Volume 15 Number 2 April 2005
Bayesian Inference, Environment Statistics, Time Series Analysis, and their Applications Editorial ................................................................. 277 Autoregressive models with piecewise constant volatility and regression parameters...................Tze Leung Lai, Haiyan Liu and Haipeng Xing 279 On canonical analysis of multivariate time series.......................... .............................................Wanli Min and Ruey S. Tsay 303 A Bayesian multiresolution hazard model with application to an AIDS repor- ting delay study............ Peter Bouman, Vanja Dukic and Xiao-Li Meng 325 Calibrating Bayes factor under prior predictive distributions ............. ................................Gonzalo García-Donato and Ming-Hui Chen 359 Estimation for state-space models based on a likelihood approximation...... .............................Richard A. Davis and Gabriel Rodriguez-Yam 381 A state-space approach to modelling brain dynamics......................... ...................... Moon-Ho Ringo Ho, Hernando Ombao, Robert Shumway 407 Best mean square prediction for moving averages............................ .........................................F. Jay Breidt and Nan-Jung Hsu 427 Asymptotic second moment properties of out-of-sample forecast errors of misspecified RegARIMA models and the optimality of GLS................. ............................David F. Findley, U.S. Bureau of the Census 447 Lévy-driven and fractionally integrated ARMA processes with continuous time..............................Peter J. Brockwell and Tina Marquardt 477 On time-reversibility of multivariate linear processes...................... .........................................Howell Tong and Zhiqiang Zhang 495 A powerful test for conditional heteroscedasticity for financial time series with highly persistent volatilities....Julio Rodríguez and Esther Ruiz 505 Max-CUSUM chart for autocorrelated processes............................... .....................................Smiley W. Cheng and Keoagile Thaga 527 Predictive spatio-temporal models for spatially sparse environmental data.. ......................................Xavier de Luna and Marc G. Genton 547 Asymptotic properties of ESTAR models.........Thomas Jagger and Xu-Feng Niu 569