Threshold Models and New Developments in Time Series
Karen Li
I am attaching the table of contents of the January 2007 issue
of Statistica Sinica which presents work on the special theme:
"Threshold Models and New Developments in Time Series". In Editor's
Melange, we have invited contributions from Professors
Peter Brockwell, Howell Tong, and Ruey Tsay. The articles under
Editor's Melange can be downloaded via the following journal site
(click on the current issue):
http://www3.stat.sinica.edu.tw/statistica/
In the next (April) issue we will have a collection of articles on
Bayesian statistics, and editorials written by Professors
Hani Doss and Andrew Gelman. Please email your mailing address
to me at
karen AT stat.sinica.edu.tw
if you need a free sample copy of the April issue.
Sincerely,
Karen Li --- on behalf of the Co-Editors
Editorial Assistant
Statistica Sinica
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Editor's Melange
Highlights
What's next?
Kung-Sik Chan and Wai-Keung Li
Editorials
Beyond linear time series
Peter Brockwell
Never-ending developments in time series analysis
Ruey S. Tsay
Inside Views
Birth of the threshold time series model
Howell Tong
Threshold Models and New Developments in Time Series
Frequency analysis of chaotic intermittency maps with slowly
decaying correlations
R. J. Bhansali and M. P. Holland
Stability of cyclic threshold and threshold-like autoregressive
time series models
Thomas R. Boucher and Daren B.H. Cline
Continuous-time Gaussian autoregression
Peter Brockwell, Richard Davis and Yu Yang
Nonparametric tests for serial independence based on quadratic forms
Cees Diks and Valentyn Panchenko
Semiparametric penalty function method in partially linear
model selection
Chaohua Dong, Jiti Gao and Howell Tong
Model checks using residual marked empirical processes
J. Carlos Escanciano
Multivariate reduced-rank nonlinear time series modeling
Ming-Chung Li and Kung-Sik Chan
A double AR(p) model: structure and estimation
Shiqing Ling
Adaptive varying-coefficient linear models for stochastic
processes: asymptotic theory
Zudi Lu, Dag Tjostheim and Qiwei Yao
Self-normalization for heavy-tailed time series with long memory
Tucker McElroy and Dimitris Politis
Stability of mixtures of vector autoregressions with autoregressive
conditional heteroskedasticity
Pentti Saikkonen
Threshold variable determination and threshold variable driven
switching autoregressive models
Senlin Wu and Rong Chen
Threshold variable selection using nonparametric methods
Yingcun Xia, Wai-Keung Li and Howell Tong
General
On the existence and limit behavior of the optimal bandwidth
for kernel density estimation
J. E. Chacon, J. Montanero, A. G. Nogales and P. Perez
Effects of measurement error and conditional score estimation
in capture-recapture models
Wen-Han Hwang, Steve Y. H. Huang and C. Y. Wang
Adaptive boxcar deconvolution on full Lebesgue measure sets
Gerard Kerkyacharian, Dominique Picard and Marc Raimondo
Asymptotic distributions of the Buckley-James estimator under
nonstandard conditions
Fanhui Kong and Qiqing Yu
Exact confidence coefficients of confidence intervals for a
binomial proportion
Hsiuying Wang
Nonparametric test for the form of parametric regression with
time series errors
Lan Wang and Ingrid Van Keilegom
A generalized drop-the-loser urn for clinical trials with
delayed responses
Li-Xin Zhang, Wai Sum Chan, Siu Hung Cheung and Feifang Hu