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

[1766 journals]

Issue Information
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  Abstract: Journal of Time Series Analysis, Volume 44, Issue 2, Page 149-150, March 2023.
  PubDate: 2023-02-06T07:22:48-08:00
  DOI: 10.1111/jtsa.12654
  Issue No: Vol. 44, No. 2 (2023)
Clustering Multivariate Time Series using Energy Distance
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  Authors: Richard A. Davis; Leon Fernandes, Konstantinos Fokianos
  Abstract: Journal of Time Series Analysis, Accepted Article.
  PubDate: 2023-03-27T12:32:00-07:00
  DOI: 10.1111/jtsa.12688
A new estimator for LARCH processes
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  Authors: Jean‐Marc Bardet
  Abstract: Journal of Time Series Analysis, Accepted Article.
  PubDate: 2023-03-27T01:40:16-07:00
  DOI: 10.1111/jtsa.12689
Inference for high‐dimensional linear models with locally stationary
error processes
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  Authors: Jiaqi Xia; Yu Chen, Xiao Guo
  Abstract: Journal of Time Series Analysis, Accepted Article.
  PubDate: 2023-03-21T12:49:27-07:00
  DOI: 10.1111/jtsa.12686
A first order continuous time VAR with random coefficients
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  Authors: Milena Hoyos
  Abstract: Journal of Time Series Analysis, Accepted Article.
  PubDate: 2023-03-16T08:04:00-07:00
  DOI: 10.1111/jtsa.12685
Optimal estimating function for weak location‐scale dynamic models
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  Authors: Christian Francq; Jean‐Michel Zakoϊan
  Abstract: Journal of Time Series Analysis, Accepted Article.
  PubDate: 2023-03-12T10:26:26-07:00
  DOI: 10.1111/jtsa.12684
Multi‐purpose open‐end monitoring procedures for multivariate
observations based on the empirical distribution function
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  Authors: Mark Holmes; Ivan Kojadinovic, Alex Verhoijsen
  Abstract: Journal of Time Series Analysis, Accepted Article.
  PubDate: 2023-03-06T07:08:32-08:00
  DOI: 10.1111/jtsa.12683
A multiplicative thinning‐based integer‐valued GARCH model
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  Authors: Abdelhakim Aknouche; Manuel G. Scotto
  Abstract: Journal of Time Series Analysis, Accepted Article.
  PubDate: 2023-03-05T10:20:05-08:00
  DOI: 10.1111/jtsa.12682
Editorial Announcement
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  Authors: Robert Taylor
  Abstract: Journal of Time Series Analysis, Accepted Article.
  PubDate: 2023-03-03T03:57:03-08:00
  DOI: 10.1111/jtsa.12681
Geometric Ergodicity and Conditional Self‐weighted M‐estimator of a
GRCAR(p) Model with Heavy‐tailed Errors
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  Authors: Xiaoyan Li; Jiazhu Pan, Anchao Song
  Abstract: Journal of Time Series Analysis, Accepted Article.
  PubDate: 2023-01-19T12:00:00-08:00
  DOI: 10.1111/jtsa.12680
Autoregressive conditional proportion: A multiplicative‐error model for
(0,1)‐valued time series
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  Authors: Abdelhakim Aknouche; Stefanos Dimitrakopoulos
  Abstract: Journal of Time Series Analysis, Accepted Article.
  PubDate: 2023-01-19T06:34:37-08:00
  DOI: 10.1111/jtsa.12679
Regime switching models for circular and linear time series
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  Authors: Andrew Harvey; Dario Palumbo
  Abstract: Journal of Time Series Analysis, Accepted Article.
  PubDate: 2023-01-16T09:49:49-08:00
  DOI: 10.1111/jtsa.12678
Some recent trends in embeddings of time series and dynamic networks
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  Authors: Dag Tjøstheim; Martin Jullum, Anders Løland
  Abstract: Journal of Time Series Analysis, Accepted Article.
  PubDate: 2023-01-15T06:34:02-08:00
  DOI: 10.1111/jtsa.12677
Factor Models for High‐Dimensional Functional Time Series I:
Representation Results
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  Authors: Marc Hallin; Gilles Nisol, Shahin Tavakoli
  Abstract: Journal of Time Series Analysis, Accepted Article.
  PubDate: 2022-12-17T03:49:33-08:00
  DOI: 10.1111/jtsa.12676
Factor Models for High‐Dimensional Functional Time Series II:
Estimation and Forecasting
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  Authors: Shahin Tavakoli; Gilles Nisol, Marc Hallin
  Abstract: Journal of Time Series Analysis, Accepted Article.
