Journal of Time Series Analysis

Cover image for Vol. 37 Issue 5

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 - 29
  1. Special Issues

    1. Graphical Modeling for Multivariate Hawkes Processes with Nonparametric Link Functions

      Michael Eichler, Rainer Dahlhaus and Johannes Dueck

      Version of Record online: 13 SEP 2016 | DOI: 10.1111/jtsa.12213

  2. Original Articles

  3. Special Issues

    1. Factor Modelling for High-Dimensional Time Series: Inference and Model Selection

      Ngai Hang Chan, Ye Lu and Chun Yip Yau

      Version of Record online: 19 AUG 2016 | DOI: 10.1111/jtsa.12207

  4. Book Reviews

  5. Special Issues

  6. Original Articles

    1. Quantile Regression on Quantile Ranges – A Threshold Approach

      Chung-Ming Kuan, Christos Michalopoulos and Zhijie Xiao

      Version of Record online: 10 AUG 2016 | DOI: 10.1111/jtsa.12204

    2. Marginal Estimation of Parameter Driven Binomial Time Series Models

      William Dunsmuir and Jieyi He

      Version of Record online: 8 AUG 2016 | DOI: 10.1111/jtsa.12205

  7. Book Reviews

  8. Original Articles

  9. Book Reviews

  10. 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

    2. Local Gaussian Autocorrelation and Tests for Serial Independence

      Virginia Lacal and Dag TjØstheim

      Version of Record online: 14 APR 2016 | DOI: 10.1111/jtsa.12195

    3. 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

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

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

      Version of Record online: 14 FEB 2016 | DOI: 10.1111/jtsa.12186

  11. 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

  12. Original Articles

  13. Special Issues

    1. Estimation for Dynamic and Static Panel Probit Models with Large Individual Effects

      Wei Gao, Wicher Bergsma and Qiwei Yao

      Version of Record online: 19 JAN 2016 | DOI: 10.1111/jtsa.12178

  14. Original Articles

    1. 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

  15. 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

  16. 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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  1. 1 - 29

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