Journal of Time Series Analysis

Table of Contents

Volume 41 Issue 1 (January 2020)


Issue Information

Issue Information

  • Author:
  • Pub Online: Dec 03, 2019
  • DOI: 10.1111/jtsa.12480 (p 1-2)


Higher‐Order Accurate Spectral Density Estimation of Functional Time Series

  • Author: Tingyi Zhu, Dimitris N. Politis
  • Pub Online: May 08, 2019
  • DOI: 10.1111/jtsa.12473 (p 3-20)

Bootstrap Inference for Garch Models by the Least Absolute Deviation Estimation

  • Author: Qianqian Zhu, Ruochen Zeng, Guodong Li
  • Pub Online: May 13, 2019
  • DOI: 10.1111/jtsa.12474 (p 21-40)

Harmonically Weighted Processes

  • Author: Mehdi Hosseinkouchack, Uwe Hassler
  • Pub Online: May 15, 2019
  • DOI: 10.1111/jtsa.12475 (p 41-66)

On Singular Spectrum Analysis And Stepwise Time Series Reconstruction

  • Author: Donald S. Poskitt
  • Pub Online: Jul 17, 2019
  • DOI: 10.1111/jtsa.12479 (p 67-94)

Volatility asymmetry in functional threshold GARCH model

  • Author: Hao Sun, Bo Yu
  • Pub Online: Jul 18, 2019
  • DOI: 10.1111/jtsa.12495 (p 95-109)

Empirical Characteristic Functions‐Based Estimation and Distance Correlation for Locally Stationary Processes

  • Author: Carsten Jentsch, Anne Leucht, Marco Meyer, Carina Beering
  • Pub Online: Aug 14, 2019
  • DOI: 10.1111/jtsa.12497 (p 110-133)

Notes and Comments

Deterministic Parameter Change Models in Continuous and Discrete Time

  • Author: Marcus J. Chambers, A. M. Robert Taylor
  • Pub Online: Mar 12, 2019
  • DOI: 10.1111/jtsa.12456 (p 134-145)

Properties of the Power Envelope for Tests Against Both Stationary and Explosive Alternatives: The Effect of Trends

  • Author: Patrick Marsh
  • Pub Online: Mar 18, 2019
  • DOI: 10.1111/jtsa.12458 (p 146-153)

Inference for asymmetric exponentially weighted moving average models

  • Author: Dong Li, Ke Zhu
  • Pub Online: Mar 24, 2019
  • DOI: 10.1111/jtsa.12464 (p 154-162)

Self‐Weighted Lad‐Based Inference for Heavy‐Tailed Continuous Threshold Autoregressive Models

  • Author: Yaxing Yang, Dong Li
  • Pub Online: Jul 09, 2019
  • DOI: 10.1111/jtsa.12492 (p 163-172)

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