Bao, Jianhai; Wang, Jian Exponential ergodicity for damping Hamiltonian dynamics with state-dependent and non-local collisions. (English) Zbl 1519.37044 Bernoulli 29, No. 3, 2442-2465 (2023). MSC: 37H10 37A25 37A60 37A50 60J60 60H10 PDFBibTeX XMLCite \textit{J. Bao} and \textit{J. Wang}, Bernoulli 29, No. 3, 2442--2465 (2023; Zbl 1519.37044) Full Text: DOI arXiv Link
Ohn, Ilsang; Lin, Lizhen Optimal Bayesian estimation of Gaussian mixtures with growing number of components. (English) Zbl 07666815 Bernoulli 29, No. 2, 1195-1218 (2023). MSC: 62Gxx 62Fxx 65Cxx PDFBibTeX XMLCite \textit{I. Ohn} and \textit{L. Lin}, Bernoulli 29, No. 2, 1195--1218 (2023; Zbl 07666815) Full Text: DOI arXiv Link
Wang, Tao Exponential and strong ergodicity for one-dimensional time-changed symmetric stable processes. (English) Zbl 1516.37011 Bernoulli 29, No. 1, 580-596 (2023). Reviewer: Azer Akhmedov (Fargo) MSC: 37A50 37A25 37A30 60H10 60G52 PDFBibTeX XMLCite \textit{T. Wang}, Bernoulli 29, No. 1, 580--596 (2023; Zbl 1516.37011) Full Text: DOI arXiv Link
Bou-Rabee, Nawaf; Eberle, Andreas Mixing time guarantees for unadjusted Hamiltonian Monte Carlo. (English) Zbl 07634385 Bernoulli 29, No. 1, 75-104 (2023). MSC: 62-XX 60-XX PDFBibTeX XMLCite \textit{N. Bou-Rabee} and \textit{A. Eberle}, Bernoulli 29, No. 1, 75--104 (2023; Zbl 07634385) Full Text: DOI arXiv Link
Doukhan, Paul; Leucht, Anne; Neumann, Michael H. Mixing properties of non-stationary INGARCH(1, 1) processes. (English) Zbl 07467737 Bernoulli 28, No. 1, 663-688 (2022). MSC: 62Mxx 62Fxx 60Fxx PDFBibTeX XMLCite \textit{P. Doukhan} et al., Bernoulli 28, No. 1, 663--688 (2022; Zbl 07467737) Full Text: DOI arXiv Link
Barkhagen, M.; Chau, N. H.; Moulines, É.; Rásonyi, M.; Sabanis, S.; Zhang, Y. On stochastic gradient Langevin dynamics with dependent data streams in the logconcave case. (English) Zbl 1475.60156 Bernoulli 27, No. 1, 1-33 (2021). MSC: 60J70 60J60 60H10 PDFBibTeX XMLCite \textit{M. Barkhagen} et al., Bernoulli 27, No. 1, 1--33 (2021; Zbl 1475.60156) Full Text: DOI arXiv Euclid
Dalalyan, Arnak S.; Riou-Durand, Lionel On sampling from a log-concave density using kinetic Langevin diffusions. (English) Zbl 07193949 Bernoulli 26, No. 3, 1956-1988 (2020). MSC: 65Cxx 62Rxx PDFBibTeX XMLCite \textit{A. S. Dalalyan} and \textit{L. Riou-Durand}, Bernoulli 26, No. 3, 1956--1988 (2020; Zbl 07193949) Full Text: DOI arXiv Euclid
Sambale, Holger; Sinulis, Arthur Logarithmic Sobolev inequalities for finite spin systems and applications. (English) Zbl 1462.60034 Bernoulli 26, No. 3, 1863-1890 (2020). MSC: 60E15 05C80 60F10 60J10 82B20 PDFBibTeX XMLCite \textit{H. Sambale} and \textit{A. Sinulis}, Bernoulli 26, No. 3, 1863--1890 (2020; Zbl 1462.60034) Full Text: DOI arXiv Euclid
Merlevède, Florence; Peligrad, Magda; Utev, Sergey Functional CLT for martingale-like nonstationary dependent structures. (English) Zbl 1431.60035 Bernoulli 25, No. 4B, 3203-3233 (2019). MSC: 60F17 60F05 PDFBibTeX XMLCite \textit{F. Merlevède} et al., Bernoulli 25, No. 4B, 3203--3233 (2019; Zbl 1431.60035) Full Text: DOI arXiv Euclid
