Journal of Time Series Analysis

Table of Contents

Volume 39 Issue 5 (September 2018)

637-809

Issue Information

Issue Information

  • Author:
  • Pub Online: Aug 09, 2018
  • DOI: 10.1111/jtsa.12262 (p 637-638)

Editorial

Editorial, September 2018

  • Author: Robert Taylor
  • Pub Online: Aug 09, 2018
  • DOI: 10.1111/jtsa.12420 (p 639-639)

Obituary

Tata Subba Rao, 1942–2018

  • Author: Granville Tunnicliffe Wilson
  • Pub Online: Aug 09, 2018
  • DOI: 10.1111/jtsa.12422 (p 640-640)

ORIGINAL ARTICLES

Balanced Bootstrap Joint Confidence Bands for Structural Impulse Response Functions

  • Author: Stefan Bruder, Michael Wolf
  • Pub Online: May 09, 2018
  • DOI: 10.1111/jtsa.12289 (p 641-664)

Detecting Tail Risk Differences in Multivariate Time Series

  • Author: Yannick Hoga
  • Pub Online: Mar 13, 2018
  • DOI: 10.1111/jtsa.12292 (p 665-689)

Prediction Interval for Autoregressive Time Series via Oracally Efficient Estimation of Multi‐Step‐Ahead Innovation Distribution Function

  • Author: Juanjuan Kong, Lijie Gu, Lijian Yang
  • Pub Online: Mar 09, 2018
  • DOI: 10.1111/jtsa.12293 (p 690-708)

Tests for Comparing Time‐Invariant and Time‐Varying Spectra Based on the Pearson Statistic

  • Author: Shibin Zhang, Xin M. Tu
  • Pub Online: Apr 03, 2018
  • DOI: 10.1111/jtsa.12299 (p 709-730)

Testing Separability of Functional Time Series

  • Author: Panayiotis Constantinou, Piotr Kokoszka, Matthew Reimherr
  • Pub Online: May 02, 2018
  • DOI: 10.1111/jtsa.12302 (p 731-747)

A Time‐Symmetric Self‐Normalization Approach for Inference of Time Series

  • Author: Liliya Lavitas, Ting Zhang
  • Pub Online: May 01, 2018
  • DOI: 10.1111/jtsa.12303 (p 748-762)

Change‐Point Detection in Autoregressive Models with no Moment Assumptions

  • Author: Fumiya Akashi, Holger Dette, Yan Liu
  • Pub Online: May 04, 2018
  • DOI: 10.1111/jtsa.12405 (p 763-786)

Discrete‐Time Approximation of a Cogarch( p , q ) Model and its Estimation

  • Author: Stefano M. Iacus, Lorenzo Mercuri, Edit Rroji
  • Pub Online: May 30, 2018
  • DOI: 10.1111/jtsa.12406 (p 787-809)

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