Journal of Time Series Analysis

Table of Contents

Volume 41 Issue 4 (July 2020)

487-602

Issue Information

Issue Information

  • Author:
  • Pub Online: Jun 26, 2020
  • DOI: 10.1111/jtsa.12487 (p 487-488)

Editorials

Editorial Announcement: Journal of Time Series Analysis Distinguished Authors

  • Author: Robert Taylor
  • Pub Online: Jun 26, 2020
  • DOI: 10.1111/jtsa.12547 (p 489-490)

Publish your next paper open access in Journal of Time Series Analysis

  • Author:
  • Pub Online: Jun 26, 2020
  • DOI: 10.1111/jtsa.12531 (p 491-491)

ORIGINAL ARTICLES

Modeling the Variance of Return Intervals Toward Volatility Prediction

  • Author: Yan Sun, Guanghua Lian, Zudi Lu, Jennifer Loveland, Isaac Blackhurst
  • Pub Online: Dec 15, 2019
  • DOI: 10.1111/jtsa.12518 (p 492-519)

Estimating Long Memory in Panel Random‐Coefficient AR(1) Data

  • Author: Remigijus Leipus, Anne Philippe, Vytautė Pilipauskaitė, Donatas Surgailis
  • Pub Online: Jan 30, 2020
  • DOI: 10.1111/jtsa.12519 (p 520-535)

An Asymptotic F Test for Uncorrelatedness in the Presence of Time Series Dependence

  • Author: Xuexin Wang, Yixiao Sun
  • Pub Online: Jan 15, 2020
  • DOI: 10.1111/jtsa.12520 (p 536-550)

Two‐Step Estimation for Time Varying Arch Models

  • Author: Yuanyuan Zhang, Rong Liu, Qin Shao, Lijian Yang
  • Pub Online: Feb 04, 2020
  • DOI: 10.1111/jtsa.12522 (p 551-570)

Testing equality of autocovariance operators for functional time series

  • Author: Dimitrios Pilavakis, Efstathios Paparoditis, Theofanis Sapatinas
  • Pub Online: Apr 06, 2020
  • DOI: 10.1111/jtsa.12523 (p 571-589)

Notes and Comments

Filling the gap between Continuous and Discrete Time Dynamics of Autoregressive Processes

  • Author: Valerie Girardin, Rachid Senoussi
  • Pub Online: Oct 10, 2019
  • DOI: 10.1111/jtsa.12507 (p 590-602)

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