Journal of Time Series Analysis

Table of Contents

Journal of Time Series Analysis - Early View Articles



Semiparametric Detection of Changes in Long Range Dependence

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

Notes and Comments

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

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


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 )

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 )

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 )

Special Issues

Temporal Aggregation of Seasonally Near‐Integrated Processes

  • Author: Tomás del Barrio Castro, Paulo M. M. Rodrigues, A. M. Robert Taylor
  • Pub Online: Feb 25, 2019
  • DOI: 10.1111/jtsa.12453 (p )


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 )

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 )

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 )

Special Issue

Granger Causality Testing in Mixed‐Frequency VARs with Possibly (Co)Integrated Processes

  • Author: Thomas B. Götz, Alain W. Hecq
  • Pub Online: Mar 19, 2019
  • DOI: 10.1111/jtsa.12462 (p )

Notes and Comments

Inference for asymmetric exponentially weighted moving average models

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

Special Issue

Frequency Domain Estimation of Continuous Time Cointegrated Models with Mixed Frequency and Mixed Sample Data

  • Author: Marcus J. Chambers
  • Pub Online: Mar 24, 2019
  • DOI: 10.1111/jtsa.12461 (p )


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 )

Special Issue


Robustness of Zero Crossing Estimator

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