Journal of Time Series Analysis

Early View Articles


Oracle Properties, Bias Correction, and Bootstrap Inference for Adaptive Lasso for Time Series M ‐Estimators

  • Author: Francesco Audrino, Lorenzo Camponovo
  • Pub Online: Nov 23, 2017
  • DOI: 10.1111/jtsa.12270 (p )

Integer‐Valued Autoregressive Models With Survival Probability Driven By A Stochastic Recurrence Equation

  • Author: Paolo Gorgi
  • Pub Online: Nov 23, 2017
  • DOI: 10.1111/jtsa.12272 (p )

Special Issues

On Wigner–Ville Spectra and the Uniqueness of Time‐Varying Copula‐Based Spectral Densities

  • Author: Stefan Birr, Holger Dette, Marc Hallin, Tobias Kley, Stanislav Volgushev
  • Pub Online: Sep 06, 2017
  • DOI: 10.1111/jtsa.12252 (p )

Special Issue

Asymptotic Distributions of Some Scale Estimators in Nonlinear Models With Long Memory Errors Having Infinite Variance

  • Author: Hira L. Koul, Donatas Surgailis
  • Pub Online: Oct 17, 2017
  • DOI: 10.1111/jtsa.12265 (p )

Special Issues

Recursive Computation for Block‐Nested Covariance Matrices

  • Author: Tucker McElroy
  • Pub Online: Oct 17, 2017
  • DOI: 10.1111/jtsa.12267 (p )

Orthogonal Samples for Estimators in Time Series

  • Author: Suhasini Subba Rao
  • Pub Online: Nov 28, 2017
  • DOI: 10.1111/jtsa.12269 (p )


Inference on Multivariate Heteroscedastic Time Varying Random Coefficient Models

  • Author: Liudas Giraitis, George Kapetanios, Tony Yates
  • Pub Online: Dec 05, 2017
  • DOI: 10.1111/jtsa.12271 (p )

Special Issues

Stationary subspace analysis of nonstationary processes

  • Author: Raanju Ragavendar Sundararajan, Mohsen Pourahmadi
  • Pub Online: Dec 05, 2017
  • DOI: 10.1111/jtsa.12274 (p )


The Inverse Kullback–Leibler Method for Fitting Vector Moving Averages

  • Author: Tucker McElroy, Anindya Roy
  • Pub Online: Dec 07, 2017
  • DOI: 10.1111/jtsa.12276 (p )

Negative Binomial Quasi‐Likelihood Inference for General Integer‐Valued Time Series Models

  • Author: Abdelhakim Aknouche, Sara Bendjeddou, Nassim Touche
  • Pub Online: Dec 07, 2017
  • DOI: 10.1111/jtsa.12277 (p )

Square‐Root LASSO for High‐Dimensional Sparse Linear Systems with Weakly Dependent Errors

  • Author: Fang Xie, Zhijie Xiao
  • Pub Online: Dec 11, 2017
  • DOI: 10.1111/jtsa.12278 (p )

Special Issues

Extending the Range of Validity of the Autoregressive (Sieve) Bootstrap

  • Author: Maria Fragkeskou, Efstathios Paparoditis
  • Pub Online: Dec 21, 2017
  • DOI: 10.1111/jtsa.12275 (p )

Unit Root Testing with Unstable Volatility

  • Author: Brendan K. Beare
  • Pub Online: Dec 21, 2017
  • DOI: 10.1111/jtsa.12279 (p )


Testing Normality of Functional Time Series

  • Author: Tomasz Górecki, Siegfried Hörmann, Lajos Horváth, Piotr Kokoszka
  • Pub Online: Dec 29, 2017
  • DOI: 10.1111/jtsa.12281 (p )
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