
Now accepting submissions online - see below for further information
Journal of Time Series Analysis
Edited by:
M. B. Priestley
ISI Journal Citation Reports® Ranking: 2008: 48/76 Mathematics, Interdisciplinary Applications; 53/92 Statistics & Probability
Impact Factor: 0.805
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, as well as short communications on theoretical developments. 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 EarlyView 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).
NIH Public Access Mandate
For those interested in the Wiley-Blackwell policy on the NIH Public Access Mandate, please visit our policy statement.
Forthcoming Special Issues
The Journal of Time Series Analysis will publish a special issue in 2011 on Time Series in the Environmental Sciences, guest edited by Noel Cressie (Ohio State University) and Scott Holan (University of Missouri).
The Journal of Time Series Analysis is also currently interested in receiving papers addressing the application of time series analysis to the engineering applications, e.g. signal processing and communications engineering
The deadline for submissions is 31 May 2010.
For further information, please contact the editor, Maurice Priestley.
ScholarOne Manuscripts™ (formerly known as Manuscript Central)
Authors are able to submit their paper to the Journal of Time Series Analysis online using ScholarOne Manuscripts. Benefits of online submission include:
- Fast decisions on your paper. Submission, review and communication are all handled online. No more postal delays or lost messages!
- Easy. Write your paper on any word processor. Simply save text as RTF or Word. Graphics can be uploaded separately in any popular format, including PowerPoint and Excel.
- Convenient. Submit from any computer with an Internet connection. No software needs to be installed. All you need is a Web browser, Acrobat Reader and email.
- Responsive. Decisions sent by email, revisions made online. The moment a decision is taken, an email is dispatched. You can respond to the comments and submit a revised version online.
- Transparent. Track your manuscripts online. Return to the site at any time to see the current status of your submission.
To make a submission, please visit http://mc.manuscriptcentral.com/jtsa
TopHighlights
Fractional Integration and Structural Breaks at Unknown Periods of Time
Luis A. Gil-Alana
Local asymptotic normality and efficient estimation for INAR(p) models
Feike C. Drost, Ramon van den Akker, Bas J. M. Werker
Stability of nonlinear AR-GARCH models
Mika Meitz, Pentti Saikkonen
Identification of the multiscale fractional Brownian motion with biomechanical applications
Jean-Marc Bardet, Pierre Bertrand
Testing for the Cointegrating Rank of a VAR Process with Level Shift and Trend Break
Carsten Trenkler, Pentti Saikkonen, Helmut Lütkepohl
Time-Transformed Unit Root Tests for Models with Non-Stationary Volatility
Giuseppe Cavaliere, A. M. Robert Taylor
Modelling the Dynamic Dependence Structure in Multivariate Financial Time Series
Mihaela Serban, Anthony Brockwell, John Lehoczky, Sanjay Srivastava
