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verified SJR 0,944 · Q1 • database Scopus / SJR & Web of Science indexed
Journal of Time Series Analysis
United States · Wiley-Blackwell
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Journal of Time Series Analysis

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, wavelet, trendsmodelling, level, arfima, method, moving, robust, ...

ISSN: 0143-9782
Publisher: Wiley-Blackwell
Category: Statistics and Probability
Indexation: verifiedScopus / SJR verifiedWeb of Science
open_in_new Portal NPD menu_book Guidelines NPD
schedule CountryOfPapers database fields
SJR Impact Factor trending_up
0,944 Q1
H-index 62
Acceptance rate pie_chart
30% Selective
Source Acceptance_Rate
Time to publication hourglass_top
NPD
Field NPD
Publication cost (APC) payments
2.900 € Subscription
Non-OA path 0 €

Metrics

Scimago and CountryOfPapers database fields

Scopus / SJR Web of Science

SJR Impact

0,944

H-index

62

Docs (year)

86

Docs 3y

121

Total refs

3131

Cites 3y

172

Citable 3y

110

Cites/Doc 2y

1.51

Ref/Doc

36.41

Immediate OA

2900 €

Embargoed OA

NPD

Non OA / Submission

0 €

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Best articles by citations

A study on misspecified nonstationary autoregressive time series with a unit root

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Valid Edgeworth Expansions of Some Estimators and Bootstrap Confidence Intervals in First-order Autoregression

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Bartlett Corrections for Unit Root Test Statistics

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Asymptotics of Quantiles and Rank Scores in Nonlinear Time Series

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Asymptotic theory for certain regression models with long memory errors

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An Improvement of Akaike's FPE Criterion to Reduce its Variability

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An Estimating Method for Parametric Spectral Densities of Gaussian Time Series

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An Estimate of the Fractal Index Using Multiscale Aggregates

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An Adaptive Estimator of the Autocorrelation Coefficient in Regression Models with Autoregressive Errors

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Aggregation and Disaggregation of Structural Time Series Models

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Accounting for Lag Order Uncertainty in Autoregressions: the Endogenous Lag Order Bootstrap Algorithm

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A Time-Domain Semi-parametric Estimate for Strongly Dependent Continuous-Time Stationary Processes

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A Test of Linearity for Functional Autoregressive Models

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

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A Space-Time Bilinear Model and its Identification

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A Proposal for Estimation of the Parameters of Multivariate Moving-average Models

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A Parametric approach to testing the null of cointegration

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A note on the corrected Akaike information criterion for threshold autoregressive models

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A Note on Modelling Seasonal Processes in Continuous Time

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A note on L1 density estimation for linear processes

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A Note on Bootstrapping M-Estimators in ARMA Models

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A Linear Discriminant for Gaussian Time Series

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A Joint Regression Variable and Autoregressive Order Selection Criterion

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