Journal of Time Series Analysis

Cover image for Vol. 34 Issue 3

Edited By: Robert Taylor

Impact Factor: 0.761

ISI Journal Citation Reports © Ranking: 2011: 53/92 (Mathematics Interdisciplinary Applications); 65/116 (Statistics & Probability)

Online ISSN: 1467-9892

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Top papers from Journal of Time Series Analysis

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Editorial
Robert Taylor

Most Cited Papers Published in 2011 & 2012

A negative binomial integer-valued GARCH model
Fukang Zhu

Subsampling inference for the mean of heavy-tailed long-memory time series
Agnieszka Jach, Tucker McElroy, Dimitris N. Politis

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Most Accessed Papers Published in 2011 & 2012

Time series analysis based on running Mann-Whitney Z Statistics
Steve Mauget

Multi-variate stochastic volatility modelling using Wishart autoregressive processes
K. Triantafyllopoulos

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FREE Access to Journal of Time Series Analysis Review Article Published in 2013

Structural breaks in time series

Journal of Time Series Analysis Review Article

Journal of Time Series Analysis

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Access the new Special Issue from the Journal of Time Series Analysis now online:

Time Series Analysis in the Biological Sciences, Vol 33:5

Guest Editors:

D. S. Stoffer
University of Pittsburgh and University of Chicago, USA

H. Ombao
University of California, USA

30 Years of Content Now Available Online from Journal of Time Series Analysis

30 Years of Content Now Available Online from Journal of Time Series Analysis

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