Journal of Time Series Analysis

Edited by:
M. B. Priestley

ISI Journal Citation Reports® Ranking: 2006: 42/65 (Mathematics, Interdisciplinary Applications); 51/83 (Statistics & Probability)
Impact Factor: 0.637

---

During the last 25 years Time Series Analysis has become one of the most important and widely used branches of Mathematical Statistics. Its fields of application range from neurophysiology to astrophysics and it covers such well-known areas as economic forecasting, study of biological data, control systems, signal processing and communications and vibrations engineering. The Journal of Time Series Analysis started in 1980, has since become the leading journal in its field, publishing papers on both fundamental theory and applications. The editorial board consists of many of the world's leading experts in Time Series Analysis.

TopNews and Announcements

Articles Published Online Ahead of Print
Articles which have been fully copy-edited and peer-reviewed are published online through our OnlineEarly feature before the print edition of this journal is published.

Free Online Access in the Developing World
Free online access to this journal is available within institutions in the developing world through the OARE Initiative (Online Access to Research in the Environment) with the UN Environment Programme (UNEP).

TopHighlights

Inference in Autoregression under Heteroskedasticity
Peter C. B. Phillips, Ke-Li Xu

On a Mixture GARCH Time-Series Model
Zhiqiang Zhang, Wai Keung Li, Kam Chuen Yuen

A Stationarity Test in the Presence of an Unknown Number of Smooth Breaks
Ralf Becker, Walter Enders, Junsoo Lee

Stationary Autoregressive Models via a Bayesian Nonparametric Approach
Ramsés H. Mena, Stephen G. Walker

Testing Monthly Seasonal Unit Roots With Monthly and Quarterly Information
Gabriel Pons

Highly accessed papers
View the 20 most read articles in Journal of Time Series Analysis

Highly cited papers
View the 20 most highly cited articles in Journal of Time Series Analysis