• Issue

    Journal of Time Series Analysis: Volume 44, Issue 4

    333-436
    July 2023
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Issue Information

Free Access

Issue Information

  • Pages: 333-334
  • First Published: 05 June 2023

Editorial

Free Access

Editorial announcement

Robert  Taylor, 
  • Page: 335
  • First Published: 27 March 2023

Miscellaneous

Announcement: Call for Papers for Special Issue in Honour of Stephen J. Taylor

Torben Andersen,  Kim Christensen,  Ingmar Nolte, 
  • Page: 336
  • First Published: 18 May 2023

Original Articles

Open Access

On highly skewed fractional log-stable noise sequences and their application

Harry Pavlopoulos,  George Chronis, 
  • Pages: 337-358
  • First Published: 13 November 2022
Open Access

On the asymptotic behavior of bubble date estimators

Eiji Kurozumi,  Anton Skrobotov, 
  • Pages: 359-373
  • First Published: 13 November 2022
Open Access

Regime switching models for circular and linear time series

Andrew Harvey,  Dario Palumbo, 
  • Pages: 374-392
  • First Published: 16 January 2023

Autoregressive conditional proportion: A multiplicative-error model for (0,1)-valued time series

Abdelhakim Aknouche,  Stefanos Dimitrakopoulos, 
  • Pages: 393-417
  • First Published: 19 January 2023
Open Access

Geometric ergodicity and conditional self-weighted M-estimator of a GRCAR( p ) model with heavy-tailed errors

Xiaoyan Li,  Jiazhu Pan,  Anchao Song, 
  • Pages: 418-436
  • First Published: 19 January 2023