Papers in the Bernoulli Journal



Published Papers


Forthcoming papers


Paper title

Author(s) Link to the Paper
(when accepted)
Applying Dynkin's isomorphism:  an alternative approach to understand the Markov property of the de Wijs process Debashis Mondal PDF
The Affinely Invariant Distance Correlation Johannes Dueck, Dominic Edelmann, Tilmann Gneiting, Donald Richards PDF
Adaptive MCMC with online relabeling Rémi Bardenet, Olivier Cappé, Gersende Fort, Balazs Kégl PDF
Spatio-Temporal Hybrid (PDMP) Models: Central Limit Theorem and Langevin Approximation for Global Fluctuations. Application to Electrophysiology. Martin Riedler, Michele Thieullen PDF
Testing equality of spectral densities using randomization techniques Carsten Jentsch, Markus Pauly PDF
Distribution's template estimate with Wasserstein metrics Emmanuel boissard, Thibault Le Gouic, Jean-Michel Loubes PDF
Of Copulas, Quantiles, Ranks, and Spectra: an L1-approach to spectral analysis Holger Dette, Marc Hallin, Tobias Kley, Stanislav Volgushev PDF
Mimicking Selfsimilar Processes Kais Hamza, Fima Klebaner, Jie Yen Fan PDF
Fluctuations of the power variation of fractional Brownian motion in Brownian time Raghid Zeineddine PDF
Bayesian quantile regression with approximate likelihood Yang Feng, Yuguo Chen, Xuming He PDF
Local limit theorems via Landau-Kolmogorov inequalities Nathan F Ross, Adrian Rollin PDF
On the almost sure convergence of adaptive allocation procedures Alessandro Baldi Antognini, Maroussa Zagoraiou PDF
Two Sample Inference for the Second-order Property of Temporally Dependent Functional Data Xianyang Zhang, Xiaofeng Shao PDF
Exact Moduli of Continuity for Operator-Scaling Gaussian Random Fields Yuqiang Li, Wensheng Wang, Yimin Xiao PDF
Estimating Failure Probabilities Holger Drees, Laurens de Haan PDF
Stein factors for negative binomial approximation in Wasserstein distance Andrew D. Barbour, Han L. Gan, Aihua Xia PDF
Coupling, local times, immersions Wilfrid Stephen Kendall PDF
Functional Partial Canonical Correlation Qing Huang, Randy Eubank, Rosemary Renaut PDF
Finite, Integrable and Bounded Time Embeddings for Diffusions Stefan Ankirchner, David Hobson, Philipp Strack PDF
CLT for linear spectral statistics of normalized sample covariance matrices with dimension much larger than sample size Guangming Pan, Binbin Chen PDF
On Detecting Harmonic Oscillations Anatoli Juditsky, Arkadi Nemirovski PDF
Backward Stochastic Variational Inequalities on Random Interval Lucian Maticiuc, Aurel Rascanu PDF
On the sample covariance matrix estimator of  reduced effective rank population matrices,  with applications to fPCA Florentina Bunea, Luo Xiao PDF
Reaction times of monitoring schemes for ARMA time series Alexander Aue, Christopher Dienes, Stefan Fremdt, Josef Steinebach PDF
Concentration inequalities for sampling without replacement Rémi Bardenet, Odalric-Ambrym Maillard PDF
Weighted power variation of integrals with respect to a Gaussian process Rimas Norvaiša PDF
Exchangeable and non-exchangeable Lipschitz partition processes Harry Crane PDF
Qualitative robustness of statistical functionals under strong mixing Henryk Zähle PDF
Ridge regression and asymptotic minimax estimation over spheres of growing dimension Lee Dicker PDF
Local Bilinear Multiple-Output Quantile/Depth Regression Marc Hallin, Zudi Lu, Davy Paindaveine, Miroslav Siman PDF
Standard imsets for undirected and chain graphical models Takuya Kashimura, Akimichi Takemura PDF
Simultaneous Large Deviations for the Shape of Young Diagrams Associated With Random Words Christian Houdre, Jinyong Ma PDF
Convergence of the empirical spectral distribution function of  Beta matrices Zhidong Bai, Jiang Hu, Guangming Pan, Wang Zhou PDF
Maxima of long memory stationary symmetric alpha-stable processes and self-similar processes with stationary max-increments Takashi Owada, Gennady Samorodnitsky PDF
The logarithmic law of random determinant Zhigang Bao, Guangming Pan, Wang Zhou PDF
Robust Estimation and Inference for Heavy Tailed GARCH Jonathan B. Hill PDF
A Criterion for Invariant Measures of Itô Processes based on the Symbol Anita Behme, Alexander Schnurr PDF
Modulus of continuity of some conditionally sub-Gaussian  fields, application to stable random fields Hermine Biermé, Céline Lacaux PDF
Wald Tests of Singular Hypotheses Mathias Drton, Han Xiao PDF
A Function Space HMC Algorithm With Second Order Langevin Diffusion Limit Michela Ottobre, Natesh Pillai, Frank Pinski, Andrew Stuart PDF
