Introduction

1. Bayesian computational approaches to model selection C. Andrieu, A. Doucet, W. J. Fitzgerald and J. -M. Pé

rez

2. Sequential analysis of nonlinear dynamic systems using particles and mixtures Neil Gordon, Alan Marrs and David Salmond

3. Stochastic, dynamic modelling and signal processing: time variable and state dependent parameter estimation Peter Young

4. The use of generalised likelihood measures for uncertainty estimation in high-order models of environmental systems Keith Beven, Jim Freer, Barry Hankin and Karsten Schulz

5. Spatial statistics in environmental science Richard L. Smith

6. Useful lies: dynamics from data Alistair Mees

7. A modelling framework for the prices and times of trades made on the New York Stock Exchange Tina Hviid Rydberg and Neil Shephard

8. The sample autocorrelations of financial Time Series Models Richard A. Davis and Thomas Mikosch

9. The many roads to time-frequency Patrick Flandrin

10. Multiple Window time-varying spectrum estimation Metin Bayram and Richard Baraniuk

11. Multitaper analysis of nonstationary and nonlinear Time Series Data David J. Thomson

12. Signal and image denoising via wavelet thresholding: orthogonal and biorthogonal, scalar and multiple wavelet transforms Vasily Strela and Andrew Walden

13. Wavestrapping time series: adaptive wavelet-based bootstrapping D. B. Percival, S. Sardy and A. C. Davison.