Journal of Time Series Analysis

Cover image for Vol. 38 Issue 3

Edited By: Robert Taylor

Impact Factor: 1.0

ISI Journal Citation Reports © Ranking: 2015: 57/123 (Statistics & Probability); 58/101 (Mathematics Interdisciplinary Applications)

Online ISSN: 1467-9892

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Recently Published Articles

  1. Penalised Complexity Priors for Stationary Autoregressive Processes

    Sigrunn Holbek Sørbye and Håvard Rue

    Version of Record online: 23 MAY 2017 | DOI: 10.1111/jtsa.12242

  2. Testing Parameter Change in General Integer-Valued Time Series

    Mamadou Lamine Diop and William Kengne

    Version of Record online: 3 MAY 2017 | DOI: 10.1111/jtsa.12240

  3. On Asymptotic Theory for ARCH (∞) Models

    Christian M. Hafner and Arie Preminger

    Version of Record online: 3 MAY 2017 | DOI: 10.1111/jtsa.12239

  4. Parametric Spectral Discrimination

    Andrew J. Grant and Barry G. Quinn

    Version of Record online: 24 APR 2017 | DOI: 10.1111/jtsa.12238

  5. A Robbins–Monro Algorithm for Non-Parametric Estimation of NAR Process with Markov Switching: Consistency

    Lisandro Javier Fermin, Ricardo Rios and Luis Angel Rodriguez

    Version of Record online: 20 APR 2017 | DOI: 10.1111/jtsa.12237

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