Journal of Time Series Analysis

Cover image for Vol. 36 Issue 3

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

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  1. 1 - 25
  1. Editorial

    1. Introduction to the JTSA John Nankervis Memorial Issue

      Neil Kellard, Denise Osborn and Jerry Coakley

      Article first published online: 22 APR 2015 | DOI: 10.1111/jtsa.12127

  2. Original Articles

    1. A Quantile-based Test for Symmetry of Weakly Dependent Processes

      Zacharias Psaradakis and Marián Vávra

      Article first published online: 8 APR 2015 | DOI: 10.1111/jtsa.12132

    2. A Gini Autocovariance Function for Time Series Modelling

      Marcel Carcea and Robert Serfling

      Article first published online: 8 APR 2015 | DOI: 10.1111/jtsa.12130

  3. Special Issues

    1. Generalized Variance-Ratio Tests in the Presence of Statistical Dependence

      John C. Nankervis, Periklis Kougoulis and Jerry Coakley

      Article first published online: 3 FEB 2015 | DOI: 10.1111/jtsa.12124

  4. Book Review

  5. Original Articles

  6. Special Issue

    1. Testing for Mild Explosivity and Bubbles in LME Non-Ferrous Metals Prices

      Isabel Figuerola-Ferretti, Christopher L. Gilbert and J. Roderick McCrorie

      Article first published online: 3 FEB 2015 | DOI: 10.1111/jtsa.12121

    2. DOUBLE BOOTSTRAP CONFIDENCE INTERVALS IN THE TWO-STAGE DEA APPROACH

      Dimitris K. Chronopoulos, Claudia Girardone and John C. Nankervis

      Article first published online: 3 FEB 2015 | DOI: 10.1111/jtsa.12122

  7. Special Issues

    1. You have full text access to this OnlineOpen article
  8. Original Articles

    1. Infinitely Divisible Distributions in Integer-Valued Garch Models

      E. Gonçalves, N. Mendes-Lopes and F. Silva

      Article first published online: 22 JAN 2015 | DOI: 10.1111/jtsa.12112

    2. ESTIMATION IN FUNCTIONAL LAGGED REGRESSION

      Siegfried Hörmann, Łukasz Kidziński and Piotr Kokoszka

      Article first published online: 22 JAN 2015 | DOI: 10.1111/jtsa.12114

  9. Special Issue

    1. You have full text access to this OnlineOpen article
  10. 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

    2. PAPERS WITH JOHN

      Nathan E. (Gene) Savin

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

  11. Special Issue

  12. 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

  13. 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

  14. 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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