JournalTOCs

Journal of Time Series Analysis
Journal Prestige (SJR): 1.395

Citation Impact (citeScore): 1
Number of Followers: 16

Hybrid journal (It can contain Open Access articles)
ISSN (Print) 0143-9782 - ISSN (Online) 1467-9892
Published by John Wiley and Sons

[1693 journals]

On some basic features of strictly stationary, reversible Markov chains
- Authors: Richard C. Bradley
  Abstract: Journal of Time Series Analysis, Accepted Article.
  Citation: Journal of Time Series Analysis
  PubDate: 2021-01-08T03:51:08-08:00
  DOI: 10.1111/jtsa.12583
Indirect Inference for Time Series Using the Empirical Characteristic
Function and Control Variates
- Authors: Richard A. Davis; Thiago Rêgo Sousa, Claudia Klüppelberg
  Abstract: Journal of Time Series Analysis, Accepted Article.
  Citation: Journal of Time Series Analysis
  PubDate: 2021-01-03T07:39:59-08:00
  DOI: 10.1111/jtsa.12582
Editorial announcement: Journal of Time Series Analysis Distinguished
Authors 2020
- Authors: Robert Taylor
  Abstract: Journal of Time Series Analysis, Volume 42, Issue 1, Page 3-3, January 2021.
  Citation: Journal of Time Series Analysis
  PubDate: 2020-12-09T12:48:47-08:00
  DOI: 10.1111/jtsa.12564
  Issue No: Vol. 42, No. 1 (2020)
Robust empirical likelihood for time series
- Authors: Kun Chen; Rui Huang
  Abstract: Journal of Time Series Analysis, Volume 42, Issue 1, Page 4-18, January 2021.
  Citation: Journal of Time Series Analysis
  PubDate: 2020-12-09T12:48:47-08:00
  DOI: 10.1111/jtsa.12552
  Issue No: Vol. 42, No. 1 (2020)
Independent block identification in multivariate time series
- Authors: Florencia Leonardi; Matías Lopez‐Rosenfeld, Daniela Rodriguez, Magno T. F. Severino, Mariela Sued
  Abstract: Journal of Time Series Analysis, Volume 42, Issue 1, Page 19-33, January 2021.
  Citation: Journal of Time Series Analysis
  PubDate: 2020-12-09T12:48:47-08:00
  DOI: 10.1111/jtsa.12553
  Issue No: Vol. 42, No. 1 (2020)
Robust discrimination between long‐range dependence and a change in
mean
- Authors: Carina Gerstenberger
  Abstract: Journal of Time Series Analysis, Volume 42, Issue 1, Page 34-62, January 2021.
  Citation: Journal of Time Series Analysis
  PubDate: 2020-12-09T12:48:47-08:00
  DOI: 10.1111/jtsa.12554
  Issue No: Vol. 42, No. 1 (2020)
Unit root testing with slowly varying trends
- Authors: Sven Otto
  Abstract: Journal of Time Series Analysis, Volume 42, Issue 1, Page 85-106, January 2021.
  Citation: Journal of Time Series Analysis
  PubDate: 2020-12-09T12:48:47-08:00
  DOI: 10.1111/jtsa.12557
  Issue No: Vol. 42, No. 1 (2020)
Mixtures of Nonlinear Poisson Autoregressions
- Authors: Paul Doukhan; Konstantinos Fokianos, Joseph Rynkiewicz
  Abstract: Journal of Time Series Analysis, Volume 42, Issue 1, Page 107-135, January 2021.
  Citation: Journal of Time Series Analysis
  PubDate: 2020-12-09T12:48:47-08:00
  DOI: 10.1111/jtsa.12558
  Issue No: Vol. 42, No. 1 (2020)
A new approach for open‐end sequential change point monitoring
- Authors: Josua Gösmann; Tobias Kley, Holger Dette
  Abstract: Journal of Time Series Analysis, Volume 42, Issue 1, Page 63-84, January 2021.
  Citation: Journal of Time Series Analysis
  PubDate: 2020-12-09T12:48:47-08:00
  DOI: 10.1111/jtsa.12555
  Issue No: Vol. 42, No. 1 (2020)
Issue Information
- Abstract: Journal of Time Series Analysis, Volume 42, Issue 1, Page 1-2, January 2021.
  Citation: Journal of Time Series Analysis