Importance Sampling and Statistical Romberg method Mohamed Ben Alaya, Kaouther Hajji, Ahmed Kebaier PDF
Statistical estimation of a growth-fragmentation model observed on a genealogical tree Marc Hoffmann PDF
Interplay of Insurance and Financial Risks in a Discrete-time Model with Strongly Regular Variation Jinzhu Li, Qihe Tang PDF
Adaptive quantile estimation in deconvolution with unknown error distribution Itai Dattner, Markus Reiss, Mathias Trabs PDF
Extinction time for a random walk in a random environment Anna de Masi, Errico Presutti, Dimitrios Tsagkarogiannis, Maria Eulalia Vares PDF
Exponential rate of convergence in current reservoirs Anna de Masi, Errico Presutti, Dimitrios Tsagkarogiannis, Maria Eulalia Vares PDF
On Particle Gibbs Sampling Nicolas Chopin, Sumeetpal S. Singh PDF
Capacity of an associative memory model on random graph architectures Matthias Löwe, Franck Vermet PDF
Non parametric finite translation hidden Markov models and extensions Elisabeth Gassiat, Judith Rousseau PDF
An Asymptotic Total Variation Test for Copulas Jean-David Fermanian, Dragan Radulovic, Marten Wegkamp PDF
Pointwise adaptive estimation of a multivariate density under independence hypothesis Gilles Rebelles PDF
Local Asymptotic Mixed Normality Property for Nonsynchronously Observed Diffusion Processes Teppei Ogihara PDF
Some remarks on MCMC estimation of spectra of integral operators Radosław Adamczak, Witold Bednorz PDF
Maximum Likelihood Estimators Uniformly Minimize Distribution Variance among Distribution Unbiased Estimators in Exponential Families Paul Vos, Qiang Wu PDF
Poisson convergence on the free Poisson algebra Solesne Bourguin PDF
Rates of convergence for multivariate normal approximation with applications to dense graphs and doubly indexed permutation statistics Xiao Fang, Adrian Roellin PDF
Integrability conditions for space-time stochastic integrals: theory and applications Carsten Chong, Claudia Klüppelberg PDF
The number of accessible paths in the hypercube Julien Berestycki, Eric Brunet, Zhan Shi PDF
Optimal method in Multiple Regression with Structural Changes Fuqi Chen, Sévérien Nkurunziza PDF
Weak Noise and Non Hyperbolic Unstable Fixed Points: Sharp Estimates On Transit and Exit Times Giambattista Giacomin, Mathieu Merle PDF
Adaptive-treed bandits Adam David Bull PDF
Geometric Median and Robust Estimation in Banach Spaces Stanislav Minsker PDF
Density convergence in the Breuer-Major theorem for Gaussian stationary sequences Yaozhong Hu, David Nualart, Samy Tindel, Fangjun Xu PDF
Large Deviations for 2-D Stochastic Navier-Stokes Equations Driven by Multiplicative L\'evy noises Tusheng Zhang, Jianliang Zhai PDF
Estimation of integrated volatility of volatility with applications to goodness-of-fit testing Mathias Vetter PDF
Probabilistic Proof of Product Formulas for Bessel Functions Nizar Demni, Luc Deleaval PDF
On ADF Goodness-of-Fit Tests for Perturbed Dynamical Systems Yury A. Kutoyants PDF
A new class of large claim size distributions: Definition, properties, and ruin theory SergeJ Beck, Jochen Blath, Michael Scheutzow PDF
Size biased permutation of a finite sequence with independent and identically distributed terms Jim Pitman, Ngoc Mai Tran PDF
Efficient pointwise estimation based on discrete data in ergodic nonparametric diffusions Leonid Galtchouk, Serge Pergamenshchikov PDF
LÉVY PROCESSES AND STOCHASTIC INTEGRAL IN THE SENSE OF GENERALIZED CONVOLUTION Marta Borowiecka-Olszewska, Barbara Helena Jasiulis-Gołdyn, Jolanta Krystyna Misiewicz, Jan Rosiński PDF
On the infinite divisibility of inverse Beta distributions Pierre Bosch, Thomas Simon PDF
Non-asymptotic detection of two-component mixtures with unknown means Béatrice Laurent, Clément Marteau, Cathy Maugis-Rabusseau PDF
On empirical distribution function of high-dimensional Gaussian vector components with an application to multiple testing. Sylvain Delattre, Etienne Roquain PDF
Polynomial Pickands Functions Simon Guillotte, François Perron PDF
Quenched Limit Theorems for Fourier Transforms and Periodogram David Barrera, Magda Peligrad PDF
Sharp oracle inequalities and slope heuristic for specification probabilities estimation  in discrete random fields Matthieu Lerasle, Daniel Yasumasa Takahashi PDF
Central limit theorems for long range dependent spatial linear processes Soumendra N Lahiri, Peter M. Robinson PDF
Integral representation of random variables with respect to Gaussian processes Lauri Viitasaari PDF
Adaptive Bayesian density regression for high-dimensional data Weining Shen, Subhashis Ghosal PDF

