Journal of Time Series Analysis

(as bibtex)

1622 references. 1980-2017

Volumes

1980. Volume 1. Issues: 1 , 2 , _

1981. Volume 2. Issues: 1 , 2 , 3 , 4 , _

1982. Volume 3. Issues: 1 , 2 , 3 , 4 , _

1983. Volume 4. Issues: 1 , 2 , 3 , 4 , _

1984. Volume 5. Issues: 1 , 2 , 3 , 4 , _

1985. Volume 6. Issues: 1 , 2 , 3 , 4 , _

1986. Volume 7. Issues: 1 , 2 , 3 , 4 , _

1987. Volume 8. Issues: 1 , 2 , 3 , 4 , _

1988. Volume 9. Issues: 1 , 2 , 3 , 4 , _

1989. Volume 10. Issues: 1 , 2 , 3 , 4 , _

1990. Volume 11. Issues: 1 , 2 , 3 , 4 , _

1991. Volume 12. Issues: 1 , 2 , 3 , 4 , _

1992. Volume 13. Issues: 1 , 2 , 3 , 4 , 5 , 6 , _

1993. Volume 14. Issues: 1 , 2 , 3 , 4 , 5 , 6 , _

1994. Volume 15. Issues: 1 , 2 , 3 , 4 , 5 , 6 , _

1995. Volume 16. Issues: 1 , 2 , 3 , 4 , 5 , 6 , _

1996. Volume 17. Issues: 1 , 2 , 3 , 4 , 5 , 6 , _

1997. Volume 18. Issues: 1 , 2 , 3 , 4 , 5 , 6 , _

1998. Volume 19. Issues: 1 , 2 , 3 , 4 , 5 , 6 , _

1999. Volume 20. Issues: 1 , 2 , 3 , 4 , 5 , 6 , _

2000. Volume 21. Issues: 1 , 2 , 3 , 4 , 5 , 6

2001. Volume 22. Issues: 1 , 2 , 3 , 4 , 5 , 6

2002. Volume 23. Issues: 1 , 2 , 3 , 4 , 5 , 6

2003. Volume 24. Issues: 1 , 2 , 3 , 4 , 5 , 6

2004. Volume 25. Issues: 1 , 2 , 3 , 4 , 5 , 6

2005. Volume 26. Issues: 1 , 2 , 3 , 4 , 5 , 6

2006. Volume 27. Issues: 1 , 2 , 3 , 4 , 5 , 6

2007. Volume 28. Issues: 1 , 2 , 3 , 4 , 5 , 6

2008. Volume 29. Issues: 1 , 2 , 3 , 4 , 5 , 6

2009. Volume 30. Issues: 1 , 2 , 3 , 4 , 5 , 6

2010. Volume 31. Issues: 1 , 2 , 3 , 4 , 5 , 6

2011. Volume 32. Issues: 1 , 2 , 3 , 4 , 5 , 6

2012. Volume 33. Issues: 1 , 2 , 3 , 4 , 5 , 6

2013. Volume 34. Issues: 1 , 2 , 3 , 4 , 5 , 6

2014. Volume 35. Issues: 1 , 2 , 3 , 4 , 5 , 6

2015. Volume 36. Issues: 1 , 2 , 3 , 4 , 5 , 6

2016. Volume 37. Issues: 1 , 2 , 3 , 4 , 5 , 6

2017. Volume 38. Issues: 1 , 2 , 3 , 4 , 5

Recent Articles

• Dueck, Johannes, Dahlhaus, Rainer, Eichler, Michael. Graphical Modeling for Multivariate Hawkes Processes with Nonparametric Link Functions. Journal of Time Series Analysis 2017. 38:-
• Pourahmadi, Mohsen. State–Space Methods for Time Series Analysis: Theory, Applications and Software, by Jose Casals, Alfredo Garcia-Hiernaux, Miguel Jerez, Sonia Sotoca, and A. Alexandre Trindade. Published by CRC Press, 2016. Total number of pages: 270. ISBN: 9781482219593. Journal of Time Series Analysis 2017. 38:-
• Rao, Suhasini Subba, Jentsch, Carsten, Bandyopadhyay, Soutir. A Spectral Domain Test for Stationarity of Spatio-Temporal Data. Journal of Time Series Analysis 2017. 38:-
• Zorita, Eduardo, Perron, Pierre. Time Series Methods Applied to Climate Change. Journal of Time Series Analysis 2017. 38:-
• Kurozumi, Eiji. Monitoring Parameter Constancy with Endogenous Regressors. Journal of Time Series Analysis 2017. 38:-
• Soulier, Philippe, Hurvich, Clifford, Cao, Wen. Drift in Transaction-Level Asset Price Models. Journal of Time Series Analysis 2017. 38:-
• Terdik, Gyorgy, Rao, Tata Subba. On the Frequency Variogram and on Frequency Domain Methods for the Analysis of Spatio-Temporal Data. Journal of Time Series Analysis 2017. 38:-
