Journal of Time Series Analysis

Table of Contents

Volume 37 Issue 1 (January 2016)

1-144

Issue Information ‐ TOC

Issue information ‐ TOC

  • Author:
  • Pub Online: Dec 20, 2015
  • DOI: 10.1111/jtsa.12147 (p 1-1)

Issue Information ‐ Info Page

Issue information ‐ Info Page

  • Author:
  • Pub Online: Dec 20, 2015
  • DOI: 10.1111/jtsa.12148 (p 2-2)

ORIGINAL ARTICLES

Testing for Stationarity in Multivariate Locally Stationary Processes

  • Author: Ruprecht Puchstein, Philip Preuß
  • Pub Online: May 14, 2015
  • DOI: 10.1111/jtsa.12133 (p 3-29)

Consistent Estimation of the Value at Risk When the Error Distribution of the Volatility Model is Misspecified

  • Author: Mohamed El Ghourabi, Christian Francq, Fedya Telmoudi
  • Pub Online: May 08, 2015
  • DOI: 10.1111/jtsa.12136 (p 46-76)

A Goodness‐of‐Fit Test for Integer‐Valued Autoregressive Processes

  • Author: Sebastian Schweer
  • Pub Online: Jun 08, 2015
  • DOI: 10.1111/jtsa.12138 (p 77-98)

Testing for a Unit Root in Noncausal Autoregressive Models

  • Author: Pentti Saikkonen, Rickard Sandberg
  • Pub Online: Jun 19, 2015
  • DOI: 10.1111/jtsa.12141 (p 99-125)

A Nonparametric Model for Stationary Time Series

  • Author: Isadora Antoniano‐Villalobos, Stephen G. Walker
  • Pub Online: Aug 13, 2015
  • DOI: 10.1111/jtsa.12146 (p 126-142)

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