JournalTOCs

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

Citation Impact (citeScore): 1
Number of Followers: 17

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

[1764 journals]

Issue Information
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  Abstract: Journal of Time Series Analysis, Volume 44, Issue 5-6, Page 437-438, September‐November 2023.
  PubDate: 2023-08-17T01:04:20-07:00
  DOI: 10.1111/jtsa.12711
  Issue No: Vol. 44, No. 5-6 (2023)
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, Volume 44, Issue 5-6, Page 644-666, September‐November 2023.
  PubDate: 2023-08-17T01:04:20-07:00
  DOI: 10.1111/jtsa.12662
  Issue No: Vol. 44, No. 5-6 (2023)
Asymptotic Normality of Bias Reduction Estimation for Jump Intensity
Function in Financial Markets
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  Authors: Yuping Song; Min Zhu, Jiawei Qiu
  Abstract: Journal of Time Series Analysis, EarlyView.
  PubDate: 2023-11-14T08:55:18-08:00
  DOI: 10.1111/jtsa.12727
Non‐crossing quantile double‐autoregression for the analysis of
streaming time series data
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  Authors: Rong Jiang; Siu Kai Choy, Keming Yu
  Abstract: Journal of Time Series Analysis, EarlyView.
  PubDate: 2023-10-11T04:35:42-07:00
  DOI: 10.1111/jtsa.12725
Test of change point versus long‐range dependence in functional time
series
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  Authors: Changryong Baek; Piotr Kokoszka, Xiangdong Meng
  Abstract: Journal of Time Series Analysis, EarlyView.
  PubDate: 2023-09-20T10:13:28-07:00
  DOI: 10.1111/jtsa.12723
Multiple change point detection under serial dependence: Wild contrast
maximisation and gappy Schwarz algorithm
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  Authors: Haeran Cho; Piotr Fryzlewicz
  Abstract: Journal of Time Series Analysis, EarlyView.
  PubDate: 2023-09-18T09:09:48-07:00
  DOI: 10.1111/jtsa.12722
Editorial announcement: Journal of Time Series Analysis Distinguished
Authors 2023
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  Authors: Robert Taylor
  Abstract: Journal of Time Series Analysis, EarlyView.
  PubDate: 2023-09-17T11:05:03-07:00
  DOI: 10.1111/jtsa.12724
Smooth transition moving average models: Estimation, testing, and
computation
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  Authors: Xinyu Zhang; Dong Li
  Abstract: Journal of Time Series Analysis, EarlyView.
  PubDate: 2023-09-07T10:09:08-07:00
  DOI: 10.1111/jtsa.12721
Local Whittle estimation with (quasi‐)analytic wavelets
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  Authors: Sophie Achard; Irène Gannaz
  Abstract: Journal of Time Series Analysis, EarlyView.
  PubDate: 2023-09-04T10:12:08-07:00
  DOI: 10.1111/jtsa.12719
Granger causality tests based on reduced variable information
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  Authors: Neng‐Fang Tseng; Ying‐Chao Hung, Junji Nakano
  Abstract: Journal of Time Series Analysis, EarlyView.
  PubDate: 2023-09-03T09:54:19-07:00
  DOI: 10.1111/jtsa.12720
Additive autoregressive models for matrix valued time series
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  Authors: Hong‐Fan Zhang
  Abstract: Journal of Time Series Analysis, EarlyView.
  PubDate: 2023-08-25T05:28:14-07:00
  DOI: 10.1111/jtsa.12718
Stationary Jackknife
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  Authors: Weilian Zhou; Soumendra Lahiri
  Abstract: Journal of Time Series Analysis, EarlyView.
  PubDate: 2023-08-25T05:09:12-07:00
  DOI: 10.1111/jtsa.12714
Wasserstein distance bounds on the normal approximation of empirical
autocovariances and cross‐covariances under non‐stationarity and
stationarity
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  Authors: Andreas Anastasiou; Tobias Kley
  Abstract: Journal of Time Series Analysis, EarlyView.
  PubDate: 2023-08-18T03:19:28-07:00
  DOI: 10.1111/jtsa.12716
On vector linear double autoregression
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  Authors: Yuchang Lin; Qianqian Zhu
  Abstract: Journal of Time Series Analysis, EarlyView.
  PubDate: 2023-08-15T02:12:05-07:00
  DOI: 10.1111/jtsa.12717
Margin‐closed vector autoregressive time series models
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  Authors: Lin Zhang; Harry Joe, Natalia Nolde
  Abstract: Journal of Time Series Analysis, EarlyView.
  PubDate: 2023-08-09T03:26:46-07:00
  DOI: 10.1111/jtsa.12712
Goodness‐of‐fit tests for the multivariate Student‐t distribution
based on i.i.d. data, and for GARCH observations
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  Authors: Simos Meintanis; Bojana Milošević, Marko Obradović, Mirjana Veljović