Buhl, Sven; Davis, Richard A.; Klüppelberg, Claudia; Steinkohl, Christina Semiparametric estimation for isotropic max-stable space-time processes. (English) Zbl 1434.62183 Bernoulli 25, No. 4A, 2508-2537 (2019). Reviewer: Jonas Šiaulys (Vilnius) MSC: 62M10 60G52 PDFBibTeX XMLCite \textit{S. Buhl} et al., Bernoulli 25, No. 4A, 2508--2537 (2019; Zbl 1434.62183) Full Text: DOI arXiv Euclid
Poinas, Arnaud; Delyon, Bernard; Lavancier, Frédéric Mixing properties and central limit theorem for associated point processes. (English) Zbl 1466.60101 Bernoulli 25, No. 3, 1724-1754 (2019). MSC: 60G55 60F05 PDFBibTeX XMLCite \textit{A. Poinas} et al., Bernoulli 25, No. 3, 1724--1754 (2019; Zbl 1466.60101) Full Text: DOI arXiv Euclid
Sepehri, Amir New tests of uniformity on the compact classical groups as diagnostics for weak-\(^{*}\) mixing of Markov chains. (English) Zbl 1431.62197 Bernoulli 25, No. 2, 1536-1567 (2019). MSC: 62G10 62C15 60J05 60B15 62R01 PDFBibTeX XMLCite \textit{A. Sepehri}, Bernoulli 25, No. 2, 1536--1567 (2019; Zbl 1431.62197) Full Text: DOI arXiv Euclid
Daouia, Abdelaati; Girard, Stéphane; Stupfler, Gilles Extreme M-quantiles as risk measures: from \(L^{1}\) to \(L^{p}\) optimization. (English) Zbl 1442.62106 Bernoulli 25, No. 1, 264-309 (2019). MSC: 62G32 62G08 62M10 62P05 PDFBibTeX XMLCite \textit{A. Daouia} et al., Bernoulli 25, No. 1, 264--309 (2019; Zbl 1442.62106) Full Text: DOI Euclid
Davis, Richard A.; Matsui, Muneya; Mikosch, Thomas; Wan, Phyllis Applications of distance correlation to time series. (English) Zbl 1414.62357 Bernoulli 24, No. 4A, 3087-3116 (2018). MSC: 62M10 60E10 60G10 62E20 PDFBibTeX XMLCite \textit{R. A. Davis} et al., Bernoulli 24, No. 4A, 3087--3116 (2018; Zbl 1414.62357) Full Text: DOI arXiv Euclid
Del Moral, Pierre; Villemonais, Denis Exponential mixing properties for time inhomogeneous diffusion processes with killing. (English) Zbl 1429.60063 Bernoulli 24, No. 2, 1010-1032 (2018). MSC: 60J60 60J80 PDFBibTeX XMLCite \textit{P. Del Moral} and \textit{D. Villemonais}, Bernoulli 24, No. 2, 1010--1032 (2018; Zbl 1429.60063) Full Text: DOI arXiv Euclid
Bate, Michael; Connor, Stephen Mixing time and cutoff for a random walk on the ring of integers mod \(n\). (English) Zbl 1429.60008 Bernoulli 24, No. 2, 993-1009 (2018). MSC: 60B15 60B10 60J10 PDFBibTeX XMLCite \textit{M. Bate} and \textit{S. Connor}, Bernoulli 24, No. 2, 993--1009 (2018; Zbl 1429.60008) Full Text: DOI arXiv Euclid
Zähle, Henryk Qualitative robustness of statistical functionals under strong mixing. (English) Zbl 1388.62071 Bernoulli 21, No. 3, 1412-1434 (2015). MSC: 62F35 62G35 60F05 PDFBibTeX XMLCite \textit{H. Zähle}, Bernoulli 21, No. 3, 1412--1434 (2015; Zbl 1388.62071) Full Text: DOI arXiv Euclid
Cloez, Bertrand; Hairer, Martin Exponential ergodicity for Markov processes with random switching. (English) Zbl 1330.60094 Bernoulli 21, No. 1, 505-536 (2015). Reviewer: Oleg K. Zakusilo (Kyïv) MSC: 60J27 60J25 60F99 PDFBibTeX XMLCite \textit{B. Cloez} and \textit{M. Hairer}, Bernoulli 21, No. 1, 505--536 (2015; Zbl 1330.60094) Full Text: DOI arXiv Euclid
