{"title":"Optimal weighted pooling for inference about the tail index and extreme quantiles","authors":"A. Daouia, Simone A. Padoan, Gilles Stupfler","doi":"10.3150/23-bej1632","DOIUrl":"https://doi.org/10.3150/23-bej1632","url":null,"abstract":"","PeriodicalId":55387,"journal":{"name":"Bernoulli","volume":null,"pages":null},"PeriodicalIF":1.5,"publicationDate":"2024-05-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"141054716","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":2,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"Empirical likelihood ratio tests for non-nested model selection based on predictive losses","authors":"Jiancheng Jiang, Xuejun Jiang, Haofeng Wang","doi":"10.3150/23-bej1640","DOIUrl":"https://doi.org/10.3150/23-bej1640","url":null,"abstract":"","PeriodicalId":55387,"journal":{"name":"Bernoulli","volume":null,"pages":null},"PeriodicalIF":1.5,"publicationDate":"2024-05-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"141054917","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":2,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"Strong and weak convergence for the averaging principle of DDSDE with singular drift","authors":"Mengyu Cheng, Zimo Hao, Michael Röckner","doi":"10.3150/23-bej1646","DOIUrl":"https://doi.org/10.3150/23-bej1646","url":null,"abstract":"","PeriodicalId":55387,"journal":{"name":"Bernoulli","volume":null,"pages":null},"PeriodicalIF":1.5,"publicationDate":"2024-05-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"141046151","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":2,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"A recursive distributional equation for the stable tree","authors":"Nicholas Chee, Franz Rembart, Matthias Winkel","doi":"10.3150/23-bej1623","DOIUrl":"https://doi.org/10.3150/23-bej1623","url":null,"abstract":"","PeriodicalId":55387,"journal":{"name":"Bernoulli","volume":null,"pages":null},"PeriodicalIF":1.5,"publicationDate":"2024-05-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"141045743","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":2,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Yazid Janati El Idrissi, Sylvain Le Corff, Y. Petetin
{"title":"Variance estimation for sequential Monte Carlo algorithms: A backward sampling approach","authors":"Yazid Janati El Idrissi, Sylvain Le Corff, Y. Petetin","doi":"10.3150/23-bej1586","DOIUrl":"https://doi.org/10.3150/23-bej1586","url":null,"abstract":"","PeriodicalId":55387,"journal":{"name":"Bernoulli","volume":null,"pages":null},"PeriodicalIF":1.5,"publicationDate":"2024-05-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"141055645","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":2,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"Mean stationarity test in time series: A signal variance-based approach","authors":"Hon Kiu To, Kin Wai Chan","doi":"10.3150/23-bej1630","DOIUrl":"https://doi.org/10.3150/23-bej1630","url":null,"abstract":"","PeriodicalId":55387,"journal":{"name":"Bernoulli","volume":null,"pages":null},"PeriodicalIF":1.5,"publicationDate":"2024-05-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"141056655","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":2,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"Malliavin calculus techniques for local asymptotic mixed normality and their application to hypoelliptic diffusions","authors":"Masaaki Fukasawa, Teppei Ogihara","doi":"10.3150/23-bej1621","DOIUrl":"https://doi.org/10.3150/23-bej1621","url":null,"abstract":"","PeriodicalId":55387,"journal":{"name":"Bernoulli","volume":null,"pages":null},"PeriodicalIF":1.5,"publicationDate":"2024-05-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"141044765","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":2,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"Estimation of functional ARMA models","authors":"T. Kuenzer","doi":"10.3150/23-bej1591","DOIUrl":"https://doi.org/10.3150/23-bej1591","url":null,"abstract":"","PeriodicalId":55387,"journal":{"name":"Bernoulli","volume":null,"pages":null},"PeriodicalIF":1.5,"publicationDate":"2024-02-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"139687292","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":2,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
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