Journal of Time Series Analysis

Table of Contents

Volume 38 Issue 5 (September 2017)


Issue Information

Issue Information

  • Author:
  • Pub Online: Aug 16, 2017
  • DOI: 10.1111/jtsa.12219 (p 637-638)


Time Series Methods Applied to Climate Change

  • Author: Pierre Perron, Eduardo Zorita
  • Pub Online: Aug 16, 2017
  • DOI: 10.1111/jtsa.12248 (p 639-639)

Special Issues

Estimation and Inference of Linear Trend Slope Ratios With an Application to Global Temperature Data

  • Author: Timothy J. Vogelsang, Nasreen Nawaz
  • Pub Online: Sep 21, 2016
  • DOI: 10.1111/jtsa.12209 (p 640-667)

Analysis of Non‐Stationary Modulated Time Series with Applications to Oceanographic Surface Flow Measurements

  • Author: Arthur P. Guillaumin, Adam M. Sykulski, Sofia C. Olhede, Jeffrey J. Early, Jonathan M. Lilly
  • Pub Online: Jul 26, 2017
  • DOI: 10.1111/jtsa.12244 (p 668-710)

Extracting and Analyzing the Warming Trend in Global and Hemispheric Temperatures

  • Author: Francisco Estrada, Pierre Perron
  • Pub Online: Jul 26, 2017
  • DOI: 10.1111/jtsa.12246 (p 711-732)


Unit Root Tests and Heavy‐Tailed Innovations

  • Author: Iliyan Georgiev, Paulo M. M. Rodrigues, A. M. Robert Taylor
  • Pub Online: Mar 27, 2017
  • DOI: 10.1111/jtsa.12233 (p 733-768)

Drift in Transaction‐Level Asset Price Models

  • Author: Wen Cao, Clifford Hurvich, Philippe Soulier
  • Pub Online: Apr 10, 2017
  • DOI: 10.1111/jtsa.12235 (p 769-790)

Monitoring Parameter Constancy with Endogenous Regressors

  • Author: Eiji Kurozumi
  • Pub Online: Apr 20, 2017
  • DOI: 10.1111/jtsa.12236 (p 791-805)


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