ISSN: 0143-9782

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Journal of Time Series Analysis Q1 Unclaimed

Wiley-Blackwell United States

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Journal of Time Series Analysis is a journal indexed in SJR in Statistics and Probability and Statistics, Probability and Uncertainty with an H index of 62. It has a price of 2900 €. It has an SJR impact factor of 0,944 and it has a best quartile of Q1. It is published in English. It has an SJR impact factor of 0,944.

Journal of Time Series Analysis focuses its scope in these topics and keywords: time, autoregressive, model, coefficients, deterministic, discrete, embeddability, estimators, gaussian, informationestimation, ...

Type: Journal

Type of Copyright:

Languages: English

Open Access Policy:

Type of publications:

Publication frecuency: -

Categories: Applied Mathematics (Q1) Statistics and Probability (Q1) Statistics, Probability and Uncertainty (Q1)

Price

2900 €

Inmediate OA

NPD

Embargoed OA

0 €

Non OA

Metrics

0,944

SJR Impact factor

62

H Index

86

Total Docs (Last Year)

121

Total Docs (3 years)

3131

Total Refs

172

Total Cites (3 years)

110

Citable Docs (3 years)

1.51

Cites/Doc (2 years)

36.41

Ref/Doc

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Aims and Scope

Best articles by citations

On the Size Properties of Phillips-Perron Tests

A Joint Regression Variable and Autoregressive Order Selection Criterion

Tracking abrupt frequency changes

Distribution of the estimated lyapunov exponents from noisy chaotic time series

A Linear Discriminant for Gaussian Time Series

Testing for a Unit Root in Autoregressive Moving-average Models with Missing Data

Nonlinear error correction models

The Influence of Numerical and Observational Errors on the Likelihood of an ARMA Series

Bayesian analysis of autoregressive fractionally integrated moving-average processes

Two Simple Procedures for Testing for a Unit Root When There are Additive Outliers

Some Inference Results for Causal Autoregressive Processes on a Plane

One-sided testing for conditional heteroskedasticity in time series models

SHOW MORE ARTICLES

Bartlett Corrections for Unit Root Test Statistics

On Asymptotic Theory for ARCH (8) Models

A Stochastic Approximation Algorithm for the Adaptive Control of Time Series Following Generalized Linear Models

Some Results on Specification Search and Pre-testing in an ARMA(1,1) Process

Nonparametric Estimation and Testing in Panels of Intercorrelated Time Series

A Test of Linearity for Functional Autoregressive Models

FREQUENCY DOMAIN TESTS OF MULTIVARIATE GAUSSIANITY AND LINEARITY

Consistency of Frequency Estimates Based on the Wavelet Transform

Specification Tests for the Variance of a Diffusion

On The Pena-Box Model

On backward periodic autoregressive processes

Hyperbolic Decay Time Series