Journal of Time Series Analysis

Cover image for Vol. 35 Issue 5

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

Edited By: Robert Taylor

Impact Factor: 0.808

ISI Journal Citation Reports © Ranking: 2013: 63/95 (Mathematics Interdisciplinary Applications); 64/119 (Statistics & Probability)

Online ISSN: 1467-9892

VIEW

  1. 1 - 26
  1. Original Articles

    1. A GAUSSIAN MIXTURE AUTOREGRESSIVE MODEL FOR UNIVARIATE TIME SERIES

      Leena Kalliovirta, Mika Meitz and Pentti Saikkonen

      Article first published online: 16 DEC 2014 | DOI: 10.1111/jtsa.12108

  2. Special Issues

  3. Original Articles

  4. Special Issue

    1. THE DEPENDENT RANDOM WEIGHTING

      Srijan Sengupta, Xiaofeng Shao and Yingchuan Wang

      Article first published online: 28 NOV 2014 | DOI: 10.1111/jtsa.12109

  5. Original Articles

  6. Book Reviews

  7. Original Articles

    1. ON SELF-NORMALIZATION FOR CENSORED DEPENDENT DATA

      Yinxiao Huang, Stanislav Volgushev and Xiaofeng Shao

      Article first published online: 14 OCT 2014 | DOI: 10.1111/jtsa.12096

  8. Special Issue

  9. Original Articles

    1. TESTS FOR VOLATILITY SHIFTS IN GARCH AGAINST LONG-RANGE DEPENDENCE

      Taewook Lee, Moosup Kim and Changryong Baek

      Article first published online: 14 OCT 2014 | DOI: 10.1111/jtsa.12098

  10. Special Issue

    1. BOOTSTRAP JOINT PREDICTION REGIONS

      Michael Wolf and Dan Wunderli

      Article first published online: 14 OCT 2014 | DOI: 10.1111/jtsa.12099

  11. Original Articles

    1. ON WEIGHTED PORTMANTEAU TESTS FOR TIME-SERIES GOODNESS-OF-FIT

      Colin M. Gallagher and Thomas J. Fisher

      Article first published online: 19 SEP 2014 | DOI: 10.1111/jtsa.12093

    2. INFERENCE FOR A SPECIAL BILINEAR TIME-SERIES MODEL

      Shiqing Ling, Liang Peng and Fukang Zhu

      Article first published online: 19 SEP 2014 | DOI: 10.1111/jtsa.12092

  12. Special Issues

    1. PAPERS WITH JOHN ON THE DEMAND FOR MAIL

      Frank Rodriguez, Soterios Soteri and Leticia Veruete-McKay

      Article first published online: 19 SEP 2014 | DOI: 10.1111/jtsa.12084

  13. Special Issue

    1. ON THE VECTOR AUTOREGRESSIVE SIEVE BOOTSTRAP

      Marco Meyer and Jens-Peter Kreiss

      Article first published online: 17 SEP 2014 | DOI: 10.1111/jtsa.12090

  14. Original Articles

  15. Special Issue

    1. BLOCK BOOTSTRAP THEORY FOR MULTIVARIATE INTEGRATED AND COINTEGRATED PROCESSES

      Carsten Jentsch, Dimitris N. Politis and Efstathios Paparoditis

      Article first published online: 11 SEP 2014 | DOI: 10.1111/jtsa.12088

  16. Original Articles

  17. Special Issues

    1. PAPERS WITH JOHN

      Nathan E. (Gene) Savin

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

  18. Special Issue

  19. 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

  20. 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

  21. 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

VIEW

  1. 1 - 26

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