Cuny, Christophe A compact LIL for martingales in \(2\)-smooth Banach spaces with applications. (English) Zbl 1321.60057 Bernoulli 21, No. 1, 374-400 (2015). Reviewer: Neville Weber (Sydney) MSC: 60F15 60F17 60G42 60B12 60G10 PDFBibTeX XMLCite \textit{C. Cuny}, Bernoulli 21, No. 1, 374--400 (2015; Zbl 1321.60057) Full Text: DOI arXiv Euclid
Heinrich, Lothar; Lück, Sebastian; Schmidt, Volker Asymptotic goodness-of-fit tests for the Palm mark distribution of stationary point processes with correlated marks. (English) Zbl 1312.60062 Bernoulli 20, No. 4, 1673-1697 (2014). MSC: 60G55 60G20 62M07 62M09 PDFBibTeX XMLCite \textit{L. Heinrich} et al., Bernoulli 20, No. 4, 1673--1697 (2014; Zbl 1312.60062) Full Text: DOI arXiv Euclid
Kulik, A. M.; Leonenko, N. N. Ergodicity and mixing bounds for the Fisher-Snedecor diffusion. (English) Zbl 1296.60215 Bernoulli 19, No. 5B, 2294-2329 (2013). Reviewer: Nicolas Privault (Singapore) MSC: 60J60 60F05 60F17 62M05 PDFBibTeX XMLCite \textit{A. M. Kulik} and \textit{N. N. Leonenko}, Bernoulli 19, No. 5B, 2294--2329 (2013; Zbl 1296.60215) Full Text: DOI arXiv
Schlemm, Eckhard; Stelzer, Robert Multivariate CARMA processes, continuous-time state space models and complete regularity of the innovations of the sampled processes. (English) Zbl 1248.60039 Bernoulli 18, No. 1, 46-63 (2012). Reviewer: Miroslav M. Ristic (Niš) MSC: 60G10 PDFBibTeX XMLCite \textit{E. Schlemm} and \textit{R. Stelzer}, Bernoulli 18, No. 1, 46--63 (2012; Zbl 1248.60039) Full Text: DOI arXiv
Neumann, Michael H. Absolute regularity and ergodicity of Poisson count processes. (English) Zbl 1277.60089 Bernoulli 17, No. 4, 1268-1284 (2011). MSC: 60G55 62M02 60G10 60J10 PDFBibTeX XMLCite \textit{M. H. Neumann}, Bernoulli 17, No. 4, 1268--1284 (2011; Zbl 1277.60089) Full Text: DOI arXiv
Kevei, Péter; Mason, David M. A note on a maximal Bernstein inequality. (English) Zbl 1225.60032 Bernoulli 17, No. 3, 1054-1062 (2011). MSC: 60E15 PDFBibTeX XMLCite \textit{P. Kevei} and \textit{D. M. Mason}, Bernoulli 17, No. 3, 1054--1062 (2011; Zbl 1225.60032) Full Text: DOI arXiv
Gordin, Mikhail; Peligrad, Magda On the functional central limit theorem via martingale approximation. (English) Zbl 1284.60070 Bernoulli 17, No. 1, 424-440 (2011). MSC: 60F17 60F05 60G42 60J10 PDFBibTeX XMLCite \textit{M. Gordin} and \textit{M. Peligrad}, Bernoulli 17, No. 1, 424--440 (2011; Zbl 1284.60070) Full Text: DOI arXiv
Fryzlewicz, Piotr; Rao, Suhasini Subba Mixing properties of ARCH and time-varying ARCH processes. (English) Zbl 1284.62550 Bernoulli 17, No. 1, 320-346 (2011). MSC: 62M10 PDFBibTeX XMLCite \textit{P. Fryzlewicz} and \textit{S. S. Rao}, Bernoulli 17, No. 1, 320--346 (2011; Zbl 1284.62550) Full Text: DOI arXiv
