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. 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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  3. Drift in Transaction-Level Asset Price Models

    Wen Cao, Clifford Hurvich and Philippe Soulier

    Version of Record online: 10 APR 2017 | DOI: 10.1111/jtsa.12235

  4. Unit Root Tests and Heavy-Tailed Innovations

    Iliyan Georgiev, Paulo M. M. Rodrigues and A. M. Robert Taylor

    Version of Record online: 27 MAR 2017 | DOI: 10.1111/jtsa.12233

  5. Testing for Panel Cointegration Using Common Correlated Effects Estimators

    Anindya Banerjee and Josep Lluís Carrion-i-Silvestre

    Version of Record online: 8 MAR 2017 | DOI: 10.1111/jtsa.12234