  PubDate: 2020-12-09T12:48:47-08:00
  DOI: 10.1111/jtsa.12536
  Issue No: Vol. 42, No. 1 (2020)
Extensions of Rosenblatt's results on the asymptotic behavior of the
prediction error for deterministic stationary sequences
- Authors: Nikolay M. Babayan; Mamikon S. Ginovyan, Murad S. Taqqu
  Abstract: Journal of Time Series Analysis, EarlyView.
  Citation: Journal of Time Series Analysis
  PubDate: 2020-12-27T06:05:28-08:00
  DOI: 10.1111/jtsa.12572
Editorial Announcement
- Authors: Robert Taylor
  Abstract: Journal of Time Series Analysis, EarlyView.
  Citation: Journal of Time Series Analysis
  PubDate: 2020-12-27T05:52:51-08:00
  DOI: 10.1111/jtsa.12575
To infinity and beyond: Efficient computation of ARCH(∞) models
- Authors: Morten Ørregaard Nielsen; Antoine L. Noël
  Abstract: Journal of Time Series Analysis, EarlyView.
  Citation: Journal of Time Series Analysis
  PubDate: 2020-12-21T06:35:00-08:00
  DOI: 10.1111/jtsa.12570
Consistent Autoregressive Spectral Estimates: Nonlinear Time Series and
Large Autocovariance Matrices
- Authors: Jiang Wang; Dimitris N. Politis
  Abstract: Journal of Time Series Analysis, Accepted Article.
  Citation: Journal of Time Series Analysis
  PubDate: 2020-12-18T06:32:21-08:00
  DOI: 10.1111/jtsa.12580
Parsimonious time series modeling for high frequency climate data
- Authors: Paul L. Anderson; Farzad Sabzikar, Mark M. Meerschaert
  Abstract: Journal of Time Series Analysis, Accepted Article.
  Citation: Journal of Time Series Analysis
  PubDate: 2020-12-15T09:00:51-08:00
  DOI: 10.1111/jtsa.12579
Asymptotic Theory for QMLE for the Real‐time GARCH(1,1) model*
- Authors: Ekaterina Smetanina; Wei Biao Wu
  Abstract: Journal of Time Series Analysis, Accepted Article.
  Citation: Journal of Time Series Analysis
  PubDate: 2020-12-12T12:54:52-08:00
  DOI: 10.1111/jtsa.12578
Local Whittle Estimation of Long‐Range Dependence for Functional
Time Series
- Authors: Degui Li; Peter M. Robinson, Han Lin Shang
  Abstract: Journal of Time Series Analysis, Accepted Article.
  Citation: Journal of Time Series Analysis
  PubDate: 2020-12-12T12:45:00-08:00
  DOI: 10.1111/jtsa.12577
Identifiability of Structural Singular Vector Autoregressive Models
- Authors: Bernd Funovits; Alexander Braumann
  Abstract: Journal of Time Series Analysis, Accepted Article.
  Citation: Journal of Time Series Analysis
  PubDate: 2020-12-06T12:00:00-08:00
  DOI: 10.1111/jtsa.12576
Threshold Model With a Time‐varying Threshold Based on Fourier
Approximation
- Authors: Lixiong Yang; Chingnun Lee, I‐Po Chen
  Abstract: Journal of Time Series Analysis, Accepted Article.
  Citation: Journal of Time Series Analysis
  PubDate: 2020-12-03T05:51:39-08:00
  DOI: 10.1111/jtsa.12574
Quasi‐maximum likelihood estimation of conditional autoregressive
Wishart models
- Authors: Manabu Asai; Mike K. P. So
  Abstract: Journal of Time Series Analysis, EarlyView.
  Citation: Journal of Time Series Analysis
  PubDate: 2020-12-01T06:58:05-08:00
  DOI: 10.1111/jtsa.12566
Asymptotic Behavior of Delay Times of Bubble Monitoring Tests
- Authors: Eiji Kurozumi
  Abstract: Journal of Time Series Analysis, EarlyView.
  Citation: Journal of Time Series Analysis
  PubDate: 2020-12-01T06:57:46-08:00
  DOI: 10.1111/jtsa.12569
Prediction of Singular VARs and an Application to Generalized Dynamic
Factor Models
- Authors: Siegfried Hörmann; Gilles Nisol
