Journal of Time Series Analysis

Table of Contents

Volume 38 Issue 2 (March 2017)

147-391

Issue Information

Issue Information

  • Author:
  • Pub Online: Feb 08, 2017
  • DOI: 10.1111/jtsa.12216 (p 147-148)

Editorial

Editorial: Special Issue to Honor the Memory of Maurice B. Priestley, 1933–2013

  • Author: Tata Subba Rao, Granville Tunnicliffe Wilson
  • Pub Online: Feb 08, 2017
  • DOI: 10.1111/jtsa.12232 (p 149-150)

Special Issues

Locally Stationary Wavelet Packet Processes: Basis Selection and Model Fitting

  • Author: Alessandro Cardinali, Guy P. Nason
  • Pub Online: Feb 08, 2017
  • DOI: 10.1111/jtsa.12230 (p 151-174)

Volatility Modeling with a Generalized t Distribution

  • Author: Andrew Harvey, Rutger‐Jan Lange
  • Pub Online: Nov 11, 2016
  • DOI: 10.1111/jtsa.12224 (p 175-190)

Adaptive Estimation in Multiple Time Series With Independent Component Errors

  • Author: P. M. Robinson, L. Taylor
  • Pub Online: Sep 09, 2016
  • DOI: 10.1111/jtsa.12212 (p 191-203)

Inference with the Whittle Likelihood: A Tractable Approach Using Estimating Functions

  • Author: Joao Jesus, Richard E. Chandler
  • Pub Online: Dec 20, 2016
  • DOI: 10.1111/jtsa.12225 (p 204-224)

Graphical Modeling for Multivariate Hawkes Processes with Nonparametric Link Functions

  • Author: Michael Eichler, Rainer Dahlhaus, Johannes Dueck
  • Pub Online: Sep 13, 2016
  • DOI: 10.1111/jtsa.12213 (p 225-242)

A New Multivariate Nonlinear Time Series Model for Portfolio Risk Measurement: The Threshold Copula‐Based TAR Approach

  • Author: Shiu Fung Wong, Howell Tong, Tak Kuen Siu, Zudi Lu
  • Pub Online: Aug 15, 2016
  • DOI: 10.1111/jtsa.12206 (p 243-265)

Estimation for Dynamic and Static Panel Probit Models with Large Individual Effects

  • Author: Wei Gao, Wicher Bergsma, Qiwei Yao
  • Pub Online: Jan 19, 2016
  • DOI: 10.1111/jtsa.12178 (p 266-284)

Factor Modelling for High‐Dimensional Time Series: Inference and Model Selection

  • Author: Ngai Hang Chan, Ye Lu, Chun Yip Yau
  • Pub Online: Aug 19, 2016
  • DOI: 10.1111/jtsa.12207 (p 285-307)

On the Frequency Variogram and on Frequency Domain Methods for the Analysis of Spatio‐Temporal Data

  • Author: Tata Subba Rao, Gyorgy Terdik
  • Pub Online: Jan 12, 2017
  • DOI: 10.1111/jtsa.12231 (p 308-325)

A Spectral Domain Test for Stationarity of Spatio‐Temporal Data

  • Author: Soutir Bandyopadhyay, Carsten Jentsch, Suhasini Subba Rao
  • Pub Online: Dec 28, 2016
  • DOI: 10.1111/jtsa.12222 (p 326-351)

Some Properties of Local Gaussian Correlation and Other Nonlinear Dependence Measures

  • Author: Geir Drage Berentsen, Ricardo Cao, Mario Francisco‐Fernández, Dag TjØstheim
  • Pub Online: Feb 14, 2016
  • DOI: 10.1111/jtsa.12183 (p 352-380)

Spectral Estimation of the Multivariate Impulse Response

  • Author: Granville Tunnicliffe Wilson
  • Pub Online: Nov 11, 2016
  • DOI: 10.1111/jtsa.12226 (p 381-391)

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