Journal of Time Series Analysis

Table of Contents

Volume 40 Issue 2 (March 2019)

161-264

Issue Information

Issue Information

  • Author:
  • Pub Online: Feb 05, 2019
  • DOI: 10.1111/jtsa.12412 (p 161-162)

ORIGINAL ARTICLES

Sampling, Embedding and Inference for CARMA Processes

  • Author: Peter J. Brockwell, Alexander Lindner
  • Pub Online: Nov 19, 2018
  • DOI: 10.1111/jtsa.12433 (p 163-181)

Clustering Multiple Time Series with Structural Breaks

  • Author: Yongning Wang, Ruey S. Tsay
  • Pub Online: Nov 22, 2018
  • DOI: 10.1111/jtsa.12434 (p 182-202)

On Two‐Stage Estimation of the Spectral Density with Assigned Risk in Presence of Missing Data

  • Author: Sam Efromovich
  • Pub Online: Nov 28, 2018
  • DOI: 10.1111/jtsa.12435 (p 203-224)

Negative Binomial Autoregressive Process with Stochastic Intensity

  • Author: Christian Gouriéroux, Yang Lu
  • Pub Online: Dec 10, 2018
  • DOI: 10.1111/jtsa.12441 (p 225-247)

Notes and Comments

Common Breaks in Means for Cross‐Correlated Fixed‐T Panel Data

  • Author: Joakim Westerlund
  • Pub Online: Jun 10, 2018
  • DOI: 10.1111/jtsa.12407 (p 248-255)

On the Ergodicity of First‐Order Threshold Autoregressive Moving‐Average Processes

  • Author: Kung‐Sik Chan, Greta Goracci
  • Pub Online: Dec 04, 2018
  • DOI: 10.1111/jtsa.12440 (p 256-264)

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