Journal of Time Series Analysis

Table of Contents

Volume 39 Issue 3 (May 2018)

239-467

Issue Information

Issue Information

  • Author:
  • Pub Online: Apr 14, 2018
  • DOI: 10.1111/jtsa.12260 (p 239-240)

Editorial

Editorial

  • Author: Soumendra N. Lahiri, Dimitris N. Politis, Peter M. Robinson
  • Pub Online: Mar 26, 2018
  • DOI: 10.1111/jtsa.12301 (p 241-241)

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 242-250)

Semi‐Parametric Estimation for Non‐Gaussian Non‐Minimum Phase ARMA Models

  • Author: Richard A. Davis, Jing Zhang
  • Pub Online: Sep 22, 2017
  • DOI: 10.1111/jtsa.12253 (p 251-272)

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 273-298)

Recursive Computation for Block‐Nested Covariance Matrices

  • Author: Tucker McElroy
  • Pub Online: Oct 17, 2017
  • DOI: 10.1111/jtsa.12267 (p 299-312)

Orthogonal Samples for Estimators in Time Series

  • Author: Suhasini Subba Rao
  • Pub Online: Nov 28, 2017
  • DOI: 10.1111/jtsa.12269 (p 313-337)

Stationary subspace analysis of nonstationary processes

  • Author: Raanju Ragavendar Sundararajan, Mohsen Pourahmadi
  • Pub Online: Dec 05, 2017
  • DOI: 10.1111/jtsa.12274 (p 338-355)

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 356-379)

Non‐Parametric Spectral Density Estimation Under Long‐Range Dependence

  • Author: Young Min Kim, Soumendra N. Lahiri, Daniel J. Nordman
  • Pub Online: Mar 02, 2018
  • DOI: 10.1111/jtsa.12284 (p 380-401)

Asymptotic Theory of Test Statistic for Sphericity of High‐Dimensional Time Series

  • Author: Yan Liu, Yurie Tamura, Masanobu Taniguchi
  • Pub Online: Mar 02, 2018
  • DOI: 10.1111/jtsa.12288 (p 402-416)

Robust Regression on Stationary Time Series: A Self‐Normalized Resampling Approach

  • Author: Fumiya Akashi, Shuyang Bai, Murad S. Taqqu
  • Pub Online: Mar 26, 2018
  • DOI: 10.1111/jtsa.12295 (p 417-432)

Estimating MA Parameters through Factorization of the Autocovariance Matrix and an MA‐Sieve Bootstrap

  • Author: Timothy L. McMurry, Dimitris N. Politis
  • Pub Online: Mar 23, 2018
  • DOI: 10.1111/jtsa.12296 (p 433-446)

Interval Estimation for a First‐Order Positive Autoregressive Process

  • Author: Wei‐Cheng Hsiao, Hao‐Yun Huang, Ching‐Kang Ing
  • Pub Online: Mar 23, 2018
  • DOI: 10.1111/jtsa.12297 (p 447-467)

Related Topics

Related Publications

Related Content

Site Footer

Biostatistics

Topics:

Business & Economics

Topics:

Engineering

Topics:

Environmental

Topics:

Methods

Topics:

Social Sciences

Topics:

Tools

Address:

This website is provided by John Wiley & Sons Limited, The Atrium, Southern Gate, Chichester, West Sussex PO19 8SQ (Company No: 00641132, VAT No: 376766987)

Published features on StatisticsViews.com are checked for statistical accuracy by a panel from the European Network for Business and Industrial Statistics (ENBIS)   to whom Wiley and StatisticsViews.com express their gratitude. This panel are: Ron Kenett, David Steinberg, Shirley Coleman, Irena Ograjenšek, Fabrizio Ruggeri, Rainer Göb, Philippe Castagliola, Xavier Tort-Martorell, Bart De Ketelaere, Antonio Pievatolo, Martina Vandebroek, Lance Mitchell, Gilbert Saporta, Helmut Waldl and Stelios Psarakis.