  PubDate: 2022-12-17T03:33:37-08:00
  DOI: 10.1111/jtsa.12675
Detecting relevant changes in the spatiotemporal mean function
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  Authors: Holger Dette; Pascal Quanz
  Abstract: Journal of Time Series Analysis, Accepted Article.
  PubDate: 2022-12-11T04:29:28-08:00
  DOI: 10.1111/jtsa.12674
On the asymptotic behavior of bubble date estimators
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  Authors: Eiji Kurozumi; Anton Skrobotov
  Abstract: Journal of Time Series Analysis, Accepted Article.
  PubDate: 2022-11-13T07:39:25-08:00
  DOI: 10.1111/jtsa.12672
On highly skewed fractional log‐stable noise sequences and their
application
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  Authors: Harry Pavlopoulos; George Chronis
  Abstract: Journal of Time Series Analysis, Accepted Article.
  PubDate: 2022-11-13T06:53:25-08:00
  DOI: 10.1111/jtsa.12671
Corrigendum to the paper “Regular multidimensional stationary time
series”
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  Authors: Tamás Szabados
  Abstract: Journal of Time Series Analysis, Accepted Article.
  PubDate: 2022-11-02T12:55:04-07:00
  DOI: 10.1111/jtsa.12670
A nonparametric predictive regression model using partitioning estimators
based on Taylor expansions
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  Authors: Jose Olmo
  Abstract: Journal of Time Series Analysis, Accepted Article.
  PubDate: 2022-10-17T08:05:32-07:00
  DOI: 10.1111/jtsa.12668
System identification using autoregressive Bayesian neural networks with
nonparametric noise models
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  Authors: Christos Merkatas; Simo Särkkä
  Abstract: Journal of Time Series Analysis, Accepted Article.
  PubDate: 2022-10-17T08:05:04-07:00
  DOI: 10.1111/jtsa.12669
Tempered functional time series
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  Authors: Farzad Sabzikar; Piotr Kokoszka
  Abstract: Journal of Time Series Analysis, Accepted Article.
  PubDate: 2022-10-12T08:23:34-07:00
  DOI: 10.1111/jtsa.12667
Volatility Models for Stylized Facts of High‐Frequency Financial
Data
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  Authors: Donggyu Kim; Minseok Shin
  Abstract: Journal of Time Series Analysis, Accepted Article.
  PubDate: 2022-08-29T01:49:12-07:00
  DOI: 10.1111/jtsa.12666
Directed Graphs and Variable Selection in Large Vector Autoregressive
Models
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  Authors: Dominik Bertsche; Ralf Brüggemann, Christian Kascha
  Abstract: Journal of Time Series Analysis, Accepted Article.
  PubDate: 2022-07-24T12:00:00-07:00
  DOI: 10.1111/jtsa.12664
Flexible Bivariate INGARCH Process With a Broad Range of Contemporaneous
Correlation
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  Authors: Luiza S.C. Piancastelli; Wagner Barreto‐Souza, Hernando Ombao
  Abstract: Journal of Time Series Analysis, Accepted Article.
  PubDate: 2022-07-16T01:35:32-07:00
  DOI: 10.1111/jtsa.12663
Bivariate Random Coefficient Integer‐Valued Autoregressive Models:
Parameter Estimation and Change Point Test
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  Authors: Sangyeol Lee; Minyoung Jo
  Abstract: Journal of Time Series Analysis, Accepted Article.
  PubDate: 2022-07-07T09:54:23-07:00
  DOI: 10.1111/jtsa.12662
Higher order asymptotics of minimax estimators for time series
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  Authors: Xiaofei Xu; Yan Liu, Masanobu Taniguchi
  Abstract: Journal of Time Series Analysis, Accepted Article.
  PubDate: 2022-06-21T01:59:39-07:00
  DOI: 10.1111/jtsa.12661
Estimation of the variance function in structural break autoregressive
models with nonstationary and explosive segments
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  Authors: David I. Harvey; Stephen J. Leybourne, Yang Zu
  Abstract: Journal of Time Series Analysis, Accepted Article.
  PubDate: 2022-06-12T10:49:54-07:00
  DOI: 10.1111/jtsa.12660
Dynamic Deconvolution and Identification of Independent Autoregressive
Sources
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  Authors: Christian Gourieroux; Joann Jasiak
  Abstract: Journal of Time Series Analysis, Accepted Article.
  PubDate: 2022-06-12T10:43:41-07:00
  DOI: 10.1111/jtsa.12659