Threshold Models and New Developments in Time Series

Dear all,

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
(karen at stat.sinica.edu.tw) if you need a free sample copy of the
April issue. We very much appreciate if you would consider Statistica
Sinica as a suitable outlet for your scholarly work.

Sincerely,
Karen Li --- on behalf of the Co-Editors
Editorial Assistant
--------------------------------------------------------------------

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