Journal of Time Series Analysis

Table of Contents

Volume 38 Issue 1 (January 2017)

1-146

Issue Information

Issue Information

  • Author:
  • Pub Online: Dec 13, 2016
  • DOI: 10.1111/jtsa.12215 (p 1-2)

ORIGINAL ARTICLES

Functional Generalized Autoregressive Conditional Heteroskedasticity

  • Author: Alexander Aue, Lajos Horváth, Daniel F. Pellatt
  • Pub Online: Mar 27, 2016
  • DOI: 10.1111/jtsa.12192 (p 3-21)

A Lagrange Multiplier‐Type Test for Idiosyncratic Unit Roots in the Exact Factor Model

  • Author: Xingwu Zhou, Martin Solberger
  • Pub Online: Mar 23, 2016
  • DOI: 10.1111/jtsa.12193 (p 22-50)

Local Gaussian Autocorrelation and Tests for Serial Independence

  • Author: Virginia Lacal, Dag TjØstheim
  • Pub Online: Apr 14, 2016
  • DOI: 10.1111/jtsa.12195 (p 51-71)

Residual Empirical Processes and Weighted Sums for Time‐Varying Processes with Applications to Testing for Homoscedasticity

  • Author: Gabe Chandler, Wolfgang Polonik
  • Pub Online: Jun 09, 2016
  • DOI: 10.1111/jtsa.12200 (p 72-98)

Quantile Regression on Quantile Ranges – A Threshold Approach

  • Author: Chung‐Ming Kuan, Christos Michalopoulos, Zhijie Xiao
  • Pub Online: Aug 10, 2016
  • DOI: 10.1111/jtsa.12204 (p 99-119)

Marginal Estimation of Parameter Driven Binomial Time Series Models

  • Author: William Dunsmuir, Jieyi He
  • Pub Online: Aug 08, 2016
  • DOI: 10.1111/jtsa.12205 (p 120-144)

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