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Statistica Sinica

Volume 26, Number 4, October 2016

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