Journal of Time Series Analysis

Cover image for Vol. 35 Issue 3

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

Edited By: Robert Taylor

Impact Factor: 0.787

ISI Journal Citation Reports © Ranking: 2012: 63/93 (Mathematics Interdisciplinary Applications); 66/117 (Statistics & Probability)

Online ISSN: 1467-9892

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  1. 1 - 19
  1. Special Issues

    1. PAPERS WITH JOHN

      Nathan E. (Gene) Savin

      Article first published online: 3 APR 2014 | DOI: 10.1111/jtsa.12073

  2. Original Articles

    1. IV-BASED COINTEGRATION TESTING IN DEPENDENT PANELS WITH TIME-VARYING VARIANCE

      Matei Demetrescu, Christoph Hanck and Adina I. Tarcolea

      Article first published online: 21 MAR 2014 | DOI: 10.1111/jtsa.12071

  3. Book Reviews

  4. Special Issue

  5. Original Articles

    1. QUASI-LIKELIHOOD INFERENCE FOR NEGATIVE BINOMIAL TIME SERIES MODELS

      Vasiliki Christou and Konstantinos Fokianos

      Article first published online: 11 OCT 2013 | DOI: 10.1002/jtsa.12050

    2. TWO-STEP ESTIMATION OF A MULTI-VARIATE LÉVY PROCESS

      Habib Esmaeili and Claudia Klüppelberg

      Article first published online: 4 SEP 2013 | DOI: 10.1002/jtsa.12042

    3. A NON-GAUSSIAN FAMILY OF STATE-SPACE MODELS WITH EXACT MARGINAL LIKELIHOOD

      Dani Gamerman, Thiago Rezende dos Santos and Glaura C. Franco

      Article first published online: 3 SEP 2013 | DOI: 10.1002/jtsa.12039

  6. Book Reviews

  7. Original Articles

    1. 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

  8. 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

  9. Original Articles

    1. A hybrid bootstrap approach to unit root tests

      Guodong Li, Chenlei Leng and Chih-Ling Tsai

      Article first published online: 3 MAY 2013 | DOI: 10.1111/jtsa.12019

    2. 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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