Journal of Time Series Analysis

Table of Contents

Volume 39 Issue 2 (March 2018)


Issue Information

Issue Information

  • Author:
  • Pub Online: Feb 12, 2018
  • DOI: 10.1111/jtsa.12259 (p 109-110)


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 111-128)

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 129-149)

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 150-171)

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 172-191)

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 192-211)

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 212-238)

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