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Journal of Time Series Analysis

Wiley-Blackwell

AJG 3ABDC A
Abstract coveragesee Methodology
Recent paperssorted by most recent
PaperYearCitations
Stationarity and Goodness‐of‐Fit Tests for Locally Stationary Time Series
Jean‐Marc Bardet
20261 citations
Constrained Fiducial Inference for Gaussian Models
Hank Flury et al.
20260 citations
Issue Information
Unknown
20260 citations
Estimation of the Intercept Parameter in Integrated Galton–Watson Processes
Yang Lu
20260 citations
Testing Distributional Granger Causality With Entropic Optimal Transport
Tao Wang
20260 citations
On the Existence of One‐Sided Representations for the Generalised Dynamic Factor Model
Philipp Gersing
20260 citations
Online Randomized Distributionally Robust Forecast Combination for Dependent Data
Tao Wang
20260 citations
Empirical‐Process Limit Theory and Filter Approximation Bounds for Score‐Driven Time Series Models
Enzo D'Innocenzo
20260 citations
Wasserstein Auto‐Regressive Models for Modeling Multivariate Distributional Time Series
Yiye Jiang & Jérémie Bigot
20260 citations
Band‐Pass Filtering With High‐Dimensional Time Series. A Synthetic Indicator of the Medium‐to‐Long Run Component of Growth
Alessandro Giovannelli et al.
20260 citations
[Untitled]
Unknown
20260 citations
Autoregressive Hypergraph
Xianghe Zhu & Qiwei Yao
20260 citations
Issue Information
Unknown
20260 citations
[Untitled]
Unknown
20260 citations
Editorial: Data Segmentation in Time Series: Structural Breaks and Real‐Time Monitoring
Alexander Aue & Claudia Kirch
20260 citations
The Accuracy Smoothness Dilemma in Prediction: A Novel Multivariate M‐SSA Forecast Approach
Marc Wildi
20260 citations
Measuring the Degree of Distribution Changes Under Local Stationarity
Guy‐Niklas Brunotte
20260 citations
Continuous Record Asymptotics for Change‐Point Models
Alessandro Casini & Pierre Perrón
20257 citations
Testing Mean Stability of Heteroskedastic Time Series
Violetta Dalla et al.
20255 citations
The Dynamic, the Static, and the Weak: Factor Models and the Analysis of High‐Dimensional Time Series
Matteo Barigozzi & Marc Hallin
20255 citations

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