Journal of Time Series Analysis

Cover image for Vol. 37 Issue 1

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 - 31
  1. Original Articles

  2. Book Reviews

  3. Original Articles

    1. Functional Generalized Autoregressive Conditional Heteroskedasticity

      Alexander Aue, Lajos Horváth and Daniel F. Pellatt

      Article first published online: 27 MAR 2016 | DOI: 10.1111/jtsa.12192

  4. 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

      Article first published 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, Article first published online: 30 MAY 2011

  5. Original Articles

    1. Tests Based on Simplicial Depth for AR(1) Models With Explosion

      Christoph P. Kustosz, Anne Leucht and Christine H. MÜller

      Article first published online: 14 FEB 2016 | DOI: 10.1111/jtsa.12186

  6. 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

      Article first published online: 14 FEB 2016 | DOI: 10.1111/jtsa.12183

  7. Original Articles

  8. Book Reviews

  9. Original Articles

    1. Powerful Unit Root Tests Free of Nuisance Parameters

      Mehdi Hosseinkouchack and Uwe Hassler

      Article first published online: 21 JAN 2016 | DOI: 10.1111/jtsa.12172

  10. Special Issues

  11. Original Articles

    1. On the Distribution Estimation of Power Threshold Garch Processes

      Esmeralda Gonçalves, Joana Leite and NazarÉ Mendes-Lopes

      Article first published online: 17 JAN 2016 | DOI: 10.1111/jtsa.12173

    2. Quantile Autoregression for Censored Data

      Seokwoo Jake Choi and Stephen Portnoy

      Article first published 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

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

  12. 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

  13. 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


  1. 1 - 31