  Abstract: Journal of Time Series Analysis, EarlyView.
  Citation: Journal of Time Series Analysis
  PubDate: 2020-11-30T11:20:22-08:00
  DOI: 10.1111/jtsa.12568
Quasi‐Maximum Likelihood and The Kernel Block Bootstrap for
Nonlinear Dynamic Models
- Authors: Paulo M.D.C. Parente; Richard J. Smith
  Abstract: Journal of Time Series Analysis, Accepted Article.
  Citation: Journal of Time Series Analysis
  PubDate: 2020-11-27T01:35:55-08:00
  DOI: 10.1111/jtsa.12573
Extensions to the invariance property of maximum likelihood estimation for
affine‐transformed state‐space models
- Authors: Adrian Pizzinga; Marcelo Fernandes
  Abstract: Journal of Time Series Analysis, Accepted Article.
  Citation: Journal of Time Series Analysis
  PubDate: 2020-11-19T12:42:41-08:00
  DOI: 10.1111/jtsa.12571
Statistical foundations of data science by jianqing Fan, Runze Li,
Chun‐Hui Zhang, Hui Zou. Published by Taylor & Francis Group. Total
number of pages: 729. ISBN: 978‐1‐466‐51084‐5
- Authors: Weining Wang
  Abstract: Journal of Time Series Analysis, EarlyView.
  Citation: Journal of Time Series Analysis
  PubDate: 2020-11-11T10:25:36-08:00
  DOI: 10.1111/jtsa.12567
A simple nearly unbiased estimator of cross‐covariances
- Authors: Yifan Li; Yao Rao
  Abstract: Journal of Time Series Analysis, EarlyView.
  Citation: Journal of Time Series Analysis
  PubDate: 2020-11-09T09:37:38-08:00
  DOI: 10.1111/jtsa.12565
A Note on Efficient Fitting of Stochastic Volatility Models
- Authors: Chen Gong; David S. Stoffer
  Abstract: Journal of Time Series Analysis, EarlyView.
  Citation: Journal of Time Series Analysis
  PubDate: 2020-10-19T12:00:00-07:00
  DOI: 10.1111/jtsa.12561
Empirical likelihood test for the application of swqmele in fitting an
arma‐garch model
- Authors: Mo Zhou; Liang Peng, Rongmao Zhang
  Abstract: Journal of Time Series Analysis, EarlyView.
  Citation: Journal of Time Series Analysis
  PubDate: 2020-10-18T06:20:34-07:00
  DOI: 10.1111/jtsa.12563
Necessary and sufficient conditions for the identifiability of
observation‐driven models
- Authors: Randal Douc; François Roueff, Tepmony Sim
  Abstract: Journal of Time Series Analysis, EarlyView.
  Citation: Journal of Time Series Analysis
  PubDate: 2020-10-11T05:54:07-07:00
  DOI: 10.1111/jtsa.12559
Long range dependence for stable random processes
- Authors: Vitalii Makogin; Marco Oesting, Albert Rapp, Evgeny Spodarev
  Abstract: Journal of Time Series Analysis, EarlyView.
  Citation: Journal of Time Series Analysis
  PubDate: 2020-10-11T05:52:34-07:00
  DOI: 10.1111/jtsa.12560
Estimating wold matrices and vector moving average processes
- Authors: Jonas Krampe; Timothy L. McMurry
  Abstract: Journal of Time Series Analysis, EarlyView.
  Citation: Journal of Time Series Analysis
  PubDate: 2020-10-07T05:40:55-07:00
  DOI: 10.1111/jtsa.12562
A local limit theorem for linear random fields
- Authors: Timothy Fortune; Magda Peligrad, Hailin Sang
  Abstract: Journal of Time Series Analysis, EarlyView.
  Citation: Journal of Time Series Analysis
  PubDate: 2020-09-20T12:00:00-07:00
  DOI: 10.1111/jtsa.12556
Correction to: Quasi‐Bayesian Estimation of Time‐Varying Volatility in
DSGE Models by Katerina Petrova J. Time Series Anal, Vol. 40, No. 1 (2019)
- Abstract: Journal of Time Series Analysis, EarlyView.
  Citation: Journal of Time Series Analysis
  PubDate: 2020-07-07T07:04:12-07:00
  DOI: 10.1111/jtsa.12533