Journal of Time Series Analysis

Cover image for Vol. 37 Issue 6

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. On the Consistency of Bootstrap Testing for a Parameter on the Boundary of the Parameter Space

    Giuseppe Cavaliere, Heino Bohn Nielsen and Anders Rahbek

    Version of Record online: 19 OCT 2016 | DOI: 10.1111/jtsa.12214

  2. A New Recursive Estimation Method for Single Input Single Output Models

    Abdelhamid Ouakasse and Guy Mélard

    Version of Record online: 11 OCT 2016 | DOI: 10.1111/jtsa.12210

  3. Time-Varying Transition Probabilities for Markov Regime Switching Models

    Marco Bazzi, Francisco Blasques, Siem Jan Koopman and Andre Lucas

    Version of Record online: 29 SEP 2016 | DOI: 10.1111/jtsa.12211

  4. Graphical Modeling for Multivariate Hawkes Processes with Nonparametric Link Functions

    Michael Eichler, Rainer Dahlhaus and Johannes Dueck

    Version of Record online: 13 SEP 2016 | DOI: 10.1111/jtsa.12213