Statistical Methodology for Nonstationary Time Series with Applications

Call for Papers

Many time series are realizations of nonstationary random processes, and statistical methodology for the analysis of such data has been an active area of research in both the frequency and time domains. Nonstationary time series models have been applied to a variety of areas, such as climate research, finance, biology, and neuroscience. Most of the existing methods are tailored to univariate time series, although in practice, many problems are multivariate in nature. For example, in neuroscience applications, EEG or fMRI time series include data from different channels or brain regions on the same patient. These time series are nonstationary when they result from stimuli that vary over the course of an experiment. How these time series relate to each other, and how this covariation differs across time and across subjects, and how these aspects of the multivariate nonstationary time series related to differences in behavioral measures across subjects are often of paramount interest.

We invite authors to submit original research as well as review articles that further the development of the area of nonstationary time series. Potential topics include, but are not limited to:

• Frequency domain methodology for the analysis of nonstationary univariate/multivariate time series
• Time domain methodology for the analysis of nonstationary univariate/multivariate time series
• Applications of methodology to an area of current applied interest

Before submission authors should carefully read over the journal's Author Guidelines, which are located at http://www.hindawi.com/journals/jps/guidelines/. Prospective authors should submit an electronic copy of their complete manuscript through the journal Manuscript Tracking System at http://mts.hindawi.com/ according to the following timetable:

Lead Guest Editor

• Ori Rosen, Department of Mathematical Sciences, University of Texas at El Paso, Bell Hall 221, El Paso, TX, USA

Guest Editors

• Hernando C. Ombao, Biostatistics Section, Brown University, 121 South Main Street, Providence, RI, USA
• Wesley K. Thompson, Department of Psychiatry, University of California San Diego, 9500 Gilman Drive, La Jolla, CA 92037-0603, USA
• Sally Wood, Melbourne Business School, University of Melbourne, 200 Leicester Street, North Carlton, VIC, Australia