Journal of Time Series Analysis

Cover image for Vol. 37 Issue 4

Early View (Online Version of Record published before inclusion in an issue)

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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  1. 1 - 30
  1. Book Reviews

  2. Original Articles

  3. Book Reviews

  4. Original Articles

    1. Bayesian Deconvolution of Signals Observed on Arrays

      Ming Lin, Eric A. Suess, Robert H. Shumway and Rong Chen

      Version of Record online: 19 MAY 2016 | DOI: 10.1111/jtsa.12197

  5. Book Reviews

  6. Original Articles

    1. Functional Generalized Autoregressive Conditional Heteroskedasticity

      Alexander Aue, Lajos Horváth and Daniel F. Pellatt

      Version of Record online: 27 MAR 2016 | DOI: 10.1111/jtsa.12192

  7. Corrigenda

    1. You have free access to this content
      Corrigendum to ‘Subsampling Inference for the Mean of Heavy-Tailed Long-Memory Time Series’ by A. Jach, T. S. McElroy and D. N. Politis

      Agnieszka Jach, Tucker S. McElroy and Dimitris N. Politis

      Version of Record online: 23 MAR 2016 | DOI: 10.1111/jtsa.12191

      This article corrects:

      Subsampling inference for the mean of heavy-tailed long-memory time series

      Vol. 33, Issue 1, 96–111, Version of Record online: 30 MAY 2011

  8. Original Articles

  9. Special Issues

    1. Some Properties of Local Gaussian Correlation and Other Nonlinear Dependence Measures

      Geir Drage Berentsen, Ricardo Cao, Mario Francisco-Fernández and Dag TjØstheim

      Version of Record online: 14 FEB 2016 | DOI: 10.1111/jtsa.12183

  10. Original Articles

  11. Special Issues

  12. Original Articles

    1. On the Distribution Estimation of Power Threshold Garch Processes

      Esmeralda Gonçalves, Joana Leite and NazarÉ Mendes-Lopes

      Version of Record online: 17 JAN 2016 | DOI: 10.1111/jtsa.12173

    2. Quantile Autoregression for Censored Data

      Seokwoo Jake Choi and Stephen Portnoy

      Version of Record online: 8 JAN 2016 | DOI: 10.1111/jtsa.12174

    3. Estimation of stationary autoregressive models with the Bayesian LASSO

      Daniel F. Schmidt and Enes Makalic

      Version of Record online: 8 AUG 2013 | DOI: 10.1111/jtsa12027.1467-9892.2013.12027

  13. Review Articles

    1. Inference for single and multiple change-points in time series

      Venkata Jandhyala, Stergios Fotopoulos, Ian MacNeill and Pengyu Liu

      Version of Record online: 11 MAY 2013 | DOI: 10.1111/jtsa12035

  14. Original Articles

    1. Nonparametric regression with rescaled time series errors

      José E. Figueroa-López and Michael Levine

      Version of Record online: 19 MAR 2013 | DOI: 10.1111/jtsa12017

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