Lenart, Łukasz Asymptotic distributions and subsampling in spectral analysis for almost periodically correlated time series. (English) Zbl 1284.62564 Bernoulli 17, No. 1, 290-319 (2011). MSC: 62M10 60F05 62E20 62M15 PDFBibTeX XMLCite \textit{Ł. Lenart}, Bernoulli 17, No. 1, 290--319 (2011; Zbl 1284.62564) Full Text: DOI arXiv
Fasen, Vicky Asymptotic results for sample autocovariance functions and extremes of integrated generalized Ornstein-Uhlenbeck processes. (English) Zbl 1462.60040 Bernoulli 16, No. 1, 51-79 (2010). MSC: 60G10 60G70 62E20 62M10 PDFBibTeX XMLCite \textit{V. Fasen}, Bernoulli 16, No. 1, 51--79 (2010; Zbl 1462.60040) Full Text: DOI arXiv
Kim, Moosup; Lee, Sangyeol Test for tail index change in stationary time series with Pareto-type marginal distribution. (English) Zbl 1200.62054 Bernoulli 15, No. 2, 325-356 (2009). MSC: 62G32 62M10 62M07 62E20 65C60 62G10 PDFBibTeX XMLCite \textit{M. Kim} and \textit{S. Lee}, Bernoulli 15, No. 2, 325--356 (2009; Zbl 1200.62054) Full Text: DOI arXiv
Li, Bo; Genton, Marc G.; Sherman, Michael On the asymptotic joint distribution of sample space-time covariance estimators. (English) Zbl 1155.62010 Bernoulli 14, No. 1, 228-248 (2008). MSC: 62E20 62M40 60F05 PDFBibTeX XMLCite \textit{B. Li} et al., Bernoulli 14, No. 1, 228--248 (2008; Zbl 1155.62010) Full Text: DOI arXiv
Mladenović, Pavle Limit distributions for the problem of collecting pairs. (English) Zbl 1169.62308 Bernoulli 14, No. 2, 419-439 (2008). MSC: 62E20 62E15 60C05 62G32 PDFBibTeX XMLCite \textit{P. Mladenović}, Bernoulli 14, No. 2, 419--439 (2008; Zbl 1169.62308) Full Text: DOI arXiv
Synowiecki, Rafal Consistency and application of moving block bootstrap for non-stationary time series with periodic and almost periodic structure. (English) Zbl 1129.62082 Bernoulli 13, No. 4, 1151-1178 (2007). MSC: 62M10 62G09 62G20 PDFBibTeX XMLCite \textit{R. Synowiecki}, Bernoulli 13, No. 4, 1151--1178 (2007; Zbl 1129.62082) Full Text: DOI arXiv Euclid
Heinrich, Lothar; Schmidt, Hendrik; Schmidt, Volker Limit theorems for functionals on the facets of stationary random tessellations. (English) Zbl 1156.60010 Bernoulli 13, No. 3, 868-891 (2007). MSC: 60D05 60F05 PDFBibTeX XMLCite \textit{L. Heinrich} et al., Bernoulli 13, No. 3, 868--891 (2007; Zbl 1156.60010) Full Text: DOI arXiv Euclid
Lu, Zudi; Lundervold, Arvid; Tjøstheim, Dag; Yao, Qiwei Exploring spatial nonlinearity using additive approximation. (English) Zbl 1127.62087 Bernoulli 13, No. 2, 447-472 (2007). MSC: 62M30 62G20 62G07 65C60 PDFBibTeX XMLCite \textit{Z. Lu} et al., Bernoulli 13, No. 2, 447--472 (2007; Zbl 1127.62087) Full Text: DOI arXiv
Nobel, Andrew B. Hypothesis testing for families of ergodic processes. (English) Zbl 1099.62097 Bernoulli 12, No. 2, 251-269 (2006). MSC: 62M07 60G10 62M09 60F05 PDFBibTeX XMLCite \textit{A. B. Nobel}, Bernoulli 12, No. 2, 251--269 (2006; Zbl 1099.62097) Full Text: DOI Euclid
Dehay, Dominique On invariant distribution function estimation for continuous-time stationary processes. (English) Zbl 1084.62084 Bernoulli 11, No. 5, 933-948 (2005). MSC: 62M09 62G30 60F17 60G10 62G20 PDFBibTeX XMLCite \textit{D. Dehay}, Bernoulli 11, No. 5, 933--948 (2005; Zbl 1084.62084) Full Text: DOI
