ISSN 1350-7265
Volume 17, Number 1
Publication Date: February 2011
Frontmatter
Editorial Board
Papers
Integral representations and properties of operator fractional Brownian motions
Gustavo Didier and Vladas Pipiras; 1-33
Explicit identities for Lévy processes associated to symmetric stable processes
M.E. Caballero, J.C. Pardo and J.L. Pérez; 34-59
Nonparametric regression with filtered data
Oliver Linton, Enno Mammen, Jens Perch Nielsen and Ingrid Van Keilegom; 60-87
Invariance principles for linear processes with application to isotonic regression
Jérôme Dedecker, Florence Merlevède and Magda Peligrad; 88-113
On a fractional linear birth–death process
Enzo Orsingher and Federico Polito; 114-137
Supercritical age-dependent branching Markov processes and their scaling limits
Krishna B. Athreya, Siva R. Athreya and Srikanth K. Iyer; 138-154
Transportation inequalities: From Poisson to Gibbs measures
Yutao Ma, Shi Shen, Xinyu Wang and Liming Wu; 155-169
Rice formulae and Gaussian waves
Jean-Marc Azaïs, José R. León and Mario Wschebor; 170-193
Asymptotics of supremum distribution of a Gaussian process over a Weibullian time
Marek Arendarczyk and Krzysztof Dȩbicki; 194-210
Estimating conditional quantiles with the help of the pinball loss
Ingo Steinwart and Andreas Christmann; 211-225
Conditioning on an extreme component: Model consistency with regular variation on cones
Bikramjit Das and Sidney I. Resnick; 226-252
A goodness-of-fit test for bivariate extreme-value copulas
Christian Genest, Ivan Kojadinovic, Johanna Nešlehová and Jun Yan; 253-275
On the heavy-tailedness of Student’s t-statistic
Fredrik Jonsson; 276-289
Asymptotic distributions and subsampling in spectral analysis for almost periodically correlated time series
Łukasz Lenart; 290-319
Mixing properties of ARCH and time-varying ARCH processes
Piotr Fryzlewicz and Suhasini Subba Rao; 320-346
Simultaneous critical values for t-tests in very high dimensions
Hongyuan Cao and Michael R. Kosorok; 347-394
Statistical analysis of self-similar conservative fragmentation chains
Marc Hoffmann and Nathalie Krell; 395-423
On the functional central limit theorem via martingale approximation
Mikhail Gordin and Magda Peligrad; 424-440
From Schoenberg to Pick–Nevanlinna: Toward a complete picture of the variogram class
Emilio Porcu and René L. Schilling; 441-455
Characterization theorems for the Gneiting class of space–time covariances
Viktor P. Zastavnyi and Emilio Porcu; 456-465
The distribution of the maximal difference between a Brownian bridge and its concave majorant
Fadoua Balabdaoui and Jim Pitman; 466-483
Fractional Lévy-driven Ornstein–Uhlenbeck processes and stochastic differential equations
Holger Fink and Claudia Klüppelberg; 484-506