Journal of Time Series Analysis

Early View Articles

Corrigendum

Notes and CommentsS

On the three‐step non‐Gaussian quasi‐maximum likelihood estimation of heavy‐tailed double autoregressive models

  • Author: Huan Gong, Dong Li
  • Pub Online: Apr 29, 2020
  • DOI: 10.1111/jtsa.12525 (p )

On the limit theory of mixed to unity VARs: Panel setting with weakly dependent errors

  • Author: Ovidijus Stauskas
  • Pub Online: May 15, 2020
  • DOI: 10.1111/jtsa.12530 (p )

Corrigendum

ORIGINAL ARTICLES

Efficient Bayesian PARCOR approaches for dynamic modeling of multivariate time series

  • Author: Wenjie Zhao, Raquel Prado
  • Pub Online: Jul 12, 2020
  • DOI: 10.1111/jtsa.12534 (p )

Tests for conditional heteroscedasticity of functional data

  • Author: Gregory Rice, Tony Wirjanto, Yuqian Zhao
  • Pub Online: Jul 15, 2020
  • DOI: 10.1111/jtsa.12532 (p )

Models for circular data from time series spectra

  • Author: Masanobu Taniguchi, Shogo Kato, Hiroaki Ogata, Arthur Pewsey
  • Pub Online: Jul 24, 2020
  • DOI: 10.1111/jtsa.12549 (p )

CONWAY–MAXWELL–POISSON AUTOREGRESSIVE MOVING AVERAGE MODEL FOR EQUIDISPERSED, UNDERDISPERSED, AND OVERDISPERSED COUNT DATA

  • Author: Moizes Melo, Airlane Alencar
  • Pub Online: Jul 27, 2020
  • DOI: 10.1111/jtsa.12550 (p )

Robust empirical likelihood for time series

  • Author: Kun Chen, Rui Huang
  • Pub Online: Aug 05, 2020
  • DOI: 10.1111/jtsa.12552 (p )

Special Issue

THE DEPENDENT RANDOM WEIGHTING

  • Author: Srijan Sengupta, Xiaofeng Shao, Yingchuan Wang
  • Pub Online: Nov 28, 2014
  • DOI: 10.1111/jtsa.12109 (p )

Special Issues

BOOTSTRAP SEQUENTIAL TESTS TO DETERMINE THE ORDER OF INTEGRATION OF INDIVIDUAL UNITS IN A TIME SERIES PANEL

  • Author: Stephan Smeekes
  • Pub Online: Nov 28, 2014
  • DOI: 10.1111/jtsa.12110 (p )

ORIGINAL ARTICLES

VINE COPULA SPECIFICATIONS FOR STATIONARY MULTIVARIATE MARKOV CHAINS

  • Author: Brendan K. Beare, Juwon Seo
  • Pub Online: Nov 28, 2014
  • DOI: 10.1111/jtsa.12103 (p )

ASYMPTOTICS FOR THE CONDITIONAL‐SUM‐OF‐SQUARES ESTIMATOR IN MULTIVARIATE FRACTIONAL TIME‐SERIES MODELS

  • Author: Morten Ørregaard Nielsen
  • Pub Online: Nov 28, 2014
  • DOI: 10.1111/jtsa.12100 (p )

TESTING EQUALITY OF MEANS WHEN THE OBSERVATIONS ARE FROM FUNCTIONAL TIME SERIES

  • Author: Lajos Horváth, Gregory Rice
  • Pub Online: Dec 01, 2014
  • DOI: 10.1111/jtsa.12095 (p )

Special Issue

Structural Break Inference Using Information Criteria in Models Estimated by Two‐Stage Least Squares

  • Author: Alastair R. Hall, Denise R. Osborn, Nikolaos Sakkas
  • Pub Online: Jan 22, 2015
  • DOI: 10.1111/jtsa.12107 (p )
Page:   1 2 3 Next

Related Topics

Related Publications

Related Content

Site Footer

Address:

This website is provided by John Wiley & Sons Limited, The Atrium, Southern Gate, Chichester, West Sussex PO19 8SQ (Company No: 00641132, VAT No: 376766987)

Published features on StatisticsViews.com are checked for statistical accuracy by a panel from the European Network for Business and Industrial Statistics (ENBIS)   to whom Wiley and StatisticsViews.com express their gratitude. This panel are: Ron Kenett, David Steinberg, Shirley Coleman, Irena Ograjenšek, Fabrizio Ruggeri, Rainer Göb, Philippe Castagliola, Xavier Tort-Martorell, Bart De Ketelaere, Antonio Pievatolo, Martina Vandebroek, Lance Mitchell, Gilbert Saporta, Helmut Waldl and Stelios Psarakis.