Statistica Sinica

Volume 26,  Number 4, October 2016 

@corresponding author*

Special Issue Honoring Prof. George C. Tiao

"Bayesian inference, environment statistics, time series analysis,
and their applications"

@ Foreword@
Xiao-Li Meng, Ruey Tsay and Qiwei Yao
 
1331
@ Bayesian forecasting of demographic rates for small areas: emigration rates by age, sex, and region in New Zealand, 2014-2038
John Bryant and Junni L. Zhang*
Sup

doi:10.5705/ss.2014.200t

1337

@ Reg-ARIMA model identification: empirical evidence
Agustín Maravall*, Roberto López Pavón and Domingo Pérez Cañete
 

doi:10.5705/ss.2014.189t
1365

@ Common seasonality in multivariate time series
Fabio H. Nieto*, Daniel Peña and Dagoberto Saboyá
  doi:10.5705/ss.2014.184t
1389
@ Multivariate stochastic regression in time series modeling
Tze Leung Lai and Ka Wai Tsang*
 

doi:10.5705/ss.2014.211t
1411

@ Regime-switching factor models for high-dimensional time series
Xialu Liu and Rong Chen*
Sup

doi:10.5705/ss.2014.265t
1427

@ Doubly constrained factor models with applications
Henghsiu Tsai, Ruey S. Tsay*, Edward M. H. Lin and Ching-Wei Cheng
Sup doi:10.5705/ss.2013.332t
1453
@ Nonlinear error correction model and multiple-threshold cointegration
Man Wang, Ngai Hang Chan* and Chun Yip Yau
Sup

doi:10.5705/ss.2014.219t
1479

@ Coverage bound for fixed-b subsampling and generalized subsampling for time series
Yinxiao Huang* and Xiaofeng Shao
  doi:10.5705/ss.2014.185t
1499
@ Robust sampling designs for a possibly misspecified stochastic process
Yassir Rabhi and Douglas P. Wiens*
Sup doi:10.5705/ss.2013.322t
1525
@ Nested sub-sample search algorithm for estimation of threshold models
Dong Li* and Howell Tong
  doi:10.5705/ss.2013.394t
1543
@ On buffered threshold garch models
Pak Hang Lo, Wai Keung Li, Philip L. H. Yu and Guodong Li*
Sup

doi:10.5705/ss.2014.098t
1555

@ Composite likelihood under hidden Markov model
Jiahua Chen*, Yi Huang and Peiming Wang
Sup doi:10.5705/ss.2013.084t
1569
@ Spatio-temporal low count processes with application to violent crime events
Sivan Aldor-Noiman, Lawrence D. Brown*, Emily B. Fox and Robert A. Stine
Sup doi:10.5705/ss.2014.217t
1587
@ Testing additive assumptions on means of regular monitoring data: a multivariate nonstationary time series approach
Ting Zhang*
Sup

doi:10.5705/ss.2014.175t

1611

@ Value at risk for integrated returns and its applications to equity portfolios
Hwai-Chung Ho, Hung-Yin Chen and Henghsiu Tsai*
Sup doi:10.5705/ss.2014.228t
1631
  Functional coefficient moving average model with applications to forecasting Chinese CPI
Song Xi Chen, Lihua Lei and Yundong Tu*
Sup

doi:10.5705/ss.2014.196t

1649

  Theory and inference for a class of nonlinear models with application to time series of counts
Richard A. Davis and Heng Liu*
 

doi:10.5705/ss.2014.145t

1673

  General    
  An optimal shrinkage factor in prediction of ordered random effects
Nilabja Guha*, Anindya Roy, Yaakov Malinovsky and Gauri Datta
  doi:10.5705/ss.202014.0034
1709
  Estimation of smoothness of a stationary Gaussian random field
Wei-Ying Wu* and Chae Young Lim
Sup doi:10.5705/ss.202014.0109
1729
  The statistics and mathematics of high dimension low sample size asymptotics
Dan Shen, Haipeng Shen, Hongtu Zhu* and J. S. Marron
Sup doi:10.5705/ss.202015.0088
1747

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