Journal of Time Series Analysis

Cover image for Vol. 37 Issue 4

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

Most Cited


Journal of Time Series Analysis Most Cited Papers Published in 2012 & 2013

High-frequency sampling of a continuous-time ARMA process
Brockwell, Peter J.; Ferrazzano, Vincenzo; Klueppelberg, Claudia

Subsampling inference for the mean of heavy-tailed long-memory time series
Jach, Agnieszka; McElroy, Tucker; Politis, Dimitris N.

Structural breaks in time series
Aue, Alexander; Horvath, Lajos

The restricted likelihood ratio test for autoregressive processes
Chen, Willa W.; Deo, Rohit S.

Improved multivariate portmanteau test
Mahdi, Esam; McLeod, A. Ian

Moment tests for window length selection in singular spectrum analysis of short and longmemory processes
Khan, Md Atikur Rahman; Poskitt, D. S.

On composite likelihood estimation of a multivariate INAR(1) model
Pedeli, Xanthi; Karlis, Dimitris

Statistical challenges in microrheology
Didier, Gustavo; McKinley, Scott A.; Hill, David B.; et al.

Changepoints in time series of counts
Franke, Juergen; Kirch, Claudia; Kamgaing, Joseph Tadjuidje

Quantifying the uncertainty in change points
Nam, Christopher F. H.; Aston, John A. D.; Johansen, Adam M.

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