STATISTICA   SINICA
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



2005 Statistica Sinica ISSN 1017-0405