---
_id: '61540'
author:
- first_name: Frank
  full_name: Aurzada, Frank
  last_name: Aurzada
- first_name: Martin
  full_name: Kolb, Martin
  last_name: Kolb
- first_name: Dominic T.
  full_name: Schickentanz, Dominic T.
  last_name: Schickentanz
citation:
  ama: Aurzada F, Kolb M, Schickentanz DT. Brownian motion conditioned to spend limited
    time outside a bounded interval – an extreme example of entropic repulsion. <i>Bernoulli</i>.
    2025;31(2). doi:<a href="https://doi.org/10.3150/24-bej1776">10.3150/24-bej1776</a>
  apa: Aurzada, F., Kolb, M., &#38; Schickentanz, D. T. (2025). Brownian motion conditioned
    to spend limited time outside a bounded interval – an extreme example of entropic
    repulsion. <i>Bernoulli</i>, <i>31</i>(2). <a href="https://doi.org/10.3150/24-bej1776">https://doi.org/10.3150/24-bej1776</a>
  bibtex: '@article{Aurzada_Kolb_Schickentanz_2025, title={Brownian motion conditioned
    to spend limited time outside a bounded interval – an extreme example of entropic
    repulsion}, volume={31}, DOI={<a href="https://doi.org/10.3150/24-bej1776">10.3150/24-bej1776</a>},
    number={2}, journal={Bernoulli}, publisher={Bernoulli Society for Mathematical
    Statistics and Probability}, author={Aurzada, Frank and Kolb, Martin and Schickentanz,
    Dominic T.}, year={2025} }'
  chicago: Aurzada, Frank, Martin Kolb, and Dominic T. Schickentanz. “Brownian Motion
    Conditioned to Spend Limited Time Outside a Bounded Interval – an Extreme Example
    of Entropic Repulsion.” <i>Bernoulli</i> 31, no. 2 (2025). <a href="https://doi.org/10.3150/24-bej1776">https://doi.org/10.3150/24-bej1776</a>.
  ieee: 'F. Aurzada, M. Kolb, and D. T. Schickentanz, “Brownian motion conditioned
    to spend limited time outside a bounded interval – an extreme example of entropic
    repulsion,” <i>Bernoulli</i>, vol. 31, no. 2, 2025, doi: <a href="https://doi.org/10.3150/24-bej1776">10.3150/24-bej1776</a>.'
  mla: Aurzada, Frank, et al. “Brownian Motion Conditioned to Spend Limited Time Outside
    a Bounded Interval – an Extreme Example of Entropic Repulsion.” <i>Bernoulli</i>,
    vol. 31, no. 2, Bernoulli Society for Mathematical Statistics and Probability,
    2025, doi:<a href="https://doi.org/10.3150/24-bej1776">10.3150/24-bej1776</a>.
  short: F. Aurzada, M. Kolb, D.T. Schickentanz, Bernoulli 31 (2025).
date_created: 2025-10-07T13:07:12Z
date_updated: 2025-10-07T13:08:45Z
doi: 10.3150/24-bej1776
intvolume: '        31'
issue: '2'
language:
- iso: eng
publication: Bernoulli
publication_identifier:
  issn:
  - 1350-7265
publication_status: published
publisher: Bernoulli Society for Mathematical Statistics and Probability
status: public
title: Brownian motion conditioned to spend limited time outside a bounded interval
  – an extreme example of entropic repulsion
type: journal_article
user_id: '48880'
volume: 31
year: '2025'
...
---
_id: '3470'
article_number: '733'
author:
- first_name: Jan
  full_name: Beran, Jan
  last_name: Beran
- first_name: Yuanhua
  full_name: Feng, Yuanhua
  id: '20760'
  last_name: Feng
citation:
  ama: Beran J, Feng Y. Local Polynomial Estimation with a FARIMA-GARCH Error Process.
