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  Subjects -> STATISTICS (Total: 130 journals)
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Journal of Time Series Analysis
Journal Prestige (SJR): 1.395
Citation Impact (citeScore): 1
Number of Followers: 16  
 
  Hybrid Journal Hybrid journal (It can contain Open Access articles)
ISSN (Print) 0143-9782 - ISSN (Online) 1467-9892
Published by John Wiley and Sons Homepage  [1764 journals]
  • Issue Information

    • Free pre-print version: Loading...

      Abstract: Journal of Time Series Analysis, Volume 43, Issue 6, Page 853-854, November 2022.
      PubDate: 2022-10-04T05:38:09-07:00
      DOI: 10.1111/jtsa.12601
      Issue No: Vol. 43, No. 6 (2022)
       
  • 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

    • Free pre-print version: Loading...

      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
       
  • New associate editors

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      Abstract: Journal of Time Series Analysis, EarlyView.
      PubDate: 2022-08-21T06:38:30-07:00
      DOI: 10.1111/jtsa.12665
       
  • 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
       
  • Student‐t Stochastic Volatility Model With Composite Likelihood
           EM‐Algorithm

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      Authors: Raanju R. Sundararajan; Wagner Barreto‐Souza
      Abstract: Journal of Time Series Analysis, Accepted Article.
      PubDate: 2022-05-06T10:08:45-07:00
      DOI: 10.1111/jtsa.12652
       
  • Seasonal Count Time Series

    • Free pre-print version: Loading...

      Authors: Jiajie Kong; Robert Lund
      Abstract: Journal of Time Series Analysis, Accepted Article.
      PubDate: 2022-05-06T09:54:49-07:00
      DOI: 10.1111/jtsa.12651
       
  • Nonparametric short‐ and long‐run Granger causality testing in
           the frequency domain

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      Authors: Cleiton Guollo Taufemback
      Abstract: Journal of Time Series Analysis, Accepted Article.
      PubDate: 2022-04-24T07:19:45-07:00
      DOI: 10.1111/jtsa.12650
       
  • Peaks, Gaps, and Time‐Reversibility of Economic Time Series

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      Authors: Tommaso Proietti
      Abstract: Journal of Time Series Analysis, Accepted Article.
      PubDate: 2022-04-15T03:23:00-07:00
      DOI: 10.1111/jtsa.12649
       
  • A prediction perspective on the Wiener‐Hopf equations for time
           series

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      Authors: Suhasini Subba Rao; Junho Yang
      Abstract: Journal of Time Series Analysis, Accepted Article.
      PubDate: 2022-04-11T09:23:01-07:00
      DOI: 10.1111/jtsa.12648
       
  • High‐dimensional Sparse Multivariate Stochastic Volatility Models

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      Authors: Benjamin Poignard; Manabu Asai
      Abstract: Journal of Time Series Analysis, Accepted Article.
      PubDate: 2022-04-05T01:13:04-07:00
      DOI: 10.1111/jtsa.12647
       
  • Portmanteau test for a class of multivariate asymmetric power GARCH model

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      Authors: Y. Boubacar Maïnassara; O. Kadmiri, B. Saussereau
      Abstract: Journal of Time Series Analysis, Accepted Article.
      PubDate: 2022-03-22T05:28:37-07:00
      DOI: 10.1111/jtsa.12646
       
  • Estimation of the empirical risk‐return relation: A
           generalized‐risk‐in‐mean model

    • Free pre-print version: Loading...

      Authors: Xuanling Yang; Dong Li
      Abstract: Journal of Time Series Analysis, Accepted Article.
      PubDate: 2022-03-19T09:34:31-07:00
      DOI: 10.1111/jtsa.12645
       
  • Autoregressive Mixture Models for Clustering Time Series

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      Authors: Benny Ren; Ian Barnett
      Abstract: Journal of Time Series Analysis, Accepted Article.
      PubDate: 2022-03-01T12:29:23-08:00
      DOI: 10.1111/jtsa.12644
       
  • Trend Locally Stationary Wavelet Processes

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      Authors: Euan T. McGonigle; Rebecca Killick, Matthew A. Nunes
      Abstract: Journal of Time Series Analysis, Accepted Article.
      PubDate: 2022-02-08T07:27:58-08:00
      DOI: 10.1111/jtsa.12643
       
  • Inference in functional factor models with applications to yield curves

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      Authors: Lajos Horváth; Piotr Kokoszka, Jeremy VanderDoes, Shixuan Wang
      Abstract: Journal of Time Series Analysis, Accepted Article.
      PubDate: 2022-01-28T11:21:07-08:00
      DOI: 10.1111/jtsa.12642
       
  • A nonparametric test for multivariate trend functions†

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      Authors: Erhua Zhang; Xiaojun Song, Jilin Wu
      Abstract: Journal of Time Series Analysis, Accepted Article.
      PubDate: 2022-01-23T08:28:32-08:00
      DOI: 10.1111/jtsa.12641
       
 
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