Journal of Time Series Analysis

Early View Articles

ORIGINAL ARTICLES

MIXTURES OF NONLINEAR POISSON AUTOREGRESSIONS

  • Author: Paul Doukhan, Konstantinos Fokianos, Joseph Rynkiewicz
  • Pub Online: Sep 21, 2020
  • DOI: 10.1111/jtsa.12558 (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 )

Special Issues

Bootstrap Inference in Regressions with Estimated Factors and Serial Correlation

  • Author: Antoine Djogbenou, Sílvia Gonçalves, Benoit Perron
  • Pub Online: Jan 22, 2015
  • DOI: 10.1111/jtsa.12118 (p )

Special Issue

Bootstrap Determination of the Co‐Integration Rank in VAR Models with Unrestricted Deterministic Components

  • Author: Giuseppe Cavaliere, Anders Rahbek, A. M. Robert Taylor
  • Pub Online: Jan 22, 2015
  • DOI: 10.1111/jtsa.12104 (p )

BOOTSTRAPPING ROBUST STATISTICS FOR MARKOVIAN DATA APPLICATIONS TO REGENERATIVE R ‐STATISTICS AND L ‐STATISTICS

  • Author: Patrice Bertail, Stéphan Clémençon, Jessica Tressou
  • Pub Online: Jan 22, 2015
  • DOI: 10.1111/jtsa.12105 (p )

ORIGINAL ARTICLES

Infinitely Divisible Distributions in Integer‐Valued Garch Models

  • Author: E. Gonçalves, N. Mendes‐Lopes, F. Silva
  • Pub Online: Jan 22, 2015
  • DOI: 10.1111/jtsa.12112 (p )

ESTIMATION IN FUNCTIONAL LAGGED REGRESSION

  • Author: Siegfried Hörmann, Łukasz Kidziński, Piotr Kokoszka
  • Pub Online: Jan 22, 2015
  • DOI: 10.1111/jtsa.12114 (p )

Special Issues

Block Bootstrap for Poisson‐Sampled Almost Periodic Processes

  • Author: Dominique Dehay, Anna E. Dudek
  • Pub Online: Jan 22, 2015
  • DOI: 10.1111/jtsa.12115 (p )

Book Reviews

Special Issues

Semi‐Parametric Estimation for Non‐Gaussian Non‐Minimum Phase ARMA Models

  • Author: Richard A. Davis, Jing Zhang
  • Pub Online: Sep 22, 2017
  • DOI: 10.1111/jtsa.12253 (p )
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