Journal of Time Series Analysis

Cover image for Vol. 38 Issue 5

Edited By: Robert Taylor

Impact Factor: 0.975

ISI Journal Citation Reports © Ranking: 2016: 64/124 (Statistics & Probability); 66/100 (Mathematics Interdisciplinary Applications)

Online ISSN: 1467-9892

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Recently Published Articles

  1. Semi-Parametric Estimation for Non-Gaussian Non-Minimum Phase ARMA Models

    Richard A. Davis and Jing Zhang

    Version of Record online: 22 SEP 2017 | DOI: 10.1111/jtsa.12253

  2. Multi-Scale Detection of Variance Changes in Renewal Processes in the Presence of Rate Change Points

    Stefan Albert, Michael Messer, Julia Schiemann, Jochen Roeper and Gaby Schneider

    Version of Record online: 7 SEP 2017 | DOI: 10.1111/jtsa.12254

  3. On Wigner–Ville Spectra and the Uniqueness of Time-Varying Copula-Based Spectral Densities

    Stefan Birr, Holger Dette, Marc Hallin, Tobias Kley and Stanislav Volgushev

    Version of Record online: 6 SEP 2017 | DOI: 10.1111/jtsa.12252

  4. Cointegrated Linear Processes in Hilbert Space

    Brendan K. Beare, Juwon Seo and Won-Ki Seo

    Version of Record online: 4 SEP 2017 | DOI: 10.1111/jtsa.12251

  5. A Model-Adaptive Test for Parametric Single-Index Time Series Models

    Qiang Xia, Kejun He and Cuizhen Niu

    Version of Record online: 28 AUG 2017 | DOI: 10.1111/jtsa.12249

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