Tail behavior of sums and differences of log-normal random variables

Archil Gulisashvili, Peter Tankov PDF
Equivalence between direct and indirect effects with different sets of intermediate variables and covariates Manabu Kuroki PDF
On the role of interaction in sequential Monte Carlo algorithms Nick Whiteley, Anthony Lee, Kari Heine PDF
Approximation of backward stochastic differential equations using Malliavin weights and least-squares regression Plamen Turkedjiev, Emmanuel Gobet PDF
Unitary transformations, empirical processes and distribution free testing Estate Khmaladze PDF
On differentiability of implicitly defined function in semi-parametric profile likelihood estimation Yuichi Hirose PDF
Asymptotic Optimality of Myopic Information-Based Strategies for Bayesian Adaptive Estimation Janne V. Kujala PDF
Piecewise Quantile Autoregressive Modeling For Non-stationary Time Series Alexander Aue, Rex Cheung, Thomas Lee, Ming Zhong PDF
Long time behavior of stochastic hard ball systems Patrick Cattiaux, Myriam Fradon, Alexei M. Kulik, Sylvie Roelly PDF
Infinite-dimensional statistical manifolds based on a balanced chart Nigel John Newton PDF
Upper Functions For L_P-Norm of Gaussian Random Fields Oleg Lepski PDF
Simulation of volatility modulated Volterra processes using hyperbolic stochastic partial differential equations Heidar Eyjolfsson, Fred Espen Benth PDF
On the Exact and $\epsilon$-Strong Simulation of (Jump) Diffusions Murray Pollock, Adam Michael Johansen, Gareth Owen Roberts PDF
Two-Time-Scale Stochastic Partial Differential Equations Driven by alpha-Stable Noises: Averaging Principles Jianhai Bao, George Yin, Chenggui Yuan PDF
Consistency, Efficiency and Robustnes of Conditional Disparity Methods Giles Hooker PDF
Empirical Entropy, Minimax Regret and Minimax Risk Alexander Rakhlin, Karthik Sridharan, Alexandre Tsybakov PDF
Non-Asymptotic Analysis of Adaptive and Annealed Feynman-Kac Particle Models François Giraud, Pierre Del Moral PDF
Dynamic density estimation with diffusive Dirichlet mixtures Ramses H. Mena, Matteo Ruggiero PDF
A dependent multiplier bootstrap for the sequential empirical copula process under strong mixing Axel Bücher, Ivan Kojadinovic PDF
Sharp ellipticity conditions for ballistic behavior of random walks in random environment Élodie Bouchet, Alejandro F. Ramírez, Christophe Sabot PDF
$L_2$-variation of L\'evy driven BSDEs with non-smooth terminal conditions Christel Geiss, Alexander Steinicke PDF
Asymptotic behavior of the St. Petersburg sum conditioned on its maximum Fukker G\'abor, L\'aszl\'o Gy\"orfi, Peter Kevei PDF
Non-Gaussian semi-stable laws arising in sampling of finite point processes Vladas Pipiras, Ritwik Chaudhuri PDF
Behavior of R-Estimators under Measurement Errors Jana Jureckova, Hira L. Koul, Radim Navratil, Jan Picek PDF
Excursion Probability of Gaussian Random Fields on Sphere Dan Cheng, Yimin Xiao PDF
Analysis of the Forward Search using some new results for martingales and empirical processes Søren Johansen, Bent Nielsen PDF
Adaptive estimation of the copula correlation matrix for semiparametric elliptical copulas Yue Zhao, Marten Wegkamp PDF
Greedy Algorithms Alessio Sancetta PDF
Estimation of inverse autocovariance matrices for long memory processes Ching-Kang Ing, Hai-Tang Chiou, Meihui Guo PDF
Exchangeable exogenous shock models Jan-Frederik Mai, Steffen Schenk, Matthias Scherer PDF
