JOURNAL OF TIME SERIES ANALYSIS Journal

Overview

abbreviation

J TIME SER ANAL

publication venue for

Selecting the number of factors in multi-variate time series 2024
A testing approach to clustering scalar time series. 44:667-685. 2023
Persistence Heterogeneity Testing in Panels with Interactive Fixed Effects. 40:573-589. 2019
A joint portmanteau test for conditional mean and variance time-series models. 36:39-60. 2015
Subsampling inference for the autocovariances and autocorrelations of long-memory heavy- tailed linear time series. 33:935-953. 2012
Subsampling inference for the mean of heavy-tailed long-memory time series. 33:96-111. 2012
Unit root bootstrap tests under infinite variance. 33:32-47. 2012
Bootstrap Prediction Intervals in State-Space Models. 30:167-178. 2009
Fractional Cointegration in the Presence of Linear Trends. 29:1088-1103. 2008

International Standard Serial Number (ISSN)

0143-9782

Electronic International Standard Serial Number (EISSN)

1467-9892