  A major research area of Ching-Zong Wei (1949--2004) was time series models
and their applications in econometrics and engineering, to which he made many
important contributions. A conference on time series and related topics in
memory of him was held on December 12--14, 2005, at Academia Sinica in Taipei,
where he was Director of the Institute of Statistical Science from 1993 to
1999. Of the forty-two speakers at the conference, twenty contributed to this
volume. These papers are listed under the following three headings.
