Journal of Time Series Analysis

Cover image for Vol. 36 Issue 6

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

Edited By: Robert Taylor

Impact Factor: 0.783

ISI Journal Citation Reports © Ranking: 2014: 69/99 (Mathematics Interdisciplinary Applications); 70/122 (Statistics & Probability)

Online ISSN: 1467-9892


  1. 1 - 27
  1. Original Articles

  2. Book Reviews

  3. Original Articles

    1. Poisson QMLE of Count Time Series Models

      Ali Ahmad and Christian Francq

      Article first published online: 3 NOV 2015 | DOI: 10.1111/jtsa.12167

    2. Inference for the Fourth-Order Innovation Cumulant in Linear Time Series

      Maria Fragkeskou and Efstathios Paparoditis∗

      Article first published online: 9 SEP 2015 | DOI: 10.1111/jtsa.12160

    3. Separation of Uncorrelated Stationary time series using Autocovariance Matrices

      Jari Miettinen, Katrin Illner, Klaus Nordhausen, Hannu Oja, Sara Taskinen and Fabian J. Theis

      Article first published online: 9 SEP 2015 | DOI: 10.1111/jtsa.12159

    4. Random environment integer-valued autoregressive process

      Aleksandar S. Nastić, Petra N. Laketa and Miroslav M. Ristić

      Article first published online: 4 SEP 2015 | DOI: 10.1111/jtsa.12161

  4. Book Reviews

  5. Original Articles

    1. A Nonparametric Model for Stationary Time Series

      Isadora Antoniano-Villalobos and Stephen G. Walker

      Article first published online: 13 AUG 2015 | DOI: 10.1111/jtsa.12146

    2. Empirical Likelihood for Outlier Detection and Estimation in Autoregressive Time Series

      Roberto Baragona, Francesco Battaglia and Domenico Cucina

      Article first published online: 22 JUL 2015 | DOI: 10.1111/jtsa.12145

    3. Testing for a Unit Root in Noncausal Autoregressive Models

      Pentti Saikkonen and Rickard Sandberg

      Article first published online: 19 JUN 2015 | DOI: 10.1111/jtsa.12141

    4. Bounds, Breaks and Unit Root Tests

      Josep Lluís Carrion-I-Silvestre and María Dolores Gadea

      Article first published online: 8 JUN 2015 | DOI: 10.1111/jtsa.12140

    5. Estimation of stationary autoregressive models with the Bayesian LASSO

      Daniel F. Schmidt and Enes Makalic

      Article first published online: 8 AUG 2013 | DOI: 10.1111/jtsa12027.1467-9892.2013.12027

  6. Review Articles

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

      Venkata Jandhyala, Stergios Fotopoulos, Ian MacNeill and Pengyu Liu

      Article first published online: 11 MAY 2013 | DOI: 10.1111/jtsa12035

  7. Original Articles

    1. Nonparametric regression with rescaled time series errors

      José E. Figueroa-López and Michael Levine

      Article first published online: 19 MAR 2013 | DOI: 10.1111/jtsa12017


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