Journal of Time Series Analysis

Table of Contents

Volume 40 Issue 5 (September 2019)


Issue Information

Issue Information

  • Author:
  • Pub Online: Aug 01, 2019
  • DOI: 10.1111/jtsa.12415 (p 629-630)


Bayesian Outlier Detection in Non‐Gaussian Autoregressive Time Series

  • Author: Maria Eduarda Silva, Isabel Pereira, Brendan McCabe
  • Pub Online: Dec 02, 2018
  • DOI: 10.1111/jtsa.12439 (p 631-648)

Heteroskedasticity‐Robust Unit Root Testing for Trending Panels

  • Author: Helmut Herwartz, Simone Maxand, Yabibal M. Walle
  • Pub Online: Feb 13, 2019
  • DOI: 10.1111/jtsa.12446 (p 649-664)

Inference for the Lagged Cross‐Covariance Operator Between Functional Time Series

  • Author: Gregory Rice, Marco Shum
  • Pub Online: Feb 13, 2019
  • DOI: 10.1111/jtsa.12447 (p 665-692)

Semiparametric Detection of Changes in Long Range Dependence

  • Author: Fabrizio Iacone, Štěpána Lazarová
  • Pub Online: Feb 05, 2019
  • DOI: 10.1111/jtsa.12448 (p 693-706)

Testing for Change in Long‐Memory Stochastic Volatility Time Series

  • Author: Annika Betken, Rafał Kulik
  • Pub Online: Mar 07, 2019
  • DOI: 10.1111/jtsa.12449 (p 707-738)

Multivariate Quantile Impulse Response Functions

  • Author: Gabriel Montes‐Rojas
  • Pub Online: Apr 21, 2019
  • DOI: 10.1111/jtsa.12452 (p 739-752)

Volatility Estimation and Jump Testing via Realized Information Variation

  • Author: Weiyi Liu, Mingjin Wang
  • Pub Online: Feb 25, 2019
  • DOI: 10.1111/jtsa.12454 (p 753-787)

Flexible and Robust Mixed Poisson INGARCH Models

  • Author: Rodrigo B. Silva, Wagner Barreto‐Souza
  • Pub Online: Apr 02, 2019
  • DOI: 10.1111/jtsa.12459 (p 788-814)

Robustness of Zero Crossing Estimator

  • Author: Yuichi Goto, Masanobu Taniguchi
  • Pub Online: Apr 24, 2019
  • DOI: 10.1111/jtsa.12463 (p 815-830)

Asymptotic Behavior of Optimal Weighting in Generalized Self‐Normalization for Time Series

  • Author: Ting Zhang, Liliya Lavitas, Qiao Pan
  • Pub Online: May 07, 2019
  • DOI: 10.1111/jtsa.12472 (p 831-851)

Notes and Comments

On Estimation and Inference in Heterogeneous Panel Regressions with Interactive Effects

  • Author: Joakim Westerlund
  • Pub Online: Oct 15, 2018
  • DOI: 10.1111/jtsa.12432 (p 852-857)

Extending the Limits of Backtesting via the ‘Vanishing p’‐Approach

  • Author: Yannick Hoga
  • Pub Online: Feb 10, 2019
  • DOI: 10.1111/jtsa.12450 (p 858-866)

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