Journal of Time Series Analysis

Table of Contents

Volume 37 Issue 3 (May 2016)


Issue Information

Issue information ‐ Info Page

  • Author:
  • Pub Online: Apr 05, 2016
  • DOI: 10.1111/jtsa.12151 (p 289-290)


Poisson QMLE of Count Time Series Models

  • Author: Ali Ahmad, Christian Francq
  • Pub Online: Nov 03, 2015
  • DOI: 10.1111/jtsa.12167 (p 291-314)

Empirical Likelihood for Outlier Detection and Estimation in Autoregressive Time Series

  • Author: Roberto Baragona, Francesco Battaglia, Domenico Cucina
  • Pub Online: Jul 22, 2015
  • DOI: 10.1111/jtsa.12145 (p 315-336)

Separation of Uncorrelated Stationary time series using Autocovariance Matrices

  • Author: Jari Miettinen, Katrin Illner, Klaus Nordhausen, Hannu Oja, Sara Taskinen, Fabian J. Theis
  • Pub Online: Sep 09, 2015
  • DOI: 10.1111/jtsa.12159 (p 337-354)

A New Test for Checking the Equality of the Correlation Structures of two time Series

  • Author: Lei Jin, Suojin Wang
  • Pub Online: Sep 08, 2015
  • DOI: 10.1111/jtsa.12162 (p 355-368)

Generalized Resampling Scheme With Application to Spectral Density Matrix in Almost Periodically Correlated Class of Time Series

  • Author: Łukasz Lenart
  • Pub Online: Sep 10, 2015
  • DOI: 10.1111/jtsa.12163 (p 369-404)

Filtering, Prediction and Simulation Methods for Noncausal Processes

  • Author: Christian Gourieroux, Joann Jasiak
  • Pub Online: Nov 10, 2015
  • DOI: 10.1111/jtsa.12165 (p 405-430)


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