Journal of Time Series Analysis

Table of Contents

Volume 37 Issue 2 (March 2016)

145-288

Issue Information ‐ TOC

Issue information ‐ TOC

  • Author:
  • Pub Online: Jan 24, 2016
  • DOI: 10.1111/jtsa.12149 (p 145-145)

Issue Information ‐ Info Page

Issue information ‐ Info Page

  • Author:
  • Pub Online: Jan 24, 2016
  • DOI: 10.1111/jtsa.12150 (p 146-146)

ORIGINAL ARTICLES

An Unbiased Measure of Integrated Volatility in the Frequency Domain

  • Author: Fangfang Wang
  • Pub Online: May 30, 2015
  • DOI: 10.1111/jtsa.12137 (p 147-164)

Bounds, Breaks and Unit Root Tests

  • Author: Josep Lluís Carrion‐I‐Silvestre, María Dolores Gadea
  • Pub Online: Jun 08, 2015
  • DOI: 10.1111/jtsa.12140 (p 165-181)

A Note on the Behaviour of Nonparametric Density and Spectral Density Estimators at Zero Points of their Support

  • Author: Efstathios Paparoditis, Dimitris N. Politis
  • Pub Online: Jun 19, 2015
  • DOI: 10.1111/jtsa.12142 (p 182-194)

Composite Quantile Periodogram for Spectral Analysis

  • Author: Yaeji Lim, Hee‐Seok Oh
  • Pub Online: Jun 15, 2015
  • DOI: 10.1111/jtsa.12143 (p 195-221)

Local Power of Fixed‐ T  Panel Unit Root Tests With Serially Correlated Errors and Incidental Trends

  • Author: Yiannis Karavias, Elias Tzavalis
  • Pub Online: Jun 24, 2015
  • DOI: 10.1111/jtsa.12144 (p 222-239)

Inference for the Fourth‐Order Innovation Cumulant in Linear Time Series

  • Author: Maria Fragkeskou, Efstathios Paparoditis∗
  • Pub Online: Sep 09, 2015
  • DOI: 10.1111/jtsa.12160 (p 240-266)

Random environment integer‐valued autoregressive process

  • Author: Aleksandar S. Nastić, Petra N. Laketa, Miroslav M. Ristić
  • Pub Online: Sep 04, 2015
  • DOI: 10.1111/jtsa.12161 (p 267-287)

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