• Perron, Pierre, Estrada, Francisco. Extracting and Analyzing the Warming Trend in Global and Hemispheric Temperatures†. Journal of Time Series Analysis 2017. 38:-
• TjØstheim, Dag, Francisco-Fernández, Mario, Cao, Ricardo, Berentsen, Geir Drage. Some Properties of Local Gaussian Correlation and Other Nonlinear Dependence Measures. Journal of Time Series Analysis 2017. 38:-
• Yau, Chun Yip, Lu, Ye, Chan, Ngai Hang. Factor Modelling for High-Dimensional Time Series: Inference and Model Selection. Journal of Time Series Analysis 2017. 38:-
• Lilly, Jonathan M., Early, Jeffrey J., Olhede, Sofia C., Sykulski, Adam M., Guillaumin, Arthur P.. Analysis of Non-Stationary Modulated Time Series with Applications to Oceanographic Surface Flow Measurements. Journal of Time Series Analysis 2017. 38:-
• Wilson, Granville Tunnicliffe, Rao, Tata Subba. Editorial: Special Issue to Honor the Memory of Maurice B. Priestley, 1933–2013. Journal of Time Series Analysis 2017. 38:-
• Lange, Rutger-Jan, Harvey, Andrew. Volatility Modeling with a Generalized t Distribution. Journal of Time Series Analysis 2017. 38:-
• Taylor, A. M. Robert, Rodrigues, Paulo M. M., Georgiev, Iliyan. Unit Root Tests and Heavy-Tailed Innovations. Journal of Time Series Analysis 2017. 38:-
• Nason, Guy P., Cardinali, Alessandro. Locally Stationary Wavelet Packet Processes: Basis Selection and Model Fitting. Journal of Time Series Analysis 2017. 38:-
• Taylor, L., Robinson, P. M.. Adaptive Estimation in Multiple Time Series With Independent Component Errors. Journal of Time Series Analysis 2017. 38:-
• Chandler, Richard E., Jesus, Joao. Inference with the Whittle Likelihood: A Tractable Approach Using Estimating Functions. Journal of Time Series Analysis 2017. 38:-
• Nawaz, Nasreen, Vogelsang, Timothy J.. Estimation and Inference of Linear Trend Slope Ratios With an Application to Global Temperature Data. Journal of Time Series Analysis 2017. 38:-
• Lu, Zudi, Siu, Tak Kuen, Tong, Howell, Wong, Shiu Fung. A New Multivariate Nonlinear Time Series Model for Portfolio Risk Measurement: The Threshold Copula-Based TAR Approach. Journal of Time Series Analysis 2017. 38:-
• Wilson, Granville Tunnicliffe. Spectral Estimation of the Multivariate Impulse Response. Journal of Time Series Analysis 2017. 38:-
• Yao, Qiwei, Bergsma, Wicher, Gao, Wei. Estimation for Dynamic and Static Panel Probit Models with Large Individual Effects. Journal of Time Series Analysis 2017. 38:-
• Polonik, Wolfgang, Chandler, Gabe. Residual Empirical Processes and Weighted Sums for Time-Varying Processes with Applications to Testing for Homoscedasticity. Journal of Time Series Analysis 2017. 38:72-98
• TjØstheim, Dag, Lacal, Virginia. Local Gaussian Autocorrelation and Tests for Serial Independence. Journal of Time Series Analysis 2017. 38:51-71
• Carrion-i-Silvestre, Josep Lluís, Banerjee, Anindya. Testing for Panel Cointegration Using Common Correlated Effects Estimators. Journal of Time Series Analysis 2017. 38:610-636
• Shang, Han Lin, Rice, Gregory. A Plug-in Bandwidth Selection Procedure for Long-Run Covariance Estimation with Stationary Functional Time Series. Journal of Time Series Analysis 2017. 38:591-609