotics for densities of exponential
                                  functionals of subordinators . . . . . . 3307--3333
               Eddie Aamari and   
            Catherine Aaron and   
         Clément Levrard   Minimax boundary estimation and
                                  estimation with boundary . . . . . . . . 3334--3368
                  Jie Chang and   
               Michael Grabchak   Necessary and sufficient conditions for
                                  the asymptotic normality of higher order
                                  Turing estimators  . . . . . . . . . . . 3369--3395
             Iain Henderson and   
               Pascal Noble and   
               Olivier Roustant   Characterization of the second order
                                  random fields subject to linear
                                  distributional PDE constraints . . . . . 3396--3422
             Stefano Favaro and   
                Zacharie Naulet   Near-optimal estimation of the unseen
                                  under regularly varying tail populations 3423--3442
Jorge Ignacio González Cázares and   
        Arturo Kohatsu-Higa and   
         Aleksandar Mijatovi\'c   Joint density of the stable process and
                                  its supremum: Regularity and upper
                                  bounds . . . . . . . . . . . . . . . . . 3443--3469
                      Anonymous   Table of Contents  . . . . . . . . . . . ??