Journal of Time Series Analysis

Table of Contents

Volume 37 Issue 6 (November 2016)

721-864

Issue Information

Issue information ‐ Info Page

  • Author:
  • Pub Online: Oct 04, 2016
  • DOI: 10.1111/jtsa.12157 (p 721-722)

ORIGINAL ARTICLES

Exactly/Nearly Unbiased Estimation of Autocovariances of a Univariate Time Series With Unknown Mean

  • Author: Timothy J. Vogelsang, Jingjing Yang
  • Pub Online: Feb 11, 2016
  • DOI: 10.1111/jtsa.12184 (p 723-740)

A Wavelet Characterization of Continuous‐Time Periodically Correlated Processes with Application to Simulation

  • Author: Mitra Ghanbarzadeh, Mina Aminghafari
  • Pub Online: Feb 08, 2016
  • DOI: 10.1111/jtsa.12185 (p 741-762)

Tests Based on Simplicial Depth for AR(1) Models With Explosion

  • Author: Christoph P. Kustosz, Anne Leucht, Christine H. MÜller
  • Pub Online: Feb 14, 2016
  • DOI: 10.1111/jtsa.12186 (p 763-784)

Testing for Change‐Points in Long‐Range Dependent Time Series by Means of a Self‐Normalized Wilcoxon Test

  • Author: Annika Betken
  • Pub Online: Mar 09, 2016
  • DOI: 10.1111/jtsa.12187 (p 785-809)

Implementing Residual‐Based KPSS Tests for Cointegration with Data Subject to Temporal Aggregation and Mixed Sampling Frequencies

  • Author: J. Isaac Miller, Xi Wang
  • Pub Online: Mar 16, 2016
  • DOI: 10.1111/jtsa.12188 (p 810-824)

Optimal Rate of Convergence for Empirical Quantiles and Distribution Functions for Time Series

  • Author: Moritz Jirak
  • Pub Online: Mar 27, 2016
  • DOI: 10.1111/jtsa.12189 (p 825-836)

Bayesian Deconvolution of Signals Observed on Arrays

  • Author: Ming Lin, Eric A. Suess, Robert H. Shumway, Rong Chen
  • Pub Online: May 19, 2016
  • DOI: 10.1111/jtsa.12197 (p 837-850)

Conditional and Marginal Mutual Information in Gaussian and Hyperbolic Decay Time Series

  • Author: Gordon Chavez
  • Pub Online: May 22, 2016
  • DOI: 10.1111/jtsa.12199 (p 851-861)

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