Goodness of fit tests in terms of local levels with special emphasis on higher criticism tests Veronika Gontscharuk, Sandra Landwehr, Helmut Finner PDF
Exit identities for Levy processes observed at Poisson arrival times Hansjoerg Albrecher, Jevgenijs Ivanovs, Xiaowen Zhou PDF
Integration Theory for infinite dimensional volatility modulated Volterra processes Fred Espen Benth, Andre Suess PDF
The impact of the diagonals of polynomial forms on limit theorems with long memory Murad Taqqu, Shuyang Bai PDF
New Results on Mixture and Exponential Models by Orlicz Spaces Barbara Trivellato, Paola Siri, Marina Santacroce PDF
A stochastic volatility model with flexible extremal dependence structure Anja Janssen, Holger Drees PDF
Optimal Rates of Convergence for Latent Generalized Correlation Matrix Estimation in Transelliptical Distribution Fang Han, Han Liu PDF
Performance of empirical risk minimization in linear aggregation Guillaume Lecué, Shahar Mendelson PDF
Passage Time and Fluctuation Calculations for Subexponential L\'{e}vy Processes Ron A. Doney, Claudia Kluppelberg, Ross A. Maller PDF
Borrowing strength in hierarchical Bayes: convergence of the Dirichlet base measure Long Nguyen PDF
Approximation of a stochastic wave equation in dimension three, with application to a support theorem in H\"older norm: the non-stationary case Francisco Delgado-Vences, Marta Sanz-Solé PDF
$L^p$-Wasserstein Distance for Stochastic Differential Equations Driven by L\'{e}vy Processes Jian Wang PDF
Robust estimation on a parametric model via testing Mathieu Sart PDF
Functional limit theorems for generalized variations of the fractional Brownian sheet Mikko S. Pakkanen, Anthony Réveillac PDF
Optimal classification and nonparametric regression for functional data Alexander Meister PDF
Approximation of improper priors Christèle Bioche, Pierre Druilhet PDF
On High-Dimensional Sign Tests  Davy Paindaveine, Thomas Verdebout PDF
Markov Chain Monte Carlo confidence intervals Yves F Atchadé PDF
On the Optimal Estimation of Probability Measures in Weak and Strong Topologies Bharath Sriperumbudur PDF
Quadratic covariation estimation of an irregularly observed semimartingale with jumps and noise Yuta Koike PDF
An Analysis of Penalized Interaction Models Junlong Zhao, Chenlei Leng PDF
Conditions for a L\'evy Process to Stay Positive Near 0, in Probability Ross Maller PDF
Time-changed extremal process as a random sup measure Céline Lacaux, Gennady Samorodnitsky PDF
Quantifying repulsiveness of determinantal point processes Christophe BISCIO, Frédéric LAVANCIER PDF
Cram\'er type moderate deviation theorems for self-normalized processes Wen-Xin Zhou, Qi-Man Shao PDF
Consistency of Bayes factor for nonnested model selection when the model dimension grows Min Wang, Yuzo Maruyama PDF
A note on a local limit theorem for Wiener space valued random variables Alberto Lanconelli, Aurel Iulian Stan PDF
The circular SiZer, inferred persistence of shape parameters and application to stem cell stress fibre structures Stephan Huckemann, Kwang-Rae Kim, Axel Munk, Florian Rehfeldt, Max Sommerfeld, Joachim Weickert, Carina Wollnik PDF
On the survival of a class of subcritical branching processes in random environment Vincent Bansaye PDF
Integral approximation by kernel smoothing François Portier, Bernard Delyon PDF


Published Papers


Aurelien Deya, Ivan Nourdin
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