van Es, Bert; Spreij, Peter; van Zanten, Harry Nonparametric volatility density estimation. (English) Zbl 1044.62037 Bernoulli 9, No. 3, 451-465 (2003). MSC: 62G07 62P05 62M05 PDFBibTeX XMLCite \textit{B. van Es} et al., Bernoulli 9, No. 3, 451--465 (2003; Zbl 1044.62037) Full Text: DOI arXiv
Drees, Holger Extreme quantile estimation for dependent data, with applications to finance. (English) Zbl 1040.62077 Bernoulli 9, No. 4, 617-657 (2003). MSC: 62M10 62P05 91B28 91B84 62G20 62G32 PDFBibTeX XMLCite \textit{H. Drees}, Bernoulli 9, No. 4, 617--657 (2003; Zbl 1040.62077) Full Text: DOI Euclid
Häggström, Olle; Jonasson, Johan; Lyons, Russell Coupling and Bernoullicity in random-cluster and Potts models. (English) Zbl 1012.60086 Bernoulli 8, No. 3, 275-294 (2002). Reviewer: Yuri Kozitsky (Lublin) MSC: 60K35 82B20 PDFBibTeX XMLCite \textit{O. Häggström} et al., Bernoulli 8, No. 3, 275--294 (2002; Zbl 1012.60086) Full Text: arXiv
Borkovec, Milan Asymptotic behaviour of the sample autocovariance and autocorrelation function of the \(AR(1)\) process with \(\text{ARCH}(1)\) errors. (English) Zbl 0996.62077 Bernoulli 7, No. 6, 847-872 (2001). MSC: 62M10 60F05 PDFBibTeX XMLCite \textit{M. Borkovec}, Bernoulli 7, No. 6, 847--872 (2001; Zbl 0996.62077) Full Text: DOI
Genon-Catalot, Valentine; Jeantheau, Thierry; Larédo, Catherine Stochastic volatility models as hidden Markov models and statistical applications. (English) Zbl 0966.62048 Bernoulli 6, No. 6, 1051-1079 (2000). MSC: 62M05 62P05 62F10 PDFBibTeX XMLCite \textit{V. Genon-Catalot} et al., Bernoulli 6, No. 6, 1051--1079 (2000; Zbl 0966.62048) Full Text: DOI Euclid
Bickel, Peter J.; Bühlmann, Peter A new mixing notion and functional central limit theorems for a sieve bootstrap in time series. (English) Zbl 0954.62102 Bernoulli 5, No. 3, 413-446 (1999). Reviewer: Yurii Lin’kov (Donetsk) MSC: 62M10 60F17 62F40 PDFBibTeX XMLCite \textit{P. J. Bickel} and \textit{P. Bühlmann}, Bernoulli 5, No. 3, 413--446 (1999; Zbl 0954.62102) Full Text: DOI Euclid
Bradley, Richard C. On the growth of variances in a central limit theorem for strongly mixing sequences. (English) Zbl 0921.60024 Bernoulli 5, No. 1, 67-80 (1999). Reviewer: N.Curteanu (Iaşi) MSC: 60F05 60G50 60G10 60G15 PDFBibTeX XMLCite \textit{R. C. Bradley}, Bernoulli 5, No. 1, 67--80 (1999; Zbl 0921.60024) Full Text: DOI Euclid
Bentkus, V.; Götze, F.; Tikhomirov, A. Berry-Esseen bounds for statistics of weakly dependent samples. (English) Zbl 1066.62505 Bernoulli 3, No. 3, 329-349 (1997). MSC: 62E20 62G20 PDFBibTeX XMLCite \textit{V. Bentkus} et al., Bernoulli 3, No. 3, 329--349 (1997; Zbl 1066.62505) Full Text: DOI Link
Rosiński, Jan; Samorodnitsky, Gennady Classes of mixing stable processes. (English) Zbl 0870.60032 Bernoulli 2, No. 4, 365-377 (1996). MSC: 60G10 PDFBibTeX XMLCite \textit{J. Rosiński} and \textit{G. Samorodnitsky}, Bernoulli 2, No. 4, 365--377 (1996; Zbl 0870.60032) Full Text: DOI Link