Statistics and Its Interface

Volume 4 (2011)

Number 2


From the Editors

pp. 105-105

Reflections from the past

Peter Whittle

pp. 119-119

Remarks suggested by the paper of H. Tong

Murray Rosenblatt

pp. 121-122

Threshold autoregression in economics

Bruce E. Hansen

pp. 123-127

A class of threshold autoregressive conditional heteroscedastic models

Wai-Cheung Ip, Yuan Li, Heung Wong, and Xingfa Zhang

pp. 149-157

On the threshold hyperbolic GARCH models

Wilson Kwan, Guodong Li, and Wai Keung Li

pp. 159-166

A review of threshold time series models in finance

Cathy W. S. Chen, Feng-Chi Liu, and Mike K. P. So

pp. 167-181

Subset ARMA selection via the adaptive Lasso

Kung-Sik Chan and Kun Chen

pp. 197-205

A note on asymptotic inference for FIGARCH($p, d, q$) models

Ngai Hang Chan and Chi Tim Ng

pp. 227-233

Testing for measurement errors with discrete-time data sampled from a CARMA model

Kung-Sik Chan, Patrick Fayard, and Henghsiu Tsai

pp. 235-242

Estimation in semiparametric time series regression

Jia Chen, Jiti Gao, and Degui Li

pp. 243-251

An extension of max autoregressive models

Philippe Naveau, Zhengjun Zhang, and Bin Zhu

pp. 253-266