  Abstract: Journal of Time Series Analysis, EarlyView.
  PubDate: 2023-08-03T04:55:47-07:00
  DOI: 10.1111/jtsa.12713
Editorial Announcement
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  Authors: Robert Taylor
  Abstract: Journal of Time Series Analysis, EarlyView.
  PubDate: 2023-07-30T06:29:01-07:00
  DOI: 10.1111/jtsa.12715
Adjustment coefficients and exact rational expectations in cointegrated
vector autoregressive models
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  Authors: Søren Johansen; Anders Rygh Swensen
  Abstract: Journal of Time Series Analysis, EarlyView.
  PubDate: 2023-07-24T01:20:28-07:00
  DOI: 10.1111/jtsa.12705
Testing of Constant Parameters for Semi‐Parametric Functional
Coefficient Models with Integrated Covariates
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  Authors: Shan Dai; Ngai Hang Chan
  Abstract: Journal of Time Series Analysis, EarlyView.
  PubDate: 2023-07-20T05:19:26-07:00
  DOI: 10.1111/jtsa.12709
Special Issue of the Journal of Time Series Analysis in Honor of Professor
Masanobu Taniguchi
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  Authors: Marc Hallin; Yoshihide Kakizawa, Hira Koul
  Abstract: Journal of Time Series Analysis, EarlyView.
  PubDate: 2023-07-12T10:10:14-07:00
  DOI: 10.1111/jtsa.12710
Functional principal component analysis for cointegrated functional time
series
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  Authors: Won‐Ki Seo
  Abstract: Journal of Time Series Analysis, EarlyView.
  PubDate: 2023-06-23T12:30:49-07:00
  DOI: 10.1111/jtsa.12707
Call for Papers: Special Issue on Recent Developments in Time Series
Methods for Detecting Bubbles and Crashes
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  Authors: Robert Taylor
  Abstract: Journal of Time Series Analysis, EarlyView.
  PubDate: 2023-06-22T08:04:28-07:00
  DOI: 10.1111/jtsa.12708
A testing approach to clustering scalar time series
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  Authors: Daniel Peña; Ruey S. Tsay
  Abstract: Journal of Time Series Analysis, EarlyView.
  PubDate: 2023-06-17T03:25:46-07:00
  DOI: 10.1111/jtsa.12706
Weighted l1‐Penalized Corrected Quantile Regression for
High‐Dimensional Temporally Dependent Measurement Errors
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  Authors: Monika Bhattacharjee; Nilanjan Chakraborty, Hira L. Koul
  Abstract: Journal of Time Series Analysis, EarlyView.
  PubDate: 2023-06-15T04:54:04-07:00
  DOI: 10.1111/jtsa.12703
Estimation on unevenly spaced time series
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  Authors: Liudas Giraitis; Fulvia Marotta
  Abstract: Journal of Time Series Analysis, EarlyView.
  PubDate: 2023-06-15T04:31:13-07:00
  DOI: 10.1111/jtsa.12704
Testing for symmetric correlation matrices with applications to factor
models
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  Authors: Nan‐Jung Hsu; Lai Heng Sim, Ruey S. Tsay
  Abstract: Journal of Time Series Analysis, EarlyView.
  PubDate: 2023-06-14T07:01:00-07:00
  DOI: 10.1111/jtsa.12702
Nonlinear kernel mode‐based regression for dependent data
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  Authors: Tao Wang
  Abstract: Journal of Time Series Analysis, EarlyView.
  PubDate: 2023-05-30T06:55:34-07:00
  DOI: 10.1111/jtsa.12700
Correcting the bias of the sample cross‐covariance estimator
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  Authors: Yifan Li
  Abstract: Journal of Time Series Analysis, EarlyView.
  PubDate: 2023-05-29T09:10:50-07:00
  DOI: 10.1111/jtsa.12701
Corrigendum: Error bounds and asymptotic expansions for Toeplitz product
functionals of unbounded spectra
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  Authors: Tetsuya Takabatake
  Abstract: Journal of Time Series Analysis, EarlyView.
  PubDate: 2023-05-08T05:14:42-07:00
  DOI: 10.1111/jtsa.12690
Stochastic local and moderate departures from a unit root and its
application to unit root testing
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  Authors: Mikihito Nishi; Eiji Kurozumi
  Abstract: Journal of Time Series Analysis, EarlyView.
  PubDate: 2023-05-05T04:53:58-07:00
  DOI: 10.1111/jtsa.12691
Portmanteau tests for periodic ARMA models with dependent errors
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  Authors: Y. Boubacar Maïnassara; A. Ilmi Amir
  Abstract: Journal of Time Series Analysis, EarlyView.
  PubDate: 2023-05-03T02:25:49-07:00
  DOI: 10.1111/jtsa.12692
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
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