Call for Papers:  Special Issue in Honour of Stephen J. Taylor

Submission deadline is 30 November 2023
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Call for Papers:  Special Issue on Recent Developments in Time Series Methods for Detecting Bubbles and Crashes

Submission deadline is 31 December 2023
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New Associate Editors

We welcome Professors Liudas Giraitis (Queen Mary University of London), Robert Lund (University of California, Santa Cruz), and Neil Shephard (Harvard University) as Associate Editors of the journal, each with immediate effect. We would also like to thank Professors Konstantinos Fokianos (University of Cyprus) and Silvia Gonçalves (McGill University), who both step down as Associate Editors with immediate effect, for their service to the journal in these roles since 2013.

Previous Associate Editor Appointments

We welcome Dr Katerina Petrova to the editorial board of the Journal of Time Series Analysis. Katerina joins as an Associate Editor with immediate effect, alongside recent appointments, Dr Tucker McElroy and Professor Stathis Paparoditis.

Katerina Petrova is an Assistant Professor in econometrics in the Economics and Business department at Universitat Pompeu Fabra and an affiliate professor at the Barcelona (Graduate) School of Economics. Her research interests include time series, econometrics, financial econometrics and macroeconometrics, as well as computational methods and her research has focused on both theoretical and applied econometrics. She has published her research in JoE, JEDC and JMCB, among others.

Tucker McElroy is senior time series mathematical statistician at the U.S. Census Bureau.  His research interests are seasonal adjustment, signal extraction, and frequency domain methodology.  He has several projects on GitHub, including the R package Ecce Signum for multivariate time series, and has published his research in Annals of Statistics, JASA, Biometrika, JRSSB, and JTSA, among others.

Stathis Paparoditis is Professor of Mathematical Statistics at the University of Cyprus. His research interests cover nonparametric methods for univariate, multivariate and functional time series, including bootstrap and resampling methods, tests of stationarity, goodness-of-fit tests, and prediction.  He has published his research in Annals of Statistics, JRSSB, JASA, Biometrika, Bernoulli, Econometrica, Econometric Theory, Journal of Econometrics and JTSA, among others.

Editorial Announcement - Distinguished Author Award

In recognition of the authors who have made significant contributions to the journal, the Journal of Time Series Analysis is instigating a scheme to honour those authors by naming them a Journal of Time Series Analysis Distinguished Author.

The list of new Distinguished Authors will be announced annually, based on articles published in up to and including the previous calendar year’s volume number.

More information about qualifying for the award and the full list of Distinguished Authors is available here.

Robert Taylor
Editor-in-Chief