    <i>Bernoulli</i>. 2007;7(5). doi:<a href="https://doi.org/10.2307/3318539">10.2307/3318539</a>
  apa: Beran, J., &#38; Feng, Y. (2007). Local Polynomial Estimation with a FARIMA-GARCH
    Error Process. <i>Bernoulli</i>, <i>7</i>(5). <a href="https://doi.org/10.2307/3318539">https://doi.org/10.2307/3318539</a>
  bibtex: '@article{Beran_Feng_2007, title={Local Polynomial Estimation with a FARIMA-GARCH
    Error Process}, volume={7}, DOI={<a href="https://doi.org/10.2307/3318539">10.2307/3318539</a>},
    number={5733}, journal={Bernoulli}, publisher={JSTOR}, author={Beran, Jan and
    Feng, Yuanhua}, year={2007} }'
  chicago: Beran, Jan, and Yuanhua Feng. “Local Polynomial Estimation with a FARIMA-GARCH
    Error Process.” <i>Bernoulli</i> 7, no. 5 (2007). <a href="https://doi.org/10.2307/3318539">https://doi.org/10.2307/3318539</a>.
  ieee: J. Beran and Y. Feng, “Local Polynomial Estimation with a FARIMA-GARCH Error
    Process,” <i>Bernoulli</i>, vol. 7, no. 5, 2007.
  mla: Beran, Jan, and Yuanhua Feng. “Local Polynomial Estimation with a FARIMA-GARCH
    Error Process.” <i>Bernoulli</i>, vol. 7, no. 5, 733, JSTOR, 2007, doi:<a href="https://doi.org/10.2307/3318539">10.2307/3318539</a>.
  short: J. Beran, Y. Feng, Bernoulli 7 (2007).
date_created: 2018-07-05T14:28:34Z
date_updated: 2022-01-06T06:59:18Z
department:
- _id: '206'
doi: 10.2307/3318539
intvolume: '         7'
issue: '5'
publication: Bernoulli
publication_identifier:
  issn:
  - 1350-7265
publication_status: published
publisher: JSTOR
status: public
title: Local Polynomial Estimation with a FARIMA-GARCH Error Process
type: journal_article
user_id: '10075'
volume: 7
year: '2007'
...
---
_id: '4624'
article_number: '733'
author:
- first_name: Jan
  full_name: Beran, Jan
  last_name: Beran
- first_name: Yuanhua
  full_name: Feng, Yuanhua
  id: '20760'
  last_name: Feng
citation:
  ama: Beran J, Feng Y. Local Polynomial Estimation with a FARIMA-GARCH Error Process.
    <i>Bernoulli</i>. 2007;7(5). doi:<a href="https://doi.org/10.2307/3318539">10.2307/3318539</a>
  apa: Beran, J., &#38; Feng, Y. (2007). Local Polynomial Estimation with a FARIMA-GARCH
    Error Process. <i>Bernoulli</i>, <i>7</i>(5). <a href="https://doi.org/10.2307/3318539">https://doi.org/10.2307/3318539</a>
  bibtex: '@article{Beran_Feng_2007, title={Local Polynomial Estimation with a FARIMA-GARCH
    Error Process}, volume={7}, DOI={<a href="https://doi.org/10.2307/3318539">10.2307/3318539</a>},
    number={5733}, journal={Bernoulli}, publisher={JSTOR}, author={Beran, Jan and
    Feng, Yuanhua}, year={2007} }'
  chicago: Beran, Jan, and Yuanhua Feng. “Local Polynomial Estimation with a FARIMA-GARCH
    Error Process.” <i>Bernoulli</i> 7, no. 5 (2007). <a href="https://doi.org/10.2307/3318539">https://doi.org/10.2307/3318539</a>.
  ieee: J. Beran and Y. Feng, “Local Polynomial Estimation with a FARIMA-GARCH Error
    Process,” <i>Bernoulli</i>, vol. 7, no. 5, 2007.
  mla: Beran, Jan, and Yuanhua Feng. “Local Polynomial Estimation with a FARIMA-GARCH
    Error Process.” <i>Bernoulli</i>, vol. 7, no. 5, 733, JSTOR, 2007, doi:<a href="https://doi.org/10.2307/3318539">10.2307/3318539</a>.
  short: J. Beran, Y. Feng, Bernoulli 7 (2007).
date_created: 2018-10-10T11:23:06Z
date_updated: 2022-01-06T07:01:15Z
department:
- _id: '206'
doi: 10.2307/3318539
extern: '1'
intvolume: '         7'
issue: '5'
language:
- iso: eng
publication: Bernoulli
publication_identifier:
  issn:
  - 1350-7265
publication_status: published
publisher: JSTOR
status: public
title: Local Polynomial Estimation with a FARIMA-GARCH Error Process
type: journal_article
user_id: '10075'
volume: 7
year: '2007'
...
