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Journal of Time Series Analysis

IF1
Papers41
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Journal Papers 41
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Multiple Chains Markov Switching Vector Autoregression
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deleteCatania, Leopoldo
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Estimation of the Intercept Parameter in Integrated Galton-Watson Processes
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deleteLu, Yang
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Autoregressive Hypergraph
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deleteZhu, Xianghe; Yao, Qiwei
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Editorial: Data Segmentation in Time Series: Structural Breaks and Real-Time Monitoring
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deleteAue, Alexander; Kirch, Claudia
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Editorial Announcement
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deleteTaylor, Robert
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The Accuracy Smoothness Dilemma in Prediction: A Novel Multivariate M-SSA Forecast Approach
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deleteWildi, Marc
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Wasserstein Auto-Regressive Models for Modeling Multivariate Distributional Time Series
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delete2026-02-01
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deleteJiang, Yiye; Bigot, Jeremie
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Measuring the Degree of Distribution Changes Under Local Stationarity
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deleteBrunotte, Guy-Niklas
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Constrained Fiducial Inference for Gaussian Models
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deleteFlury, Hank; Hannig, Jan; Smith, Richard
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Stationarity and Goodness-of-Fit Tests for Locally Stationary Time Series
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deleteBardet, Jean-Marc
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Band-Pass Filtering With High-Dimensional Time Series. A Synthetic Indicator of the Medium-to-Long Run Component of Growth
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deleteGiovannelli, Alessandro; Lippi, Marco; Proietti, Tommaso
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On the Existence of One-Sided Representations for the Generalised Dynamic Factor Model
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deleteGersing, Philipp
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Marchenko-Pastur Laws for Daniell Smoothed Periodograms
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deleteDeitmar, Ben
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Testing for Rough Volatility When Prices Are Purely Discontinuous
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deleteChong, Carsten H.; Todorov, Viktor
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Editorial Announcement: Journal of Time Series Analysis Distinguished Authors 2025
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deleteTaylor, Robert; Jasiak, Joann; Pena, Daniel; Phillips, Peter C. B.; Zhu, Fukang
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Empirical-Process Limit Theory and Filter Approximation Bounds for Score-Driven Time Series Models
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deleteD'Innocenzo, Enzo
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On Testing for Independence Between Generalized Error Models of Several Time Series
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deleteGhoudi, Kilani; Nasri, Bouchra R.; Remillard, Bruno N.
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Statistical Inference for Periodic Asymmetric Power GARCH Models
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deleteJia, Peiqi; Wei, Xiaomeng; Chen, Min
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A Robust Topological Framework for Detecting Regime Changes in Multi-Trial Experiments With Application to Predictive Maintenance
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delete2025-12-01
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deleteEl-yaagoubi, Anass; Freyermuth, Jean-Marc; Ombao, Hernando
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Testing and Estimation of Change Point in ARMA Model With Heavy-Tailed G-GARCH Noises
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deleteBai, Qiang; Ling, Shiqing; Zhu, Ke
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